sqa 0.0.3 → 0.0.4

checksums.yaml

@@ -1,7 +1,7 @@
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data/checksums/sqa-0.0.3.gem.sha512

@@ -0,0 +1 @@
+0bf41b69d8f760412a87aa119292b29f8d23c1a09daf059643314cb00fc251a5bd88a4843d9ed9e2493a9b177389a4bba2b7aff998d90bc7b50b81fb9fd81e47

data/checksums/sqa-0.0.4.gem.sha512

@@ -0,0 +1 @@
+e63dcb48ad13d1d8397b5445e25d15e58ede7191e6b9f5c5a106d701a01020036eb37cc1b45954d7fb7aa819527452df7b16b82678f439b138833c8ad0377dec

data/lib/sqa/errors.rb

@@ -1,5 +1,6 @@
 # lib/sqa/errors.rb
 
 module SQA
+	# raised when an API contract is broken
 	class BadParameterError < ArgumentError; end
 end

data/lib/sqa/strategy/common.rb

@@ -0,0 +1,38 @@
+# lib/sqa/strategry/common.rb
+
+# This module needs to be extend'ed within
+# a strategy class so that these common class
+# methods are available in every trading strategy.
+
+class SQA::Strategy
+	module Common
+		def trade_against(vector)
+			return :hold unless respond_to? :trade
+
+			recommendation = trade(vector)
+
+			if :sell == recommendation
+				:buy
+			elsif :buy == recommendation
+				:sell
+			else
+				:hold
+			end
+		end
+
+		def desc
+			doc_filename 	= self.name.split('::').last.downcase + ".md"
+			doc_path 			= Pathname.new(__dir__) + doc_filename
+
+			debug_me{[ :doc_path ]}
+
+			if doc_path.exist?
+				doc = doc_path.read
+			else
+				doc = "A description of #{self.name} is not available"
+			end
+
+			puts doc
+		end
+	end
+end

data/lib/sqa/strategy/consensus.rb

@@ -0,0 +1,43 @@
+# lib/sqa/strategry/consensus.rb
+
+require_relative 'common'
+
+class SQA::Strategy::Consensus
+	extend SQA::Strategy::Common
+
+	def self.trade(vector)
+		new(vector).my_fancy_trader
+	end
+
+	def initialize(vector)
+		@vector 	= vector
+		@results 	= []
+	end
+
+	def my_fancy_trader
+		strat_one
+		strat_two
+		strat_three
+		strat_four
+		strat_five
+		consensus
+	end
+
+	def consensus
+		count = @results.group_by(&:itself).transform_values(&:count)
+
+		if count[:buy] > count[:sell]
+			:buy
+		elsif count[:sell] > count[:buy]
+			:sell
+		else
+			:hold
+		end
+	end
+
+	def strat_one 	= @results << (0==rand(2) ? :buy : :sell)
+	def strat_two 	= @results << (0==rand(2) ? :buy : :sell)
+	def strat_three = @results << (0==rand(2) ? :buy : :sell)
+	def strat_four 	= @results << (0==rand(2) ? :buy : :sell)
+	def strat_five 	= @results << :hold
+end

data/lib/sqa/strategy/ema.rb

@@ -0,0 +1,19 @@
+# lib/sqa/strategry/ema.rb
+
+require_relative 'common'
+
+class SQA::Strategy::EMA
+	extend SQA::Strategy::Common
+
+	def self.trade(vector)
+		ema_trend = vector.ema[:trend]
+
+		if :up == ema_trend
+			:buy
+		elsif :down == ema_trend
+			:sell
+		else
+			:hold
+		end
+	end
+end

data/lib/sqa/strategy/mp.rb

@@ -0,0 +1,19 @@
+# lib/sqa/strategry/mp.rb
+
+require_relative 'common'
+
+class SQA::Strategy::MP
+	extend SQA::Strategy::Common
+
+	def self.trade(vector)
+		mp = vector.market_profile=:mixed,
+
+		if :resistance == mp
+			:sell
+		elsif :support == mp
+			:buy
+		else
+			:hold
+		end
+	end
+end

data/lib/sqa/strategy/mr.rb

@@ -0,0 +1,15 @@
+# lib/sqa/strategry/mr.rb
+
+require_relative 'common'
+
+class SQA::Strategy::MR
+	extend SQA::Strategy::Common
+
+	def self.trade(vector)
+		if vector.mr
+			:sell
+		else
+			:hold
+		end
+	end
+end

data/lib/sqa/strategy/random.md

@@ -0,0 +1,5 @@
+# SQA::Strategy::Random
+
+A random flip of a three headed coin.
+
+Responds with a :buy, :sell or :hold recommendation based upon a random number.  Out of 9 possible random numbers, the lower third, middle third and upper third of the number set are used to determine the recommendation.

