sqa 0.0.24 → 0.0.32

data/examples/rails_app/config/application.rb

@@ -0,0 +1,45 @@
+# frozen_string_literal: true
+
+require_relative 'boot'
+
+require 'rails'
+require 'active_model/railtie'
+require 'active_job/railtie'
+require 'active_record/railtie'
+require 'action_controller/railtie'
+require 'action_view/railtie'
+require 'action_cable/railtie'
+require 'rails/test_unit/railtie'
+
+# Require the gems listed in Gemfile
+Bundler.require(*Rails.groups)
+
+module SqaRailsApp
+  class Application < Rails::Application
+    # Initialize configuration defaults for Rails 7.1
+    config.load_defaults 7.1
+
+    # Configuration for the application, engines, and railties
+    config.autoload_lib(ignore: %w(assets tasks))
+
+    # Add SQA library to load path
+    lib_path = File.expand_path('../../../lib', __dir__)
+    $LOAD_PATH.unshift(lib_path) unless $LOAD_PATH.include?(lib_path)
+
+    # API-only mode for API namespace
+    config.api_only = false
+
+    # Enable sessions
+    config.session_store :cookie_store, key: '_sqa_rails_session'
+
+    # Assets
+    config.assets.paths << Rails.root.join('app', 'assets', 'stylesheets')
+    config.assets.paths << Rails.root.join('app', 'assets', 'javascripts')
+
+    # Time zone
+    config.time_zone = 'UTC'
+
+    # Eager load in production
+    config.eager_load = Rails.env.production?
+  end
+end

data/examples/rails_app/config/boot.rb

@@ -0,0 +1,5 @@
+# frozen_string_literal: true
+
+ENV['BUNDLE_GEMFILE'] ||= File.expand_path('../Gemfile', __dir__)
+
+require 'bundler/setup' # Set up gems listed in the Gemfile.

data/examples/rails_app/config/database.yml

@@ -0,0 +1,18 @@
+# SQLite3 database configuration
+
+default: &default
+  adapter: sqlite3
+  pool: <%= ENV.fetch("RAILS_MAX_THREADS") { 5 } %>
+  timeout: 5000
+
+development:
+  <<: *default
+  database: db/development.sqlite3
+
+test:
+  <<: *default
+  database: db/test.sqlite3
+
+production:
+  <<: *default
+  database: db/production.sqlite3

data/examples/rails_app/config/environment.rb

@@ -0,0 +1,11 @@
+# frozen_string_literal: true
+
+# Load the Rails application
+require_relative 'application'
+
+# Initialize SQA
+require 'sqa'
+SQA.init
+
+# Initialize the Rails application
+Rails.application.initialize!

data/examples/rails_app/config/routes.rb

@@ -0,0 +1,26 @@
+# frozen_string_literal: true
+
+Rails.application.routes.draw do
+  # Root route
+  root 'dashboard#index'
+
+  # Dashboard routes
+  get 'dashboard/:ticker', to: 'dashboard#show', as: :stock_dashboard
+  get 'analyze/:ticker', to: 'analysis#show', as: :stock_analysis
+  get 'backtest/:ticker', to: 'backtest#show', as: :stock_backtest
+  get 'portfolio', to: 'portfolio#index', as: :portfolio
+
+  # API routes
+  namespace :api do
+    namespace :v1 do
+      get 'stock/:ticker', to: 'stocks#show'
+      get 'indicators/:ticker', to: 'stocks#indicators'
+      post 'backtest/:ticker', to: 'stocks#backtest'
+      get 'analyze/:ticker', to: 'stocks#analyze'
+      post 'compare/:ticker', to: 'stocks#compare'
+    end
+  end
+
+  # Health check
+  get 'up', to: 'rails/health#show', as: :rails_health_check
+end

data/examples/rails_app/config.ru

@@ -0,0 +1,8 @@
+# frozen_string_literal: true
+
+# This file is used by Rack-based servers to start the application.
+
+require_relative 'config/environment'
+
+run Rails.application
+Rails.application.load_server

