sqa 0.0.31 → 0.0.37

data/docs/getting-started/index.md

@@ -40,42 +40,13 @@ Before you begin, make sure you have:
 
     [:octicons-arrow-right-24: Quick Start Guide](quick-start.md)
 
--   :material-cog:{ .lg .middle } __Configuration__
-
-    ---
-
-    Configure data sources and customize settings
-
-    [:octicons-arrow-right-24: Configuration](configuration.md)
-
--   :material-console:{ .lg .middle } __Console Usage__
-
-    ---
-
-    Interactive exploration with sqa-console
-
-    [:octicons-arrow-right-24: Console Guide](console-usage.md)
-
 </div>
 
 ## Typical Workflow
 
 Here's the typical workflow when using SQA:
 
-```mermaid
-graph LR
-    A[Install SQA] --> B[Configure API Keys]
-    B --> C[Load Stock Data]
-    C --> D[Calculate Indicators]
-    D --> E[Apply Strategies]
-    E --> F{Analysis Type}
-    F -->|Backtest| G[Run Backtest]
-    F -->|Live| H[Stream Real-Time]
-    F -->|Research| I[Explore in Console]
-    G --> J[Review Results]
-    H --> J
-    I --> J
-```
+![Getting Started Workflow](../assets/images/getting-started-workflow.svg)
 
 ## What's Next?
 

data/docs/getting-started/installation.md

@@ -192,8 +192,8 @@ bundle install
 Now that you have SQA installed:
 
 1. **[Quick Start Guide](quick-start.md)** - Run your first analysis
-2. **[Configuration](configuration.md)** - Customize your setup
-3. **[Console Usage](console-usage.md)** - Explore interactively
+2. **[Core Concepts](../concepts/index.md)** - Understand SQA's architecture
+3. **[Trading Strategies](../strategies/index.md)** - Explore built-in strategies
 
 ## Additional Dependencies
 

data/docs/getting-started/quick-start.md

@@ -204,10 +204,10 @@ SQA::Strategy.descendants  # List all strategy classes
 
 Now that you've run your first analyses:
 
-1. **[Configuration Guide](configuration.md)** - Customize data sources and settings
-2. **[Core Concepts](../concepts/index.md)** - Understand SQA's architecture
-3. **[Trading Strategies](../strategies/index.md)** - Explore built-in strategies
-4. **[Advanced Features](../advanced/index.md)** - Portfolio management, streaming, etc.
+1. **[Core Concepts](../concepts/index.md)** - Understand SQA's architecture
+2. **[Trading Strategies](../strategies/index.md)** - Explore built-in strategies
+3. **[Advanced Features](../advanced/index.md)** - Portfolio management, streaming, etc.
+4. **[API Reference](../api/index.md)** - Complete API documentation
 
 ## Common Patterns
 

data/docs/index.md

@@ -1,8 +1,25 @@
 # SQA - Simple Qualitative Analysis
 
-<p align="center">
-  <strong>A Powerful Ruby Library for Stock Market Technical Analysis</strong>
-</p>
+<div style="display: flex; align-items: flex-start; gap: 2rem; margin-bottom: 2rem;">
+  <div style="flex: 0 0 400px;">
+    <img src="assets/images/sqa.jpg" alt="SQA - Simple Qualitative Analysis" style="width: 100%; border-radius: 8px; box-shadow: 0 4px 6px rgba(0,0,0,0.1);">
+  </div>
+  <div style="flex: 1;">
+    <h2 style="margin-top: 0;">Key Features</h2>
+    <ul>
+      <li><strong>High Performance</strong> - Rust-backed Polars DataFrames (30x faster)</li>
+      <li><strong>150+ Technical Indicators</strong> - TA-Lib integration via sqa-tai</li>
+      <li><strong>13+ Trading Strategies</strong> - RSI, MACD, Bollinger Bands, and more</li>
+      <li><strong>Portfolio Management</strong> - Track positions, P&L, commissions</li>
+      <li><strong>Backtesting Framework</strong> - Comprehensive performance metrics</li>
+      <li><strong>Real-Time Streaming</strong> - Live price data with callbacks</li>
+      <li><strong>Strategy Generation</strong> - Discover patterns from profitable trades</li>
+      <li><strong>Genetic Programming</strong> - Evolve optimal parameters</li>
+      <li><strong>Risk Management</strong> - VaR, CVaR, position sizing</li>
+      <li><strong>Pattern Matching</strong> - Find similar historical patterns</li>
+    </ul>
+  </div>
+</div>
 