data/lib/sqa/strategy/random.rb

@@ -0,0 +1,18 @@
+# lib/sqa/strategry/random.rb
+
+require_relative 'common'
+
+class SQA::Strategy::Random
+	extend SQA::Strategy::Common
+
+	def self.trade(vector)
+		case rand(9)
+		when (0..2)
+			:buy
+		when (3..5)
+			:sell
+		else
+			:hold
+		end
+	end
+end

data/lib/sqa/strategy/rsi.rb

@@ -0,0 +1,19 @@
+# lib/sqa/strategry/rsi.rb
+
+require_relative 'common'
+
+class SQA::Strategy::RSI
+	extend SQA::Strategy::Common
+
+	def self.trade(vector)
+		rsi_trend = vector.rsi[:trend]
+
+		if :over_bought == rsi_trend
+			:sell
+		elsif :over_sold == rsi_trend
+			:buy
+		else
+			:hold
+		end
+	end
+end

data/lib/sqa/strategy/sma.rb

@@ -0,0 +1,19 @@
+# lib/sqa/strategry/sma.rb
+
+require_relative 'common'
+
+class SQA::Strategy::SMA
+	extend SQA::Strategy::Common
+
+	def self.trade(vector)
+		sma_trend = vector.rsi[:trend]
+
+		if :up == sma_trend
+			:buy
+		elsif :down == sma_trend
+			:sell
+		else
+			:hold
+		end
+	end
+end

data/lib/sqa/strategy.rb

@@ -7,9 +7,16 @@ class SQA::Strategy
     @strategies = []
   end
 
-  def add(a_proc=nil, &block)
-    @strategies << a_proc unless a_proc.nil?
-    @strategies << block  if a_proc.nil? && block_given?
+  def add(a_strategy)
+    raise SQA::BadParameterError unless [Class, Method].include? a_strategy.class
+
+    a_proc  = if Class == a_strategy.class
+                a_strategy.method(:trade)
+              else
+                a_strategy
+              end
+
+    @strategies << a_proc
   end
 
   def execute(v)
@@ -18,48 +25,33 @@ class SQA::Strategy
     @strategies.each { |signal| result << signal.call(v) }
     result
   end
-end
 
-__END__
+  def auto_load(except: [:common], only: [])
+    dir_path  = Pathname.new(__dir__) + "strategy"
+    except    = Array(except).map{|f| f.to_s.downcase}
+    only      = Array(only).map{|f| f.to_s.downcase}
 
-Example Usage
-=============
+    dir_path.children.each do |child|
+      next unless ".rb" == child.extname.downcase
 
-ss = SQA::Strategy.new
+      basename = child.basename.to_s.split('.').first.downcase
 
-ss.add do |vector|
-  case rand(10)
-  when (8..)
-    :buy
-  when (..3)
-    :sell
-  else
-    :hold
-  end
-end
+      next if except.include? basename
+      next if !only.empty?  && !only.include?(basename)
 
+      print "loading #{basename} ... "
+      load child
+      puts "done"
+    end
 
-ss.add do |vector|
-  case rand(10)
-  when (8..)
-    :sell
-  when (..3)
-    :buy
-  else
-    :keep
+    nil
   end
-end
-
-def magic(vector)
-  0 == rand(2) ? :spend : :save
-end
 
-ss.add method(:magic)
-
-class MyClass
-  def self.my_method(vector)
-    vector.rsi[:rsi]
+  def available
+    ObjectSpace.each_object(Class).select { |klass|
+      klass.to_s.start_with?("SQA::Strategy::")
+    }
   end
 end
 
