sqa 0.0.31 → 0.0.37

data/docs/api-reference/sqa_strategy_rsi.md

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+# 📦 SQA::Strategy::RSI
+
+!!! abstract "Source Information"
+    **Defined in:** `lib/sqa/strategy/rsi.rb:5`
+    
+    **Inherits from:** `Object`
+
+## 🏭 Class Methods
+
+### `.trade(vector)`
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/strategy/rsi.rb:8`
+
+---
+
+### `.trade_against(vector)`
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/strategy/common.rb:9`
+
+---
+
+### `.desc()`
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/strategy/common.rb:23`
+
+---
+
+## 📝 Attributes
+

data/docs/api-reference/sqa_strategy_sma.md

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+# 📦 SQA::Strategy::SMA
+
+!!! abstract "Source Information"
+    **Defined in:** `lib/sqa/strategy/sma.rb:5`
+    
+    **Inherits from:** `Object`
+
+## 🏭 Class Methods
+
+### `.trade(vector)`
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/strategy/sma.rb:8`
+
+---
+
+### `.trade_against(vector)`
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/strategy/common.rb:9`
+
+---
+
+### `.desc()`
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/strategy/common.rb:23`
+
+---
+
+## 📝 Attributes
+

data/docs/api-reference/sqa_strategy_stochastic.md

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+# 📦 SQA::Strategy::Stochastic
+
+!!! note "Description"
+    Stochastic Oscillator crossover strategy
+    Buy when %K crosses above %D in oversold territory (< 20)
+    Sell when %K crosses below %D in overbought territory (> 80)
+
+!!! abstract "Source Information"
+    **Defined in:** `lib/sqa/strategy/stochastic.rb:8`
+    
+    **Inherits from:** `Object`
+
+## 🏭 Class Methods
+
+### `.trade(vector)`
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/strategy/stochastic.rb:9`
+
+---
+
+## 📝 Attributes
+

data/docs/api-reference/sqa_strategy_volumebreakout.md

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+# 📦 SQA::Strategy::VolumeBreakout
+
+!!! note "Description"
+    Volume Breakout strategy
+    Buy when price breaks above resistance with high volume
+    Sell when price breaks below support with high volume
+
+!!! abstract "Source Information"
+    **Defined in:** `lib/sqa/strategy/volume_breakout.rb:8`
+    
+    **Inherits from:** `Object`
+
+## 🏭 Class Methods
+
+### `.trade(vector)`
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/strategy/volume_breakout.rb:9`
+
+---
+
+## 📝 Attributes
+