 ---
 
@@ -97,26 +114,7 @@ puts "Max Drawdown: #{results.max_drawdown}%"
 
 ## Architecture
 
-```mermaid
-graph TD
-    A[Stock Data] --> B[SQA::DataFrame]
-    B --> C[Technical Indicators]
-    C --> D[Trading Strategies]
-    D --> E{Strategy Type}
-    E -->|Simple| F[SMA/EMA/RSI]
-    E -->|Advanced| G[MACD/Bollinger]
-    E -->|Rule-Based| H[KBS Strategy]
-    D --> I[Portfolio Management]
-    I --> J[Backtesting]
-    J --> K[Performance Metrics]
-
-    L[Real-Time Data] --> M[SQA::Stream]
-    M --> D
-
-    N[Pattern Discovery] --> O[StrategyGenerator]
-    O --> P[Generated Strategies]
-    P --> D
-```
+![SQA Architecture](assets/images/architecture.svg)
 
 ## Getting Started
 
@@ -124,8 +122,6 @@ Ready to dive in? Check out our guides:
 
 - **[Installation Guide](getting-started/installation.md)** - Get SQA up and running
 - **[Quick Start](getting-started/quick-start.md)** - Your first analysis in minutes
-- **[Configuration](getting-started/configuration.md)** - Customize SQA for your needs
-- **[Console Usage](getting-started/console-usage.md)** - Interactive exploration with `sqa-console`
 
 ## Key Resources
 
@@ -145,10 +141,15 @@ Ready to dive in? Check out our guides:
 - [Data Sources](data-sources/index.md) - Working with data
 - [Terms of Use](terms_of_use.md) - Important legal information
 
+## Demo Application
+
+Want to see SQA in action? Check out the **[sqa_demo-sinatra](https://github.com/MadBomber/sqa_demo-sinatra)** gem - a web-based demonstration application that provides a visual interface for exploring stock analysis, technical indicators, and trading strategies.
+
 ## Community & Support
 
 - **GitHub**: [github.com/madbomber/sqa](https://github.com/madbomber/sqa)
 - **RubyGems**: [rubygems.org/gems/sqa](https://rubygems.org/gems/sqa)
+- **Demo App**: [sqa_demo-sinatra](https://github.com/MadBomber/sqa_demo-sinatra) - Web-based SQA demonstration
 - **Issues**: Report bugs or request features on [GitHub Issues](https://github.com/madbomber/sqa/issues)
 
