sqa 0.0.31 → 0.0.37

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Files changed (134) hide show
  1. checksums.yaml +4 -4
  2. data/CHANGELOG.md +104 -0
  3. data/CLAUDE.md +21 -0
  4. data/README.md +60 -32
  5. data/Rakefile +52 -10
  6. data/docs/IMPROVEMENT_PLAN.md +531 -0
  7. data/docs/advanced/index.md +1 -13
  8. data/docs/api/dataframe.md +0 -1
  9. data/docs/api/index.md +547 -61
  10. data/docs/api-reference/alphavantageapi.md +1057 -0
  11. data/docs/api-reference/apierror.md +31 -0
  12. data/docs/api-reference/index.md +221 -0
  13. data/docs/api-reference/notimplemented.md +27 -0
  14. data/docs/api-reference/sqa.md +267 -0
  15. data/docs/api-reference/sqa_backtest.md +137 -0
  16. data/docs/api-reference/sqa_backtest_results.md +530 -0
  17. data/docs/api-reference/sqa_badparametererror.md +13 -0
  18. data/docs/api-reference/sqa_config.md +538 -0
  19. data/docs/api-reference/sqa_configurationerror.md +13 -0
  20. data/docs/api-reference/sqa_datafetcherror.md +56 -0
  21. data/docs/api-reference/sqa_dataframe.md +752 -0
  22. data/docs/api-reference/sqa_dataframe_alphavantage.md +30 -0
  23. data/docs/api-reference/sqa_dataframe_data.md +325 -0
  24. data/docs/api-reference/sqa_dataframe_yahoofinance.md +25 -0
  25. data/docs/api-reference/sqa_ensemble.md +413 -0
  26. data/docs/api-reference/sqa_fpop.md +211 -0
  27. data/docs/api-reference/sqa_geneticprogram.md +325 -0
  28. data/docs/api-reference/sqa_geneticprogram_individual.md +114 -0
  29. data/docs/api-reference/sqa_marketregime.md +212 -0
  30. data/docs/api-reference/sqa_multitimeframe.md +227 -0
  31. data/docs/api-reference/sqa_patternmatcher.md +195 -0
  32. data/docs/api-reference/sqa_pluginmanager.md +55 -0
  33. data/docs/api-reference/sqa_portfolio.md +455 -0
  34. data/docs/api-reference/sqa_portfolio_position.md +220 -0
  35. data/docs/api-reference/sqa_portfolio_trade.md +332 -0
  36. data/docs/api-reference/sqa_portfoliooptimizer.md +248 -0
  37. data/docs/api-reference/sqa_riskmanager.md +388 -0
  38. data/docs/api-reference/sqa_seasonalanalyzer.md +121 -0
  39. data/docs/api-reference/sqa_sectoranalyzer.md +163 -0
  40. data/docs/api-reference/sqa_stock.md +649 -0
  41. data/docs/api-reference/sqa_strategy.md +178 -0
  42. data/docs/api-reference/sqa_strategy_bollingerbands.md +26 -0
  43. data/docs/api-reference/sqa_strategy_common.md +29 -0
  44. data/docs/api-reference/sqa_strategy_consensus.md +129 -0
  45. data/docs/api-reference/sqa_strategy_ema.md +41 -0
  46. data/docs/api-reference/sqa_strategy_kbs.md +154 -0
  47. data/docs/api-reference/sqa_strategy_macd.md +26 -0
  48. data/docs/api-reference/sqa_strategy_mp.md +41 -0
  49. data/docs/api-reference/sqa_strategy_mr.md +41 -0
  50. data/docs/api-reference/sqa_strategy_random.md +41 -0
  51. data/docs/api-reference/sqa_strategy_rsi.md +41 -0
  52. data/docs/api-reference/sqa_strategy_sma.md +41 -0
  53. data/docs/api-reference/sqa_strategy_stochastic.md +26 -0
  54. data/docs/api-reference/sqa_strategy_volumebreakout.md +26 -0
  55. data/docs/api-reference/sqa_strategygenerator.md +298 -0
  56. data/docs/api-reference/sqa_strategygenerator_pattern.md +264 -0
  57. data/docs/api-reference/sqa_strategygenerator_patterncontext.md +326 -0
  58. data/docs/api-reference/sqa_strategygenerator_profitablepoint.md +424 -0
  59. data/docs/api-reference/sqa_stream.md +256 -0
  60. data/docs/api-reference/sqa_ticker.md +175 -0
  61. data/docs/api-reference/string.md +135 -0
  62. data/docs/assets/images/advanced-workflow.svg +89 -0
  63. data/docs/assets/images/architecture.svg +107 -0
  64. data/docs/assets/images/data-flow.svg +138 -0
  65. data/docs/assets/images/getting-started-workflow.svg +88 -0
  66. data/docs/assets/images/sqa.jpg +0 -0
  67. data/docs/assets/images/strategy-flow.svg +78 -0
  68. data/docs/assets/images/system-architecture.svg +150 -0
  69. data/docs/concepts/index.md +292 -27
  70. data/docs/data_frame.md +0 -1
  71. data/docs/getting-started/index.md +1 -30
  72. data/docs/getting-started/installation.md +2 -2
  73. data/docs/getting-started/quick-start.md +4 -4
  74. data/docs/index.md +26 -25
  75. data/docs/llms.txt +109 -0
  76. data/docs/strategies/bollinger-bands.md +1 -1
  77. data/docs/strategies/kbs.md +15 -14
  78. data/docs/strategies/rsi.md +1 -1
  79. data/docs/strategy.md +381 -3
  80. data/docs/terms_of_use.md +1 -1
  81. data/examples/README.md +10 -0
  82. data/lib/api/alpha_vantage_api.rb +3 -7
  83. data/lib/sqa/config.rb +109 -28
  84. data/lib/sqa/data_frame/alpha_vantage.rb +13 -3
  85. data/lib/sqa/data_frame/data.rb +13 -1
  86. data/lib/sqa/data_frame.rb +189 -41
  87. data/lib/sqa/errors.rb +79 -17
  88. data/lib/sqa/indicator.rb +17 -4
  89. data/lib/sqa/init.rb +70 -15
  90. data/lib/sqa/pattern_matcher.rb +4 -4
  91. data/lib/sqa/portfolio.rb +1 -1
  92. data/lib/sqa/sector_analyzer.rb +3 -11
  93. data/lib/sqa/stock.rb +236 -20
  94. data/lib/sqa/strategy.rb +62 -4
  95. data/lib/sqa/ticker.rb +107 -42
  96. data/lib/sqa/version.rb +1 -1
  97. data/lib/sqa.rb +16 -8
  98. data/mkdocs.yml +68 -117
  99. metadata +90 -36
  100. data/docs/README.md +0 -43
  101. data/docs/alpha_vantage_technical_indicators.md +0 -62
  102. data/docs/average_true_range.md +0 -9
  103. data/docs/bollinger_bands.md +0 -15
  104. data/docs/candlestick_pattern_recognizer.md +0 -4
  105. data/docs/donchian_channel.md +0 -5
  106. data/docs/double_top_bottom_pattern.md +0 -3
  107. data/docs/exponential_moving_average.md +0 -19
  108. data/docs/fibonacci_retracement.md +0 -30
  109. data/docs/head_and_shoulders_pattern.md +0 -3
  110. data/docs/market_profile.md +0 -4