data/examples/realtime_stream_example.rb

@@ -0,0 +1,274 @@
+#!/usr/bin/env ruby
+# frozen_string_literal: true
+
+# Example: Real-Time Stock Price Streaming
+#
+# This example shows how to use SQA::Stream to process live stock
+# price updates and generate trading signals in real-time.
+
+require 'sqa'
+
+SQA.init
+
+puts "=" * 60
+puts "Real-Time Stock Price Streaming Example"
+puts "=" * 60
+puts
+
+# Example 1: Basic Streaming with Single Strategy
+puts "\n" + "=" * 60
+puts "Example 1: Basic Streaming Setup"
+puts "=" * 60
+puts
+
+stream = SQA::Stream.new(
+  ticker: 'AAPL',
+  window_size: 100,
+  strategies: [SQA::Strategy::RSI]
+)
+
+puts "Stream initialized:"
+puts "  Ticker: #{stream.ticker}"
+puts "  Window Size: #{stream.window_size}"
+puts "  Strategies: #{stream.strategies.size}"
+puts
+
+# Add signal callback
+stream.on_signal do |signal, data|
+  puts "🔔 SIGNAL: #{signal.upcase}"
+  puts "   Price: $#{data[:price].round(2)}"
+  puts "   Time: #{data[:timestamp]}"
+  puts "   Strategy Votes: #{data[:strategies_vote]}"
+  puts
+end
+
+# Add update callback (optional - for monitoring)
+update_count = 0
+stream.on_update do |data|
+  update_count += 1
+  if update_count % 10 == 0
+    puts "📊 Update ##{update_count}: Price=$#{data[:price].round(2)}"
+  end
+end
+
+puts "Callbacks registered. Simulating price updates..."
+puts "-" * 60
+
+# Simulate real-time price updates
+# In production, these would come from a WebSocket or API
+stock = SQA::Stock.new(ticker: 'AAPL')
+prices = stock.df["adj_close_price"].to_a
+volumes = stock.df["volume"].to_a
+highs = stock.df["high_price"].to_a
+lows = stock.df["low_price"].to_a
+
+# Stream the last 150 data points as if they were real-time
+prices.last(150).each_with_index do |price, i|
+  stream.update(
+    price: price,
+    volume: volumes.last(150)[i],
+    high: highs.last(150)[i],
+    low: lows.last(150)[i],
+    timestamp: Time.now - (150 - i) * 60 # 1-minute intervals
+  )
+
+  # Simulate delay (in production, this happens naturally)
+  # sleep(0.01) # Uncomment for slower demo
+end
+
+puts "-" * 60
+puts "Streaming complete. Final statistics:"
+stats = stream.stats
+puts "  Total Updates: #{stats[:updates]}"
+puts "  Current Price: $#{stats[:current_price].round(2)}"
+puts "  Price Range: $#{stats[:price_range][:min].round(2)} - $#{stats[:price_range][:max].round(2)}"
+puts "  Last Signal: #{stats[:last_signal].upcase}"
+puts
+
+# Example 2: Multi-Strategy Streaming
+puts "\n" + "=" * 60
+puts "Example 2: Multi-Strategy Consensus"
+puts "=" * 60
+puts
+
+multi_stream = SQA::Stream.new(
+  ticker: 'MSFT',
+  window_size: 100,
+  strategies: [
+    SQA::Strategy::RSI,
+    SQA::Strategy::MACD,
+    SQA::Strategy::BollingerBands,
+    SQA::Strategy::Stochastic
+  ]
+)
+
+puts "Multi-strategy stream configured with:"
+multi_stream.strategies.each_with_index do |strategy, i|
+  puts "  #{i + 1}. #{strategy}"
+end
+puts
+
+signal_log = []
+
+multi_stream.on_signal do |signal, data|
+  signal_log << { signal: signal, price: data[:price], votes: data[:strategies_vote] }
+  puts "🎯 CONSENSUS SIGNAL: #{signal.upcase}"
+  puts "   Price: $#{data[:price].round(2)}"
+  puts "   Strategy Votes: #{data[:strategies_vote]}"
+  puts "   Time: #{data[:timestamp].strftime('%Y-%m-%d %H:%M:%S')}"
+  puts
+end
+
+puts "Simulating market data stream..."
+puts "-" * 60
+
+# Simulate streaming
+stock2 = SQA::Stock.new(ticker: 'MSFT')
+prices2 = stock2.df["adj_close_price"].to_a
+volumes2 = stock2.df["volume"].to_a
+
+prices2.last(100).each_with_index do |price, i|
+  multi_stream.update(
+    price: price,
+    volume: volumes2.last(100)[i],