-ss.add MyClass.method(:my_method)
+

data/lib/sqa/strategyREADME.md

@@ -0,0 +1,54 @@
+# Trading Strategies
+
+A **strategy** is implemented as a class within the namespace of SQA::Strategy -- see the file lib/sqa/strategy/random.rb as an example.  All strategy classes should have a class method **trade** which is the primary entry point into the strategy.  The class can be extended using the SQA::Strategy::Common module which adds common class methods such as **trade_against** and **desc**
+
+## The **trade** Class Method
+
+The method accepts a single parameter called a vector.  The vector parameter is an object that contains the information required by the strategy in order to make a recommendation.  In the examples provided this object is an OpenStruct.  You can either follow this pattern or use your own; however, at this time only one parameter is allowed for the trade method.
+
+## The **trade_against** Class Method
+
+If **trade** is consistently wrong many more times than it is right, don't throw it out.  Just start using the **trade_against** class method instead.  This method takes the recommendation of the **trade** class method and suggests the opposite.
+
+## The **desc** Class Method
+
+You can document your strategy in a markdown formatted file.  The **desc** class method will look for the filename in the same directory as the strategy file.  This is typically in the lib/sqa/strategy directory.
+
+The **desc** class method will find the markdown file and return its contents as a String so that you can do with it as you please.
+
+## Example Strategies
+
+The follow examples are provided:
+
+* ema.rb
+* mp.rb
+* mr.rb
+* random.rb
+* rsi.rb
+* sma.rb
+
+## Usage
+
+Tge SQA::Strategy class manages an Array of trading strategies.  You can add to the Array multiple strategies like this:
+
+```ruby
+require 'sqa'
+ss = SQA::Strategy.new
+ss.add SQA::Strategy::Random.method(:trade)
+ss.add SQA::Strategy::SMA.method(:trade)
+ss.add SQA::Strategy::EMA
+```
+
+Note that if your primary entry point to the trading strategy class is **trade** then the parameter to the **add** function does not have to include the ".method(:entry_point)" -- just use the class name by itself.  If you do not use **trade** as as class method in you strategy class, then the **trade_against** method added by the SQA::Strategy::Common module will not work.
+
+If you want to evaluate the **trade_against** class method in a strategy then you must the "ss.add SQA::Strategy::Random.method(:trade_against)" pattern.
+
+Then for any specific stock create your vector object that contains all the information that the trading strategies need in order to make their recommendations.  Once you have you vector you can then **execute** the Array of strategies.
+
+```ruby
+vector = ...
+result = ss.execute(vector)
+```
+
+**result** will be an Array of recommendations from the different strategies on whether to :bur, :sell or :hold.
+

data/lib/sqa/version.rb

@@ -2,6 +2,6 @@
 
 module SQA
   module Version
-    VERSION = "0.0.3"
+    VERSION = "0.0.4"
   end
 end

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: sqa
 version: !ruby/object:Gem::Version
-  version: 0.0.3
+  version: 0.0.4
 platform: ruby
 authors:
 - Dewayne VanHoozer
@@ -20,7 +20,6 @@ extensions: []
 extra_rdoc_files: []
 files:
 - ".envrc"
-- ".irbrc"
 - CHANGELOG.md
 - LICENSE
 - README.md
@@ -28,6 +27,8 @@ files:
 - bin/sqa
 - checksums/sqa-0.0.1.gem.sha512
 - checksums/sqa-0.0.2.gem.sha512
+- checksums/sqa-0.0.3.gem.sha512
+- checksums/sqa-0.0.4.gem.sha512
 - docs/README.md
 - docs/average_true_range.md
 - docs/bollinger_bands.md
@@ -80,6 +81,16 @@ files:
 - lib/sqa/protfolio.rb
 - lib/sqa/stock.rb
 - lib/sqa/strategy.rb
+- lib/sqa/strategy/common.rb
+- lib/sqa/strategy/consensus.rb
+- lib/sqa/strategy/ema.rb
+- lib/sqa/strategy/mp.rb
+- lib/sqa/strategy/mr.rb
+- lib/sqa/strategy/random.md
+- lib/sqa/strategy/random.rb
+- lib/sqa/strategy/rsi.rb
+- lib/sqa/strategy/sma.rb
+- lib/sqa/strategyREADME.md
 - lib/sqa/version.rb
 homepage: https://github.com/MadBomber/sqa
 licenses:

data/.irbrc

@@ -1,3 +0,0 @@
-# sqa/,urg
-
-require 'sqa'