sqa 0.0.32 → 0.0.37

data/docs/api-reference/sqa_ensemble.md

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+# 📦 SQA::Ensemble
+
+!!! note "Description"
+    Ensemble - Combine multiple trading strategies
+    
+    Provides methods for:
+    - Majority voting
+    - Weighted voting based on past performance
+    - Meta-learning (strategy selection)
+    - Strategy rotation based on market conditions
+    - Confidence-based aggregation
+
+!!! abstract "Source Information"
+    **Defined in:** `lib/sqa/ensemble.rb:22`
+    
+    **Inherits from:** `Object`
+
+## 🏭 Class Methods
+
+### `.trade(vector)`
+
+Make ensemble compatible with Backtest (acts like a strategy)
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `vector` | `OpenStruct` | Market data |
+!!! success "Returns"
+
+    **Type:** `Symbol`
+
+    
+
+    Trading signal
+
+??? info "Source Location"
+    `lib/sqa/ensemble.rb:275`
+
+---
+
+## 🔨 Instance Methods
+
+### `#strategies()`
+
+Returns the value of attribute strategies.
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/ensemble.rb:23`
+
+---
+
+### `#strategies=(value)`
+
+Sets the attribute strategies
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `value` | `Any` | the value to set the attribute strategies to. |
+
+
+??? info "Source Location"
+    `lib/sqa/ensemble.rb:23`
+
+---
+
+### `#weights()`
+
+Returns the value of attribute weights.
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/ensemble.rb:23`
+
+---
+
+### `#weights=(value)`
+
+Sets the attribute weights
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `value` | `Any` | the value to set the attribute weights to. |
+
+
+??? info "Source Location"
+    `lib/sqa/ensemble.rb:23`
+
+---
+
+### `#performance_history()`
+
+Returns the value of attribute performance_history.
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/ensemble.rb:23`
+
+---
+
+### `#performance_history=(value)`
+
+Sets the attribute performance_history
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `value` | `Any` | the value to set the attribute performance_history to. |
+
+
+??? info "Source Location"
+    `lib/sqa/ensemble.rb:23`
+
+---
+
+### `#initialize(strategies:, voting_method: = :majority, weights: = nil)`
+
+Initialize ensemble
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `strategies` | `Array<Class>` | Array of strategy classes |
+    | `voting_method` | `Symbol` | :majority, :weighted, :unanimous, :confidence |
+    | `weights` | `Array<Float>` | Optional weights for weighted voting |
+!!! success "Returns"
+
+    **Type:** `Ensemble`
+
+    
+
+    a new instance of Ensemble
+
+??? info "Source Location"
+    `lib/sqa/ensemble.rb:32`
+
+---
+
+### `#signal(vector)`
+
+Generate ensemble signal
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `vector` | `OpenStruct` | Market data vector |
+!!! success "Returns"
+
+    **Type:** `Symbol`
+
+    
+
+    :buy, :sell, or :hold
+
+??? info "Source Location"
+    `lib/sqa/ensemble.rb:46`
+
+---
+
+### `#majority_vote(vector)`
+
+Majority voting
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `vector` | `OpenStruct` | Market data |
+!!! success "Returns"
+
+    **Type:** `Symbol`
+
+    
+
+    Signal with most votes
+
+??? info "Source Location"
+    `lib/sqa/ensemble.rb:67`
+
+---
+
+### `#weighted_vote(vector)`
+
+Weighted voting based on strategy performance
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `vector` | `OpenStruct` | Market data |
+!!! success "Returns"
+
+    **Type:** `Symbol`
+
+    
+
+    Weighted signal
+
+??? info "Source Location"
+    `lib/sqa/ensemble.rb:84`
+
+---
+
+### `#unanimous_vote(vector)`
+
+Unanimous voting (all strategies must agree)
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `vector` | `OpenStruct` | Market data |
+!!! success "Returns"
+
+    **Type:** `Symbol`
+
+    
+
+    :buy/:sell only if unanimous, otherwise :hold
+
+??? info "Source Location"
+    `lib/sqa/ensemble.rb:104`
+
+---
+
+### `#confidence_vote(vector)`
+
+Confidence-based voting
+
+Weight votes by strategy confidence scores.