 ## License

data/docs/llms.txt

@@ -0,0 +1,109 @@
+# SQA - Simple Qualitative Analysis
+
+> A powerful Ruby library for stock market technical analysis and trading strategy development
+
+SQA (Simple Qualitative Analysis) is an educational Ruby library designed for stock market technical analysis and trading strategy development. Built with high-performance data structures and seamlessly integrated with TA-Lib, SQA provides a comprehensive toolkit for analyzing historical stock data, implementing trading strategies, and backtesting your ideas.
+
+SQA is designed for educational purposes only. It should not be used for actual trading without extensive testing and professional financial advice. Trading stocks involves substantial risk of loss.
+
+- Polars DataFrames: Rust-backed data structures providing 30x faster operations than pure Ruby - TA-Lib Integration: Access to 150+ battle-tested technical indicators via the sqa-tai gem - Efficient Algorithms: Optimized for large historical datasets
+
+## Getting Started
+
+  - [Index](https://madbomber.github.io/sqa/getting-started/index): Welcome to SQA! This guide will help you get up and running with stock market technical analysis in just a few minutes.
+  - [Installation](https://madbomber.github.io/sqa/getting-started/installation): This guide walks you through installing SQA and all its dependencies.
+  - [Quick Start](https://madbomber.github.io/sqa/getting-started/quick-start): Get up and running with SQA in just a few minutes!
+
+## Core Concepts
+
+  - [Index](https://madbomber.github.io/sqa/concepts/index): Understanding the fundamental building blocks of SQA.
+  - [Dataframes](https://madbomber.github.io/sqa/data_frame): The SQA::DataFrame class is a high-performance wrapper around the Polars DataFrame library, specifically designed for time series financial data...
+  - [Technical Indicators](https://madbomber.github.io/sqa/indicators/index): SQA provides access to 150+ technical indicators via the sqa-tai gem, which wraps the industry-standard TA-Lib library.
+  - [Trading Strategies](https://madbomber.github.io/sqa/strategy): A strategy is a recipe that cooks all the indicators together to make a decision on a potential trade.  The SQA::Strategy class provides the...
+
+## Technical Indicators
+
+  - [Index](https://madbomber.github.io/sqa/indicators/index): SQA provides access to 150+ technical indicators via the sqa-tai gem, which wraps the industry-standard TA-Lib library.
+  - [Overview](https://madbomber.github.io/sqa/indicators): ## The Philosophy of Indicators
+
+
+
+## Trading Strategies
+
+  - [Index](https://madbomber.github.io/sqa/strategies/index): Explore SQA's comprehensive suite of trading strategies.
+
+### Built-in Strategies
+
+    - [Bollinger Bands Strategy](https://madbomber.github.io/sqa/strategies/bollinger-bands): The Bollinger Bands strategy uses volatility bands to identify oversold and overbought conditions. The strategy generates buy signals when price...
+    - [Rsi Strategy](https://madbomber.github.io/sqa/strategies/rsi): The Relative Strength Index (RSI) strategy identifies overbought and oversold conditions using momentum oscillators. It generates signals when RSI...
+    - [Macd Strategy](https://madbomber.github.io/sqa/strategies/macd): Moving Average Convergence Divergence (MACD) is a trend-following momentum indicator that shows the relationship between two moving averages.
+    - [Sma Strategy](https://madbomber.github.io/sqa/strategies/sma): The SMA strategy uses crossovers of short-term and long-term simple moving averages to identify trend changes and generate trading signals.
+    - [Ema Strategy](https://madbomber.github.io/sqa/strategies/ema): Similar to SMA but gives more weight to recent prices, making it more responsive to price changes.
+    - [Stochastic Strategy](https://madbomber.github.io/sqa/strategies/stochastic): Compares closing price to the price range over a period to identify overbought/oversold conditions and momentum changes.
+    - [Volume Breakout](https://madbomber.github.io/sqa/strategies/volume-breakout): Identifies price breakouts confirmed by high trading volume for stronger signal reliability.
+    - [Mean Reversion](https://madbomber.github.io/sqa/strategies/mean-reversion): Based on the theory that prices tend to return to their average over time. Buys when price is below average and sells when above.
+    - [Market Profile](https://madbomber.github.io/sqa/strategies/market-profile): Uses market profile analysis to identify support and resistance levels, generating signals when price reaches these key levels.
+    - [Consensus Strategy](https://madbomber.github.io/sqa/strategies/consensus): Aggregates signals from multiple strategies and makes trading decisions based on majority vote. Reduces risk of acting on single false signals.
+
+### Advanced Strategies
+
+    - [Knowledge Based Strategy (kbs)](https://madbomber.github.io/sqa/strategies/kbs): Advanced rule-based trading system using RETE forward-chaining inference engine. Combines multiple indicators with custom logic rules.
+    - [Custom Strategies](https://madbomber.github.io/sqa/strategies/custom): Learn how to create your own trading strategies in the SQA framework.
+
+## Advanced Features
+
+  - [Index](https://madbomber.github.io/sqa/advanced/index): Explore SQA's advanced capabilities for professional-grade analysis.
