sqa 0.0.24 → 0.0.31

data/lib/sqa/commands.rb

@@ -1,22 +0,0 @@
-# sqa/lib/sqa/commands.rb
-
-# Adds command options to SQA.config
-require_relative "plugin_manager"
-
-module SQA::Commands
-	# Establish the command registry
-  extend Dry::CLI::Registry
-end
-
-Commands = SQA::Commands
-
-
-load_these_first = [
-  "#{__dir__}/commands/base.rb",
-].each { |file| require_relative file }
-
-Dir.glob("#{__dir__}/commands/*.rb")
-  .reject{|file| load_these_first.include? file}
-  .each do |file|
-  require_relative file
-end

data/lib/sqa/constants.rb

@@ -1,23 +0,0 @@
-# lib/sqa/constants.rb
-
-module SQA
-	module Constants
-		Signal = {
-			hold: 0,
-			buy: 	1,
-			sell: 2
-		}.freeze
-
-		Trend = {
-			up: 	0,
-			down: 1
-		}.freeze
-
-		Swing = {
-			valley: 0,
-			peak: 	1,
-		}.freeze
-	end
-
-	include Constants
-end

data/lib/sqa/indicator/average_true_range.rb

@@ -1,33 +0,0 @@
-# lib/sqa/indicator/average_true_range.rb
-
-# See Also: true_range
-
-class SQA::Indicator; class << self
-
-  def average_true_range(
-        high_prices,  # Array of the day's high price
-        low_prices,   # Array of the day's low price
-        close_prices, # Array of the day's closing price
-        period        # Integer the number of days to consider
-      )
-    true_ranges = true_range(high_prices, low_prices, close_prices)
-    atr_values  = []
-
-    window_span = period - 1
-
-    true_ranges.size.times do |inx|
-      start_inx = inx - window_span
-      end_inx   = start_inx + window_span
-
-      start_inx = 0 if start_inx < 0
-
-      window    = true_ranges[start_inx..end_inx]
-
-      atr_values << window.mean
-    end
-
-    atr_values # Array
-  end
-  alias_method :atr, :average_true_range
-
-end; end

data/lib/sqa/indicator/bollinger_bands.rb

@@ -1,28 +0,0 @@
-# lib/sqa/indicator/bollinger_bands.rb
-
-class SQA::Indicator; class << self
-
-  def bollinger_bands(
-        prices,         # Array of prices
-        period,         # Integer number of entries to consider
-        num_std_devs=2  # Integer number of standard deviations
-      )
-    moving_averages     = simple_moving_average(prices, period)
-    standard_deviations = []
-
-    prices.each_cons(period) do |window|
-      standard_deviation = Math.sqrt(window.map { |price| (price - moving_averages.last) ** 2 }.sum / period)
-      standard_deviations << standard_deviation
-    end
-
-    upper_band = moving_averages.last + (num_std_devs * standard_deviations.last)
-    lower_band = moving_averages.last - (num_std_devs * standard_deviations.last)
-
-    {
-      upper_band: upper_band, # Array
-      lower_band: lower_band  # Array
-    }
-  end
-  alias_method :bb, :bollinger_bands
-
-end; end