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `vector` | `OpenStruct` | Market data |
+!!! success "Returns"
+
+    **Type:** `Symbol`
+
+    
+
+    Signal weighted by confidence
+
+??? info "Source Location"
+    `lib/sqa/ensemble.rb:125`
+
+---
+
+### `#update_weight(strategy_index, performance)`
+
+Update strategy weights based on performance
+
+Adjust weights to favor better-performing strategies.
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `strategy_index` | `Integer` | Index of strategy |
+    | `performance` | `Float` | Performance metric (e.g., return) |
+
+
+??? info "Source Location"
+    `lib/sqa/ensemble.rb:147`
+
+---
+
+### `#update_confidence(strategy_class, correct)`
+
+Update confidence score for strategy
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `strategy_class` | `Class` | Strategy class |
+    | `correct` | `Boolean` | Was the prediction correct? |
+
+
+??? info "Source Location"
+    `lib/sqa/ensemble.rb:160`
+
+---
+
+### `#select_strategy(market_regime:, volatility: = :medium)`
+
+Select best strategy for current market conditions
+
+Meta-learning approach: choose the strategy most likely to succeed.
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `market_regime` | `Symbol` | Current market regime (:bull, :bear, :sideways) |
+    | `volatility` | `Symbol` | Volatility regime (:low, :medium, :high) |
+!!! success "Returns"
+
+    **Type:** `Class`
+
+    
+
+    Best strategy class for conditions
+
+??? info "Source Location"
+    `lib/sqa/ensemble.rb:181`
+
+---
+
+### `#rotate(stock)`
+
+Rotate strategies based on market conditions
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `stock` | `SQA::Stock` | Stock object |
+!!! success "Returns"
+
+    **Type:** `Class`
+
+    
+
+    Strategy to use
+
+??? info "Source Location"
+    `lib/sqa/ensemble.rb:213`
+
+---
+
+### `#statistics()`
+
+Get ensemble statistics
+
+
+!!! success "Returns"
+
+    **Type:** `Hash`
+
+    
+
+    Performance statistics
+
+??? info "Source Location"
+    `lib/sqa/ensemble.rb:227`
+
+---
+
+### `#backtest_comparison(stock, initial_capital: = 10_000)`
+
+Backtest ensemble vs individual strategies
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `stock` | `SQA::Stock` | Stock to backtest |
+    | `initial_capital` | `Float` | Starting capital |
+!!! success "Returns"
+
+    **Type:** `Hash`
+
+    
+
+    Comparison results
+
+??? info "Source Location"
+    `lib/sqa/ensemble.rb:245`
+
+---
+
+### `#trade(vector)`
+
+Instance method for compatibility
+
+
+
+
+??? info "Source Location"
+    `lib/sqa/ensemble.rb:283`
+
+---
+
+## 📝 Attributes
+
+### 🔄 `strategies` <small>read/write</small>
+
+Returns the value of attribute strategies.
+
+### 🔄 `weights` <small>read/write</small>
+
+Returns the value of attribute weights.
+
+### 🔄 `performance_history` <small>read/write</small>
+
+Returns the value of attribute performance_history.