+  - [Portfolio Management](https://madbomber.github.io/sqa/advanced/portfolio): The Portfolio class tracks positions, calculates P&L, manages commissions, and monitors portfolio performance over time.
+  - [Backtesting](https://madbomber.github.io/sqa/advanced/backtesting): Simulate trading strategies on historical data to evaluate performance before risking real capital.
+  - [Strategy Generator](https://madbomber.github.io/sqa/advanced/strategy-generator): Reverse-engineer profitable trades to discover patterns and automatically generate executable trading strategies.
+  - [Genetic Programming](https://madbomber.github.io/sqa/genetic_programming): ### Overview of Genetic Programming (GP)
+  - [Real Time Streaming](https://madbomber.github.io/sqa/advanced/streaming): Process live price data with event callbacks and parallel strategy execution for real-time trading signals.
+  - [Fpop Analysis](https://madbomber.github.io/sqa/advanced/fpop): Calculate future returns, risk metrics, and direction classification to evaluate trading opportunities.
+  - [Risk Management](https://madbomber.github.io/sqa/advanced/risk-management): Comprehensive risk management tools including VaR, position sizing, and risk metrics.
+  - [Portfolio Optimizer](https://madbomber.github.io/sqa/advanced/portfolio-optimizer): Multi-objective portfolio optimization for optimal asset allocation and rebalancing.
+  - [Ensemble Strategies](https://madbomber.github.io/sqa/advanced/ensemble): Combine multiple strategies with voting and meta-learning.
+  - [Multi Timeframe Analysis](https://madbomber.github.io/sqa/advanced/multi-timeframe): Analyze multiple timeframes simultaneously for better trade timing.
+  - [Pattern Matcher](https://madbomber.github.io/sqa/advanced/pattern-matcher): Pattern recognition and similarity search for forecasting.
+
+## AI & Machine Learning
+
+  - [Ai And Ml](https://madbomber.github.io/sqa/ai_and_ml): ## AI and ML in Trading -- Advancing Decision-Making
+  - [Mean Reversion](https://madbomber.github.io/sqa/mean_reversion): Determines if a stock exhibits mean reversion behavior based on a given price series.
+  - [Predict Next Value](https://madbomber.github.io/sqa/predict_next_value): As a stock quantitative analyst, having a predict next value method on a timeseries array of closing day stock price data would be extremely helpful....
+  - [Identify Wave Condition](https://madbomber.github.io/sqa/identify_wave_condition): The Elliott Wave Theory is a popular method used in stock technical analysis to predict future price movements in financial markets. It is based on...
+  - [Libsvm Format](https://madbomber.github.io/sqa/libsvm_file_format): This file format is used by rumale.
+
+## API Reference
+
+  - [Index](https://madbomber.github.io/sqa/api/index): Complete API documentation for SQA classes and modules.
+  - [Dataframe Class](https://madbomber.github.io/sqa/api/dataframe): SQA::DataFrame is a high-performance wrapper around the Polars DataFrame library, specifically optimized for time series financial data manipulation....
+
+## Data Sources
+
+  - [Index](https://madbomber.github.io/sqa/data-sources/index): SQA supports multiple data sources for historical stock price data.
+
+## Resources
+
+  - [Tags](https://madbomber.github.io/sqa/tags): Browse documentation by topic.
+  - [Requirements](https://madbomber.github.io/sqa/requirements): ... otherwise know as what I want to do.  Some people would call it a roadmap; but, where I'm going "we don't need no stinking roads!"
+  - [Terms Of Use](https://madbomber.github.io/sqa/terms_of_use): Some sections of these Terms of Use are aspirational.  If found to be so, they shall not invalidate any other section which shall remain in full...
+  - [Trading Ideas](https://madbomber.github.io/sqa/i_gotta_an_idea): ... based upon my prior work with sports outcome predictions and sensor net architecture.
+  - [Factor Analysis](https://madbomber.github.io/sqa/factors_that_impact_price): ## Factors that Impact Price
+
+### External Tools
+
+    - [Finviz](https://madbomber.github.io/sqa/finviz): The original finviz unofficial gem has been untouched for 3 years.  I just forked it in the hope that I can bring it forward to current versions of...
+    - [Fx Pro Bit](https://madbomber.github.io/sqa/fx_pro_bit): FXProBot is a new trading software by Avenix Fzco, a major fintech firm located in Dubai that specializes in automated trading. This advanced robot...
+  - [Options Trading](https://madbomber.github.io/sqa/options): https://www.youtube.com/watch?v=A5w-dEgIU1M
+
+## Contributing
+
+  - [Index](https://madbomber.github.io/sqa/contributing/index): Thank you for your interest in contributing to SQA!
+
+## Optional
+
+These resources provide supplementary information that may be skipped for shorter context:
+
+- [Tags](https://madbomber.github.io/sqa/tags): Browse documentation by topic.
+- [Requirements](https://madbomber.github.io/sqa/requirements): ... otherwise know as what I want to do.  Some people would call it a roadmap; but, where I'm going "we don't need no stinking roads!"
+- [Terms of Use](https://madbomber.github.io/sqa/terms_of_use): Some sections of these Terms of Use are aspirational.  If found to be so, they shall not invalidate any other section which shall remain in full...