data/docs/api-reference/sqa_strategygenerator.md

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+# 📦 SQA::StrategyGenerator
+
+!!! abstract "Source Information"
+    **Defined in:** `lib/sqa/strategy_generator.rb:36`
+    
+    **Inherits from:** `Object`
+
+## 🔨 Instance Methods
+
+### `#stock()`
+
+Returns the value of attribute stock.
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/strategy_generator.rb:140`
+
+---
+
+### `#profitable_points()`
+
+Returns the value of attribute profitable_points.
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/strategy_generator.rb:140`
+
+---
+
+### `#patterns()`
+
+Returns the value of attribute patterns.
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/strategy_generator.rb:140`
+
+---
+
+### `#min_gain_percent()`
+
+Returns the value of attribute min_gain_percent.
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/strategy_generator.rb:140`
+
+---
+
+### `#fpop()`
+
+Returns the value of attribute fpop.
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/strategy_generator.rb:140`
+
+---
+
+### `#min_loss_percent()`
+
+Returns the value of attribute min_loss_percent.
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/strategy_generator.rb:140`
+
+---
+
+### `#indicators_config()`
+
+Returns the value of attribute indicators_config.
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/strategy_generator.rb:140`
+
+---
+
+### `#inflection_window()`
+
+Returns the value of attribute inflection_window.
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/strategy_generator.rb:140`
+
+---
+
+### `#max_fpl_risk()`
+
+Returns the value of attribute max_fpl_risk.
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/strategy_generator.rb:140`
+
+---
+
+### `#required_fpl_directions()`
+
+Returns the value of attribute required_fpl_directions.
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/strategy_generator.rb:140`
+
+---
+
+### `#initialize(stock:, min_gain_percent: = 10.0, min_loss_percent: = nil, fpop: = 10, inflection_window: = 3, max_fpl_risk: = nil, required_fpl_directions: = nil)`
+
+
+!!! success "Returns"
+
+    **Type:** `StrategyGenerator`
+
+    
+
+    a new instance of StrategyGenerator
+
+??? info "Source Location"
+    `lib/sqa/strategy_generator.rb:144`
+
+---
+
+### `#discover_patterns(min_pattern_frequency: = 2)`
+
+Main entry point: Discover patterns in historical data
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/strategy_generator.rb:168`
+
+---
+
+### `#generate_strategy(pattern_index: = 0, strategy_type: = :proc)`
+
+Generate a trading strategy from discovered patterns
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/strategy_generator.rb:196`
+
+---
+
+### `#generate_strategies(top_n: = 5, strategy_type: = :class)`
+
+Generate multiple strategies from top N patterns
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/strategy_generator.rb:214`
+
+---
+
+### `#print_patterns(max_patterns: = 10)`
+
+Print discovered patterns
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/strategy_generator.rb:221`
+
+---
+
+### `#export_patterns(filename)`
+
+Export patterns to CSV
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/strategy_generator.rb:241`
+
+---
+
+### `#walk_forward_validate(train_size: = 250, test_size: = 60, step_size: = 30)`
+
+Walk-forward validation - discover patterns with time-series cross-validation
+
+Splits data into train/test windows and rolls forward through history
+to prevent overfitting. Only keeps patterns that work out-of-sample.
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `train_size` | `Integer` | Training window size in days |
+    | `test_size` | `Integer` | Testing window size in days |
+    | `step_size` | `Integer` | How many days to step forward each iteration |
+!!! success "Returns"
+
+    **Type:** `Hash`
+
+    
+
+    Validation results with patterns and performance
+
+??? info "Source Location"
+    `lib/sqa/strategy_generator.rb:273`
+
+---
+
+### `#discover_context_aware_patterns(analyze_regime: = true, analyze_seasonal: = true, sector: = nil)`
+
+Discover patterns with context (regime, seasonal, sector)
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `analyze_regime` | `Boolean` | Detect and filter by market regime |
+    | `analyze_seasonal` | `Boolean` | Detect seasonal patterns |
+    | `sector` | `Symbol` | Sector classification |
+!!! success "Returns"
+
+    **Type:** `Array<Pattern>`
+
+    
+
+    Patterns with context metadata
+
+??? info "Source Location"
+    `lib/sqa/strategy_generator.rb:379`
+
+---
+
+## 📝 Attributes
+
+### 👁️ `stock` <small>read-only</small>
+
+Returns the value of attribute stock.
+
+### 👁️ `profitable_points` <small>read-only</small>
+
+Returns the value of attribute profitable_points.
+
+### 👁️ `patterns` <small>read-only</small>
+
+Returns the value of attribute patterns.
+
+### 👁️ `min_gain_percent` <small>read-only</small>
+
+Returns the value of attribute min_gain_percent.
+
+### 👁️ `fpop` <small>read-only</small>
+
+Returns the value of attribute fpop.
+
+### 👁️ `min_loss_percent` <small>read-only</small>
+
+Returns the value of attribute min_loss_percent.
+
+### 👁️ `indicators_config` <small>read-only</small>
+
+Returns the value of attribute indicators_config.
+
+### 👁️ `inflection_window` <small>read-only</small>
+
+Returns the value of attribute inflection_window.
+
+### 👁️ `max_fpl_risk` <small>read-only</small>
+
+Returns the value of attribute max_fpl_risk.
+
+### 👁️ `required_fpl_directions` <small>read-only</small>
+
+Returns the value of attribute required_fpl_directions.
+