+    timestamp: Time.now - (100 - i) * 60
+  )
+end
+
+puts "-" * 60
+puts "Multi-strategy streaming complete."
+puts "Signal summary:"
+signal_log.each_with_index do |log, i|
+  puts "  #{i + 1}. #{log[:signal].to_s.upcase} at $#{log[:price].round(2)} (votes: #{log[:votes]})"
+end
+puts
+
+# Example 3: Custom Indicator Access
+puts "\n" + "=" * 60
+puts "Example 3: Accessing Real-Time Indicators"
+puts "=" * 60
+puts
+
+indicator_stream = SQA::Stream.new(
+  ticker: 'GOOGL',
+  window_size: 50
+)
+
+# Stream some data first
+stock3 = SQA::Stock.new(ticker: 'GOOGL')
+stock3.df["adj_close_price"].to_a.last(50).each do |price|
+  indicator_stream.update(price: price)
+end
+
+puts "Current market data:"
+puts "  Current Price: $#{indicator_stream.current_price.round(2)}"
+puts "  Recent Prices (last 5): #{indicator_stream.recent_prices(5).map { |p| p.round(2) }}"
+puts
+
+puts "Real-time indicators:"
+rsi = indicator_stream.indicator(:rsi, period: 14)
+sma_20 = indicator_stream.indicator(:sma, period: 20)
+ema_12 = indicator_stream.indicator(:ema, period: 12)
+macd_data = indicator_stream.indicator(:macd)
+
+puts "  RSI(14): #{rsi.last.round(2)}"
+puts "  SMA(20): $#{sma_20.last.round(2)}"
+puts "  EMA(12): $#{ema_12.last.round(2)}"
+puts "  MACD: #{macd_data[0].last.round(4)}"
+puts "  Signal: #{macd_data[1].last.round(4)}"
+puts
+
+# Example 4: Production-Style WebSocket Simulation
+puts "\n" + "=" * 60
+puts "Example 4: Production WebSocket Pattern"
+puts "=" * 60
+puts
+
+class MockWebSocket
+  def initialize(ticker)
+    @ticker = ticker
+    @stock = SQA::Stock.new(ticker: ticker)
+    @prices = @stock.df["adj_close_price"].to_a
+    @index = @prices.size - 100
+  end
+
+  def on_message(&block)
+    @message_handler = block
+  end
+
+  def start
+    puts "📡 WebSocket connected to #{@ticker} market data feed"
+    puts "   Streaming live prices..."
+    puts
+
+    # Simulate receiving messages
+    (@index...@prices.size).each do |i|
+      # Simulate WebSocket message
+      message = {
+        symbol: @ticker,
+        price: @prices[i],
+        volume: rand(1_000_000..10_000_000),
+        timestamp: Time.now
+      }
+
+      @message_handler.call(message) if @message_handler
+
+      # sleep(0.1) # Uncomment for slower demo
+    end
+
+    puts "   WebSocket closed"
+  end
+end
+
+# Initialize stream for production pattern
+production_stream = SQA::Stream.new(
+  ticker: 'TSLA',
+  window_size: 100,
+  strategies: [
+    SQA::Strategy::RSI,
+    SQA::Strategy::MACD,
+    SQA::Strategy::BollingerBands
+  ]
+)
+
+# Set up signal handling
+production_stream.on_signal do |signal, data|
+  # In production, this would trigger:
+  # - Alert notifications
+  # - Automated trading execution
+  # - Logging to database
+  # - Risk management checks
+
+  puts "⚡ TRADING SIGNAL: #{signal.upcase}"
+  puts "   Execute #{signal} order for #{data[:price]}"
+  puts "   Consensus: #{data[:strategies_vote]}"
+  puts
+end
+
+# Set up WebSocket (mock)
+ws = MockWebSocket.new('TSLA')
+
+ws.on_message do |message|
+  # Feed WebSocket data into stream processor
+  production_stream.update(
+    price: message[:price],
+    volume: message[:volume],
+    timestamp: message[:timestamp]
+  )
+end
+
+# Start streaming
+ws.start
+
+puts "-" * 60
+puts "Production simulation complete."
+puts
+
+puts "All streaming examples complete!"
+puts
+puts "In production, connect to real WebSocket feeds from:"
+puts "  - Alpha Vantage WebSocket API"
+puts "  - Yahoo Finance Streaming"
+puts "  - Interactive Brokers TWS API"
+puts "  - Polygon.io WebSocket"
+puts "  - Alpaca Markets WebSocket"