data/lib/sqa/indicator/candlestick_pattern_recognizer.rb

@@ -1,60 +0,0 @@
-# lib/sqa/indicator/candlestick_pattern_recognizer.rb
-
-class SQA::Indicator; class << self
-
-  def candlestick_pattern_recognizer(
-        open_prices,  # Array day's ppen price
-        high_prices,  # Array day's high price
-        low_prices,   # Array day's low price
-        close_prices  # Array day's closing price
-      )
-    patterns = []
-
-    close_prices.each_with_index do |close, index|
-      if index >= 2
-        previous_close  = close_prices[index  - 1]
-        previous_open   = open_prices[index   - 1]
-        previous_high   = high_prices[index   - 1]
-        previous_low    = low_prices[index    - 1]
-
-        second_previous_close = close_prices[index  - 2]
-        second_previous_open  = open_prices[index   - 2]
-        second_previous_high  = high_prices[index   - 2]
-        second_previous_low   = low_prices[index    - 2]
-
-        if  close           > previous_close  &&
-            previous_close  < previous_open   &&
-            close           < previous_open   &&
-            close           > previous_low    &&
-            close           > second_previous_close
-          patterns << :bullish_engulfing
-
-        elsif close           < previous_close  &&
-              previous_close  > previous_open   &&
-              close           > previous_open   &&
-              close           < previous_high   &&
-              close           < second_previous_close
-          patterns << :bearish_engulfing
-
-        elsif close           > previous_close  &&
-              previous_close  < previous_open   &&
-              close           < previous_open   &&
-              close           < previous_low    &&
-              close           < second_previous_close
-          patterns << :bearish_harami
-
-        elsif close           < previous_close  &&
-              previous_close  > previous_open   &&
-              close           > previous_open   &&
-              close           > previous_high   &&
-              close           > second_previous_close
-          patterns << :bullish_harami
-        end
-      end
-    end
-
-    patterns
-  end
-
-end; end
-

data/lib/sqa/indicator/donchian_channel.rb

@@ -1,29 +0,0 @@
-# lib/sqa/indicator/donchian_channel.rb
-
-class SQA::Indicator; class << self
-
-  def donchian_channel(
-        prices,   # Array of prices
-        period    # Integer number of entries to consider
-      )
-    max               = -999999999
-    min               = 999999999
-    donchian_channel  = []
-
-    prices.each_with_index do |value, index|
-      value = value.to_f
-      max   = value if value > max
-      min   = value if value < min
-
-      if index >= period - 1
-        donchian_channel << [max, min, (max + min) / 2]
-        max = -999999999
-        min = 999999999
-      end
-    end
-
-    donchian_channel
-  end
-
-end; end
-

data/lib/sqa/indicator/double_top_bottom_pattern.rb

@@ -1,34 +0,0 @@
-# lib/sqa/indicator/double_top_bottom_pattern.rb
-
-class SQA::Indicator; class << self
-
-  def double_top_bottom_pattern(
-        prices  # Array of prices
-      )
-    return :no_pattern if prices.length < 5
-
-    data                = prices.last(5)
-
-    first_peak          = data[0]
-    valley              = data[1]
-    second_peak         = data[2]
-    neckline            = data[3]
-    confirmation_price  = data[4]
-
-    if  first_peak          < second_peak &&
-        valley              > first_peak  &&
-        valley              > second_peak &&
-        confirmation_price  < neckline
-      :double_top
-    elsif first_peak          > second_peak &&
-          valley              < first_peak  &&
-          valley              < second_peak &&
-          confirmation_price  > neckline
-      :double_bottom
-    else
-      :no_pattern
-    end
-  end
-
-end; end
-

data/lib/sqa/indicator/elliott_wave_theory.rb

@@ -1,57 +0,0 @@
-# lib/sqa/indicator/elliott_wave_theory.rb
-
-# TIDI: This is very simplistic.  It may be completely wrong even
-#       as simplistic as it is.  Consider using the sma_trend to
-#       acquire the up and down patterns.  Run those through a
-#       classifier.  Might even have to review the concept of a
-#       trend with regard to varying the periods to turn
-#       many small patterns into fewer larger patterns.  Then
-#       maybe the 12345 and abc patterns will be extractable.
-#       On the whole I think the consensus is that EWT is not
-#       that useful for predictive trading.
-
-class SQA::Indicator; class << self
-
-  def elliott_wave_theory(
-        prices       # Array of prices
-      )
-    waves       = []
-    wave_start  = 0
-
-    (1..prices.length-2).each do |x|
-      turning_point = prices[x] > prices[x-1] && prices[x] > prices[x+1] ||
-                      prices[x] < prices[x-1] && prices[x] < prices[x+1]
-
-      if turning_point
-        waves << prices[wave_start..x]
-        wave_start = x + 1
-      end
-    end
-
-    analysis = []
-
-    waves.each do |wave|
-      analysis << {
-        wave:     wave,
-        pattern:  ewt_identify_pattern(wave)
-      }
-    end
-
-    analysis
-  end
-
-
-  private def ewt_identify_pattern(wave)
-    if wave.length == 5
-      :impulse
-    elsif wave.length == 3
-      :corrective_zigzag
-    elsif wave.length > 5
-      :corrective_complex
-    else
-      :unknown
-    end
-  end
-
-end; end
-