data/docs/strategies/bollinger-bands.md

@@ -143,4 +143,4 @@ end
 
 - [Bollinger Bands on Wikipedia](https://en.wikipedia.org/wiki/Bollinger_Bands)
 - [John Bollinger's Official Site](https://www.bollingerbands.com/)
-- [Understanding Volatility with Bollinger Bands](../concepts/volatility.md)
+- [Technical Indicators](../indicators/index.md)

data/docs/strategies/kbs.md

@@ -2,7 +2,7 @@
 
 ## Overview
 
-Advanced rule-based trading system using RETE forward-chaining inference engine. Combines multiple indicators with custom logic rules.
+Advanced rule-based trading system using RETE forward-chaining inference engine. Combines multiple indicators with custom logic rules using the `kbs` (knowledge-based system) ruby gem.  A complete [documentation website for the `kbs` ruby gem is available.](https://madbomber.github.io/kbs)
 
 ## How It Works
 
@@ -29,6 +29,7 @@ end
 ## Default Rules
 
 The KBS strategy includes 10 default rules:
+
 1. Buy on RSI oversold in uptrend
 2. Sell on RSI overbought in downtrend
 3. Buy on bullish MACD crossover
@@ -71,10 +72,10 @@ strategy.add_rule :strong_buy do
   without :position  # Don't buy if already holding
 
   perform do
-    kb.assert(:signal, { 
-      action: :buy, 
+    kb.assert(:signal, {
+      action: :buy,
       confidence: :high,
-      reason: :triple_confirmation 
+      reason: :triple_confirmation
     })
   end
 end
@@ -100,18 +101,18 @@ Multiple rules can fire, with aggregate confidence determining final signal.
 
 ## Strengths
 
-✅ Highly customizable  
-✅ Combines multiple indicators  
-✅ Confidence scoring  
-✅ Forward-chaining inference  
-✅ Can encode expert knowledge  
+- ✅ Highly customizable
+- ✅ Combines multiple indicators
+- ✅ Confidence scoring
+- ✅ Forward-chaining inference
+- ✅ Can encode expert knowledge
 
 ## Weaknesses
 
-❌ Complex to configure  
-❌ Requires domain knowledge  
-❌ Can be slow with many rules  
-❌ Overfitting risk  
+- ❌ Complex to configure
+- ❌ Requires domain knowledge
+- ❌ Can be slow with many rules
+- ❌ Overfitting risk
 
 ## Tips
 
@@ -124,6 +125,7 @@ Multiple rules can fire, with aggregate confidence determining final signal.
 ## Available Facts
 
 The KBS strategy processes these fact types:
+
 - `:rsi` - RSI indicator data
 - `:macd` - MACD crossovers
 - `:trend` - Price trend analysis
@@ -161,4 +163,3 @@ end
 
 - [Strategy Generator](../advanced/strategy-generator.md) - Auto-generate rules
 - [Genetic Programming](../genetic_programming.md) - Optimize rule parameters
-

data/docs/strategies/rsi.md

@@ -92,4 +92,4 @@ signal = SQA::Strategy::RSI.trade(vector)
 ## Further Reading
 
 - [RSI on Investopedia](https://www.investopedia.com/terms/r/rsi.asp)
-- [Trading with RSI](../concepts/momentum.md)
+- [Technical Indicators](../indicators/index.md)