data/docs/api-reference/sqa_strategygenerator_pattern.md

@@ -0,0 +1,264 @@
+# 📦 SQA::StrategyGenerator::Pattern
+
+!!! note "Description"
+    Represents a discovered indicator pattern
+
+!!! abstract "Source Information"
+    **Defined in:** `lib/sqa/strategy_generator.rb:69`
+    
+    **Inherits from:** `Object`
+
+## 🔨 Instance Methods
+
+### `#conditions()`
+
+Returns the value of attribute conditions.
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/strategy_generator.rb:70`
+
+---
+
+### `#conditions=(value)`
+
+Sets the attribute conditions
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `value` | `Any` | the value to set the attribute conditions to. |
+
+
+??? info "Source Location"
+    `lib/sqa/strategy_generator.rb:70`
+
+---
+
+### `#frequency()`
+
+Returns the value of attribute frequency.
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/strategy_generator.rb:70`
+
+---
+
+### `#frequency=(value)`
+
+Sets the attribute frequency
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `value` | `Any` | the value to set the attribute frequency to. |
+
+
+??? info "Source Location"
+    `lib/sqa/strategy_generator.rb:70`
+
+---
+
+### `#avg_gain()`
+
+Returns the value of attribute avg_gain.
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/strategy_generator.rb:70`
+
+---
+
+### `#avg_gain=(value)`
+
+Sets the attribute avg_gain
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `value` | `Any` | the value to set the attribute avg_gain to. |
+
+
+??? info "Source Location"
+    `lib/sqa/strategy_generator.rb:70`
+
+---
+
+### `#avg_holding_days()`
+
+Returns the value of attribute avg_holding_days.
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/strategy_generator.rb:70`
+
+---
+
+### `#avg_holding_days=(value)`
+
+Sets the attribute avg_holding_days
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `value` | `Any` | the value to set the attribute avg_holding_days to. |
+
+
+??? info "Source Location"
+    `lib/sqa/strategy_generator.rb:70`
+
+---
+
+### `#success_rate()`
+
+Returns the value of attribute success_rate.
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/strategy_generator.rb:70`
+
+---
+
+### `#success_rate=(value)`
+
+Sets the attribute success_rate
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `value` | `Any` | the value to set the attribute success_rate to. |
+
+
+??? info "Source Location"
+    `lib/sqa/strategy_generator.rb:70`
+
+---
+
+### `#occurrences()`
+
+Returns the value of attribute occurrences.
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/strategy_generator.rb:70`
+
+---
+
+### `#occurrences=(value)`
+
+Sets the attribute occurrences
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `value` | `Any` | the value to set the attribute occurrences to. |
+
+
+??? info "Source Location"
+    `lib/sqa/strategy_generator.rb:70`
+
+---
+
+### `#context()`
+
+Returns the value of attribute context.
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/strategy_generator.rb:70`
+
+---
+
+### `#context=(value)`
+
+Sets the attribute context
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `value` | `Any` | the value to set the attribute context to. |
+
+
+??? info "Source Location"
+    `lib/sqa/strategy_generator.rb:70`
+
+---
+
+### `#initialize(conditions: = {})`
+
+
+!!! success "Returns"
+
+    **Type:** `Pattern`
+
+    
+
+    a new instance of Pattern
+
+??? info "Source Location"
+    `lib/sqa/strategy_generator.rb:74`
+
+---
+
+### `#to_s()`
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/strategy_generator.rb:84`
+
+---
+
+## 📝 Attributes
+
+### 🔄 `conditions` <small>read/write</small>
+
+Returns the value of attribute conditions.
+
+### 🔄 `frequency` <small>read/write</small>
+
+Returns the value of attribute frequency.
+
+### 🔄 `avg_gain` <small>read/write</small>
+
+Returns the value of attribute avg_gain.
+
+### 🔄 `avg_holding_days` <small>read/write</small>
+
+Returns the value of attribute avg_holding_days.
+
+### 🔄 `success_rate` <small>read/write</small>
+
+Returns the value of attribute success_rate.
+
+### 🔄 `occurrences` <small>read/write</small>
+
+Returns the value of attribute occurrences.
+
+### 🔄 `context` <small>read/write</small>
+
+Returns the value of attribute context.
+