data/lib/sqa/indicator/exponential_moving_average.rb

@@ -1,25 +0,0 @@
-# lib/sqa/indicator/exponential_moving_average.rb
-
-class SQA::Indicator; class << self
-
-  def exponential_moving_average(
-        prices, # Array of prices
-        period  # Integer number of entries to consider
-      )
-
-    ema_values = []
-    ema_values << prices.first
-
-    multiplier = (2.0 / (period + 1))
-
-    (1...prices.length).each do |x|
-      ema = (prices[x] - ema_values.last) * multiplier + ema_values.last
-      ema_values << ema
-    end
-
-    ema_values
-  end
-  alias_method :ema, :exponential_moving_average
-
-end; end
-

data/lib/sqa/indicator/exponential_moving_average_trend.rb

@@ -1,36 +0,0 @@
-# lib/sqa/indicator/exponential_moving_average_trend.rb
-
-class SQA::Indicator; class << self
-
-  def exponential_moving_average_trend(
-        prices, # Array of prices
-        period  # Integer number of entries to consider
-      )
-
-    ema_values  = exponential_moving_average(
-                    prices,
-                    period
-                  )
-
-    last_ema      = ema_values.last
-    previous_ema  = ema_values[-2]
-
-    trend = if last_ema > previous_ema
-              :up
-            elsif last_ema < previous_ema
-              :down
-            else
-              :neutral
-            end
-
-    {
-      ema:        ema_values,
-      trend:      trend,
-      support:    ema_values.min,
-      resistance: ema_values.max
-    }
-  end
-  alias_method :ema_trend, :exponential_moving_average_trend
-
-end; end
-

data/lib/sqa/indicator/fibonacci_retracement.rb

@@ -1,23 +0,0 @@
-# lib/sqa/indicator/fibonacci_retracement.rb
-
-class SQA::Indicator; class << self
-
-  def fibonacci_retracement(
-        swing_high,   # Float peak price in a period - peak
-        swing_low     # Float bottom price in a period - valley
-      )
-    retracement_levels = []
-
-    fibonacci_levels = [0.236, 0.382, 0.5, 0.618, 0.786]
-
-    fibonacci_levels.each do |level|
-      retracement_levels << swing_low + (swing_high - swing_low) * level
-    end
-
-
-    retracement_levels # Array
-  end
-  alias_method :fr, :fibonacci_retracement
-
-end; end
-

data/lib/sqa/indicator/head_and_shoulders_pattern.rb

@@ -1,26 +0,0 @@
-# lib/sqa/indicator/head_and_shoulders_pattern.rb
-
-class SQA::Indicator; class << self
-
-
-  def head_and_shoulders_pattern?(
-        prices  # Array of prices
-      )
-
-    return false if prices.length < 5
-
-    data            = prices.last(5)
-
-    left_shoulder   = data[0]
-    head            = data[1]
-    right_shoulder  = data[2]
-    neckline        = data[3]
-    right_peak      = data[4]
-
-    head        > left_shoulder   &&
-    head        > right_shoulder  &&
-    right_peak  < neckline
-  end
-
-end; end
-