+

data/docs/api-reference/sqa_fpop.md

@@ -0,0 +1,211 @@
+# 🔧 SQA::FPOP
+
+!!! abstract "Source Information"
+    **Defined in:** `lib/sqa/fpop.rb:28`
+
+## 🏭 Class Methods
+
+### `.fpl(price, fpop: = 14)`
+
+Calculate Future Period Loss/Profit for each point in price series
+
+For each price point, looks ahead fpop periods and calculates:
+- Minimum percentage change (worst loss)
+- Maximum percentage change (best gain)
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `price` | `Array<Numeric>` | Array of prices |
+    | `fpop` | `Integer` | Future Period of Performance (days to look ahead) |
+!!! success "Returns"
+
+    **Type:** `Array<Array<Float, Float>>`
+
+    
+
+    Array of [min_delta, max_delta] pairs
+!!! example "Usage Examples"
+
+    ```ruby
+    SQA::FPOP.fpl([100, 105, 95, 110], fpop: 2)
+    # => [[-5.0, 5.0], [-9.52, 4.76], [15.79, 15.79]]
+    ```
+??? info "Source Location"
+    `lib/sqa/fpop.rb:44`
+
+---
+
+### `.fpl_analysis(price, fpop: = 14)`
+
+Perform comprehensive FPL analysis with risk metrics and classification
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `price` | `Array<Numeric>` | Array of prices |
+    | `fpop` | `Integer` | Future Period of Performance |
+!!! success "Returns"
+
+    **Type:** `Array<Hash>`
+
+    
+
+    Array of analysis hashes containing:
+- :min_delta - Worst percentage loss during fpop
+- :max_delta - Best percentage gain during fpop
+- :risk - Volatility range (max - min)
+- :direction - Movement classification (:UP, :DOWN, :UNCERTAIN, :FLAT)
+- :magnitude - Average expected movement
+- :interpretation - Human-readable summary
+!!! example "Usage Examples"
+
+    ```ruby
+    analysis = SQA::FPOP.fpl_analysis([100, 110, 120], fpop: 2)
+    analysis.first
+    # => {
+    #   min_delta: 10.0,
+    #   max_delta: 20.0,
+    #   risk: 10.0,
+    #   direction: :UP,
+    #   magnitude: 15.0,
+    #   interpretation: "UP: 15.0% (±5.0% risk)"
+    # }
+    ```
+??? info "Source Location"
+    `lib/sqa/fpop.rb:85`
+
+---
+
+### `.determine_direction(min_delta, max_delta)`
+
+Determine directional bias from min/max deltas
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `min_delta` | `Float` | Minimum percentage change |
+    | `max_delta` | `Float` | Maximum percentage change |
+!!! success "Returns"
+
+    **Type:** `Symbol`
+
+    
+
+    :UP, :DOWN, :UNCERTAIN, or :FLAT
+
+??? info "Source Location"
+    `lib/sqa/fpop.rb:108`
+
+---
+
+### `.calculate_magnitude(min_delta, max_delta)`
+
+Calculate average expected movement (magnitude)
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `min_delta` | `Float` | Minimum percentage change |
+    | `max_delta` | `Float` | Maximum percentage change |
+!!! success "Returns"
+
+    **Type:** `Float`
+
+    
+
+    Average of min and max deltas
+
+??? info "Source Location"
+    `lib/sqa/fpop.rb:126`
+
+---
+
+### `.build_interpretation(min_delta, max_delta)`
+
+Build human-readable interpretation string
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `min_delta` | `Float` | Minimum percentage change |
+    | `max_delta` | `Float` | Maximum percentage change |
+!!! success "Returns"
+
+    **Type:** `String`
+
+    
+
+    Formatted interpretation
+
+??? info "Source Location"
+    `lib/sqa/fpop.rb:136`
+
+---
+
+### `.filter_by_quality(analysis, min_magnitude: = nil, max_risk: = nil, directions: = [:UP, :DOWN, :UNCERTAIN, :FLAT])`
+
+Filter FPL analysis results by criteria
+
+Useful for finding high-quality trading opportunities
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `analysis` | `Array<Hash>` | FPL analysis results |
+    | `min_magnitude` | `Float` | Minimum average movement (default: nil) |
+    | `max_risk` | `Float` | Maximum acceptable risk (default: nil) |
+    | `directions` | `Array<Symbol>` | Acceptable directions (default: [:UP, :DOWN, :UNCERTAIN, :FLAT]) |
+!!! success "Returns"
+
+    **Type:** `Array<Integer>`
+
+    
+
+    Indices of points that meet criteria
+!!! example "Usage Examples"
+
+    ```ruby
+    analysis = SQA::FPOP.fpl_analysis(prices, fpop: 10)
+    indices = SQA::FPOP.filter_by_quality(
+      analysis,
+      min_magnitude: 5.0,
+      max_risk: 10.0,
+      directions: [:UP]
+    )
+    ```
+??? info "Source Location"
+    `lib/sqa/fpop.rb:163`
+
+---
+
+### `.risk_reward_ratios(analysis)`
+
+Calculate risk-reward ratio for each analysis point
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `analysis` | `Array<Hash>` | FPL analysis results |
+!!! success "Returns"
+
+    **Type:** `Array<Float>`
+
+    
+
+    Risk-reward ratios (magnitude / risk)
+
+??? info "Source Location"
+    `lib/sqa/fpop.rb:182`
+
+---
+
+## 📝 Attributes
+