  111. data/docs/momentum.md +0 -19
  112. data/docs/moving_average_convergence_divergence.md +0 -23
  113. data/docs/peaks_and_valleys.md +0 -11
  114. data/docs/relative_strength_index.md +0 -6
  115. data/docs/simple_moving_average.md +0 -8
  116. data/docs/stochastic_oscillator.md +0 -4
  117. data/docs/ta_lib.md +0 -160
  118. data/docs/true_range.md +0 -12
  119. data/docs/true_strength_index.md +0 -46
  120. data/docs/weighted_moving_average.md +0 -48
  121. data/examples/sinatra_app/Gemfile +0 -22
  122. data/examples/sinatra_app/QUICKSTART.md +0 -159
  123. data/examples/sinatra_app/README.md +0 -461
  124. data/examples/sinatra_app/app.rb +0 -344
  125. data/examples/sinatra_app/config.ru +0 -5
  126. data/examples/sinatra_app/public/css/style.css +0 -659
  127. data/examples/sinatra_app/public/js/app.js +0 -107
  128. data/examples/sinatra_app/views/analyze.erb +0 -306
  129. data/examples/sinatra_app/views/backtest.erb +0 -325
  130. data/examples/sinatra_app/views/dashboard.erb +0 -419
  131. data/examples/sinatra_app/views/error.erb +0 -58
  132. data/examples/sinatra_app/views/index.erb +0 -118
  133. data/examples/sinatra_app/views/layout.erb +0 -61
  134. data/examples/sinatra_app/views/portfolio.erb +0 -43
data/examples/sinatra_app/views/portfolio.erb DELETED
@@ -1,43 +0,0 @@
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- <div class="dashboard">
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- <div class="dashboard-header">
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- <div class="ticker-info">
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- <h1><i class="fas fa-briefcase"></i> Portfolio Optimization</h1>
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- <p style="color: var(--text-secondary); margin-top: 0.5rem;">
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- Optimize allocation across multiple stocks for maximum risk-adjusted returns
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- </p>
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- </div>
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- </div>
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-
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- <div class="chart-container">
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- <div class="chart-header">
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- <h2><i class="fas fa-layer-group"></i> Coming Soon</h2>
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- </div>
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- <div style="padding: 3rem 2rem; text-align: center;">
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- <div style="font-size: 5rem; color: var(--primary-color); margin-bottom: 2rem;">
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- <i class="fas fa-tools"></i>
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- </div>
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- <h3 style="font-size: 2rem; margin-bottom: 1rem; color: var(--text-primary);">
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- Portfolio Optimization Feature
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- </h3>
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- <p style="font-size: 1.1rem; color: var(--text-secondary); max-width: 600px; margin: 0 auto 2rem; line-height: 1.8;">
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- This feature will allow you to optimize portfolio allocation across multiple stocks
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- using various methods including Maximum Sharpe ratio, Minimum Variance, and Risk Parity.
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- </p>
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- <div style="background: var(--light-bg); padding: 2rem; border-radius: 12px; max-width: 800px; margin: 0 auto;">
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- <h4 style="margin-bottom: 1rem; color: var(--text-primary);">Planned Features:</h4>
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- <ul style="text-align: left; max-width: 500px; margin: 0 auto; line-height: 2;">
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- <li><i class="fas fa-check-circle" style="color: var(--success-color);"></i> Maximum Sharpe Ratio Optimization</li>
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- <li><i class="fas fa-check-circle" style="color: var(--success-color);"></i> Minimum Variance Portfolio</li>
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- <li><i class="fas fa-check-circle" style="color: var(--success-color);"></i> Risk Parity Allocation</li>
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- <li><i class="fas fa-check-circle" style="color: var(--success-color);"></i> Efficient Frontier Visualization</li>
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- <li><i class="fas fa-check-circle" style="color: var(--success-color);"></i> Multi-stock Correlation Analysis</li>
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- </ul>
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- </div>
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- <div style="margin-top: 2rem;">
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- <a href="/" class="btn btn-primary">
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- <i class="fas fa-home"></i> Back to Home
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- </a>
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- </div>
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- </div>
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- </div>
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- </div>