data/lib/sqa/indicator/market_profile.rb

@@ -1,32 +0,0 @@
-# lib/sqa/indicator/market_profile.rb
-
-class SQA::Indicator; class << self
-
-  def market_profile(
-        volumes,              # Array of volumes
-        prices,               # Array of prices
-        support_threshold,    # Float stock's support price estimate
-        resistance_threshold  # Float stock's resistance price estimate
-      )
-    total_volume    = volumes.sum
-    average_volume  = volumes.mean
-    max_volume      = volumes.max
-
-    support_levels    = prices.select { |price| price <= support_threshold }
-    resistance_levels = prices.select { |price| price >= resistance_threshold }
-
-    if  support_levels.empty?     &&
-        resistance_levels.empty?
-      :neutral
-    elsif support_levels.empty?
-      :resistance
-    elsif resistance_levels.empty?
-      :support
-    else
-      :mixed
-    end
-  end
-  alias_method :mp, :market_profile
-
-end; end
-

data/lib/sqa/indicator/mean_reversion.rb

@@ -1,37 +0,0 @@
-# lib/sqa/indicator/mean_reversion.rb
-
-class SQA::Indicator; class << self
-
-  # @param prices [Array]
-  # @param lookback_period [Integer]
-  # @param deviation_threshold [Float]
-  #
-  # @return [Boolean] True if the stock exhibits mean reversion behavior,
-  #                   false otherwise.
-  #
-  def mean_reversion?(
-        prices,             # Array of prices
-        lookback_period,    # Integer number of events to consider
-        deviation_threshold # Float delta change at which a price is considered to be over extended
-      )
-
-    return false if prices.length < lookback_period
-
-    mean      = mr_mean(prices, lookback_period)
-    deviation = prices[-1] - mean
-
-    if deviation.abs > deviation_threshold
-      return true
-    else
-      return false
-    end
-  end
-
-
-  def mr_mean(prices, lookback_period)
-    prices.last(lookback_period).sum / lookback_period.to_f
-  end
-
-end; end
-
-

data/lib/sqa/indicator/momentum.rb

@@ -1,28 +0,0 @@
-# lib/sqa/indicator/momentum.rb
-
-class SQA::Indicator; class << self
-
-  # @param prices [Array]
-  # @param period [Integer]
-  #
-  # @return [Float]
-  #
-  def momentum(
-        prices, # Array of prices
-        period  # Integer number of entries to consider
-      )
-
-    momentums = []
-
-    prices.each_cons(period) do |window|
-      current_price = window.last.to_f
-      past_price    = window.first.to_f
-      momentums    << 10.0 * ( (current_price - past_price) / past_price)
-    end
-
-    momentums  # Array
-  end
-  alias_method :m, :momentum
-
-end; end
-

data/lib/sqa/indicator/moving_average_convergence_divergence.rb

@@ -1,29 +0,0 @@
-# lib/sqa/indicator/moving_average_convergence_divergence.rb
-
-class SQA::Indicator; class << self
-
-  def moving_average_convergence_divergence(
-        prices,
-        short_period,
-        long_period,
-        signal_period
-      )
-
-    short_ma    = simple_moving_average(prices, short_period)
-    long_ma     = simple_moving_average(prices, long_period)
-    signal_line = simple_moving_average(short_ma, signal_period)
-    macd_line   = []
-
-    prices.size.times do |x|
-      macd_line << short_ma[x] - long_ma[x]
-    end
-
-    {
-      macd:   macd_line,  # Array
-      signal: signal_line # Array
-    }
-  end
-  alias_method :macd, :moving_average_convergence_divergence
-
-end; end
-

data/lib/sqa/indicator/peaks_and_valleys.rb

@@ -1,29 +0,0 @@
-
-class SQA::Indicator; class << self
-
-  def peaks_and_valleys(
-        prices,   # Array of prices
-        delta     # Integer distance delta (# of higher or lower prices to either side)
-      )
-    peaks   = []
-    valleys = []
-    period  = 2 * delta + 1
-
-    prices.each_cons(period) do |window|
-      price    = window[delta]
-
-      next if window.count(price) == period
-
-      peaks   << price if window.max == price
-      valleys << price if window.min == price
-    end
-
-    {
-      period:   period,
-      peaks:    peaks,
-      valleys:  valleys
-    }
-  end
-  alias_method :pav, :peaks_and_valleys
-
-end; end