data/examples/sinatra_app/Gemfile

@@ -0,0 +1,42 @@
+# frozen_string_literal: true
+
+source 'https://rubygems.org'
+
+ruby '>= 3.2.0'
+
+# Web framework
+gem 'rackup'
+gem 'sinatra', '~> 4.0'
+gem 'sinatra-contrib', '~> 4.0'
+gem 'puma', '~> 6.0'
+
+# JSON handling
+gem 'json', '~> 2.7'
+
+# SQA library dependencies (required when loading SQA from local path)
+gem 'alphavantage'
+gem 'csv'
+gem 'faraday'
+gem 'hashie'
+gem 'kbs'
+gem 'lite-statistics'
+gem 'nenv'
+gem 'redis'
+gem 'ruby_llm'
+gem 'ruby_llm-mcp'
+gem 'shared_tools'
+gem 'sqa-tai'
+gem 'tty-table'
+gem 'eps'
+gem 'polars-df'
+gem 'toml-rb'
+gem 'regent'
+
+# SQA library (assumes it's in parent directory)
+# In production, this would be:
+# gem 'sqa'
+# For development, we'll load from local path via require in app.rb
+
+group :development do
+  gem 'rerun'  # Auto-reload on file changes
+end

data/examples/sinatra_app/Gemfile.lock

@@ -0,0 +1,268 @@
+GEM
+  remote: https://rubygems.org/
+  specs:
+    addressable (2.8.7)
+      public_suffix (>= 2.0.2, < 7.0)
+    alphavantage (1.2.0)
+      faraday (~> 1.4)
+      hashie (~> 4.1)
+    base64 (0.3.0)
+    bigdecimal (3.3.1)
+    citrus (3.0.2)
+    concurrent-ruby (1.3.5)
+    connection_pool (2.5.4)
+    csv (3.3.5)
+    dentaku (3.5.6)
+      bigdecimal
+      concurrent-ruby
+    eps (0.6.0)
+      lightgbm (>= 0.1.7)
+      matrix
+      nokogiri
+    event_stream_parser (1.0.0)
+    faraday (1.10.4)
+      faraday-em_http (~> 1.0)
+      faraday-em_synchrony (~> 1.0)
+      faraday-excon (~> 1.1)
+      faraday-httpclient (~> 1.0)
+      faraday-multipart (~> 1.0)
+      faraday-net_http (~> 1.0)
+      faraday-net_http_persistent (~> 1.0)
+      faraday-patron (~> 1.0)
+      faraday-rack (~> 1.0)
+      faraday-retry (~> 1.0)
+      ruby2_keywords (>= 0.0.4)
+    faraday-em_http (1.0.0)
+    faraday-em_synchrony (1.0.1)
+    faraday-excon (1.1.0)
+    faraday-httpclient (1.0.1)
+    faraday-multipart (1.1.1)
+      multipart-post (~> 2.0)
+    faraday-net_http (1.0.2)
+    faraday-net_http_persistent (1.2.0)
+    faraday-patron (1.0.0)
+    faraday-rack (1.0.0)
+    faraday-retry (1.0.3)
+    ffi (1.17.2)
+    ffi (1.17.2-aarch64-linux-gnu)
+    ffi (1.17.2-aarch64-linux-musl)
+    ffi (1.17.2-arm-linux-gnu)
+    ffi (1.17.2-arm-linux-musl)
+    ffi (1.17.2-arm64-darwin)
+    ffi (1.17.2-x86-linux-gnu)
+    ffi (1.17.2-x86-linux-musl)
+    ffi (1.17.2-x86_64-darwin)
+    ffi (1.17.2-x86_64-linux-gnu)
+    ffi (1.17.2-x86_64-linux-musl)
+    fiddle (1.1.8)
+    hashie (4.1.0)
+    http-2 (1.1.1)
+    httpx (1.6.3)
+      http-2 (>= 1.0.0)
+    json (2.16.0)
+    json-schema (5.2.2)
+      addressable (~> 2.8)
+      bigdecimal (~> 3.1)
+    kbs (0.1.0)
+      sqlite3 (~> 1.6)
+    lightgbm (0.4.3)
+      ffi
+    listen (3.9.0)
+      rb-fsevent (~> 0.10, >= 0.10.3)
+      rb-inotify (~> 0.9, >= 0.9.10)
+    lite-memoize (1.1.1)
+    lite-statistics (2.0.0)
+      lite-memoize
+    logger (1.7.0)
+    marcel (1.1.0)
+    matrix (0.4.3)
+    mini_portile2 (2.8.9)
+    multi_json (1.17.0)
+    multipart-post (2.4.1)
+    mustermann (3.0.4)
+      ruby2_keywords (~> 0.0.1)
+    nenv (0.3.0)
+    nio4r (2.7.5)
+    nokogiri (1.18.10)
+      mini_portile2 (~> 2.8.2)
+      racc (~> 1.4)
+    nokogiri (1.18.10-aarch64-linux-gnu)
+      racc (~> 1.4)
+    nokogiri (1.18.10-aarch64-linux-musl)
+      racc (~> 1.4)
+    nokogiri (1.18.10-arm-linux-gnu)
+      racc (~> 1.4)
+    nokogiri (1.18.10-arm-linux-musl)
+      racc (~> 1.4)
+    nokogiri (1.18.10-arm64-darwin)
+      racc (~> 1.4)
+    nokogiri (1.18.10-x86_64-darwin)
+      racc (~> 1.4)
+    nokogiri (1.18.10-x86_64-linux-gnu)
+      racc (~> 1.4)
+    nokogiri (1.18.10-x86_64-linux-musl)
+      racc (~> 1.4)
+    openweathermap (0.2.3)
+    pastel (0.8.0)
+      tty-color (~> 0.5)
+    polars-df (0.23.0)
+      bigdecimal
+      rb_sys
+    polars-df (0.23.0-aarch64-linux)
+      bigdecimal
+    polars-df (0.23.0-aarch64-linux-musl)
+      bigdecimal
+    polars-df (0.23.0-arm64-darwin)
+      bigdecimal
+    polars-df (0.23.0-x86_64-darwin)
+      bigdecimal
+    polars-df (0.23.0-x86_64-linux)
+      bigdecimal
+    polars-df (0.23.0-x86_64-linux-musl)
+      bigdecimal
+    public_suffix (6.0.2)
+    puma (6.6.1)
+      nio4r (~> 2.0)
+    racc (1.8.1)
+    rack (3.2.4)
+    rack-protection (4.2.1)
+      base64 (>= 0.1.0)
+      logger (>= 1.6.0)
+      rack (>= 3.0.0, < 4)
+    rack-session (2.1.1)
+      base64 (>= 0.1.0)
+      rack (>= 3.0.0)
+    rackup (2.2.1)
+      rack (>= 3)
+    rake-compiler-dock (1.9.1)
+    rb-fsevent (0.11.2)
+    rb-inotify (0.11.1)
+      ffi (~> 1.0)
+    rb_sys (0.9.117)
+      rake-compiler-dock (= 1.9.1)
+    redis (5.4.1)
+      redis-client (>= 0.22.0)
+    redis-client (0.26.1)
+      connection_pool
+    regent (0.3.3)
+      pastel (~> 0.8.0)
+      tty-spinner (~> 0.9.3)
+      zeitwerk (~> 2.7)
+    rerun (0.14.0)
+      listen (~> 3.0)
+    ruby2_keywords (0.0.5)
+    ruby_llm (1.9.1)
+      base64
+      event_stream_parser (~> 1)
+      faraday (>= 1.10.0)
+      faraday-multipart (>= 1)
+      faraday-net_http (>= 1)
+      faraday-retry (>= 1)
+      marcel (~> 1.0)
+      ruby_llm-schema (~> 0.2.1)
+      zeitwerk (~> 2)
+    ruby_llm-mcp (0.8.0)
+      httpx (~> 1.4)
+      json-schema (~> 5.0)
+      ruby_llm (~> 1.9)
+      zeitwerk (~> 2)
+    ruby_llm-schema (0.2.4)
+    sequel (5.98.0)
+      bigdecimal
+    shared_tools (0.3.0)
+      dentaku
+      nokogiri
+      openweathermap
+      ruby_llm
+      ruby_llm-mcp
+      sequel
+      zeitwerk
+    sinatra (4.2.1)
+      logger (>= 1.6.0)
+      mustermann (~> 3.0)
+      rack (>= 3.0.0, < 4)
+      rack-protection (= 4.2.1)
+      rack-session (>= 2.0.0, < 3)
+      tilt (~> 2.0)
+    sinatra-contrib (4.2.1)
+      multi_json (>= 0.0.2)
+      mustermann (~> 3.0)
+      rack-protection (= 4.2.1)
+      sinatra (= 4.2.1)
+      tilt (~> 2.0)
+    sqa-tai (0.1.0)
+      ta_lib_ffi (~> 0.3)
+    sqlite3 (1.7.3)
+      mini_portile2 (~> 2.8.0)
+    sqlite3 (1.7.3-aarch64-linux)
+    sqlite3 (1.7.3-arm-linux)
+    sqlite3 (1.7.3-arm64-darwin)
+    sqlite3 (1.7.3-x86-linux)
+    sqlite3 (1.7.3-x86_64-darwin)
+    sqlite3 (1.7.3-x86_64-linux)
+    strings (0.2.1)
+      strings-ansi (~> 0.2)
+      unicode-display_width (>= 1.5, < 3.0)
+      unicode_utils (~> 1.4)
+    strings-ansi (0.2.0)
+    ta_lib_ffi (0.3.0)
+      fiddle (~> 1.1)
+    tilt (2.6.1)
+    toml-rb (4.1.0)
+      citrus (~> 3.0, > 3.0)
+      racc (~> 1.7)
+    tty-color (0.6.0)
+    tty-cursor (0.7.1)
+    tty-screen (0.8.2)
+    tty-spinner (0.9.3)
+      tty-cursor (~> 0.7)
+    tty-table (0.12.0)
+      pastel (~> 0.8)
+      strings (~> 0.2.0)
+      tty-screen (~> 0.8)
+    unicode-display_width (2.6.0)
+    unicode_utils (1.4.0)
+    zeitwerk (2.7.3)
+
+PLATFORMS
+  aarch64-linux-gnu
+  aarch64-linux-musl
+  arm-linux-gnu
+  arm-linux-musl
+  arm64-darwin
+  x86-linux-gnu
+  x86-linux-musl
+  x86_64-darwin
+  x86_64-linux-gnu
+  x86_64-linux-musl
+
+DEPENDENCIES
+  alphavantage
+  csv
+  eps
+  faraday
+  hashie
+  json (~> 2.7)
+  kbs
+  lite-statistics
+  nenv
+  polars-df
+  puma (~> 6.0)
+  rackup
+  redis
+  regent
+  rerun
+  ruby_llm
+  ruby_llm-mcp
+  shared_tools
+  sinatra (~> 4.0)
+  sinatra-contrib (~> 4.0)
+  sqa-tai
+  toml-rb
+  tty-table
+
+RUBY VERSION
+   ruby 3.3.6p108
+
+BUNDLED WITH
+   2.7.2