sqa 0.0.32 → 0.0.38

data/docs/api-reference/sqa_geneticprogram.md

@@ -0,0 +1,325 @@
+# 📦 SQA::GeneticProgram
+
+!!! abstract "Source Information"
+    **Defined in:** [`lib/sqa/gp.rb:35`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L35)
+    
+    **Inherits from:** `Object`
+
+## 🔨 Instance Methods
+
+### `#stock()`
+
+Returns the value of attribute stock.
+
+
+
+
+??? info "Source Location"
+    [`lib/sqa/gp.rb:54`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L54)
+
+---
+
+### `#population()`
+
+Returns the value of attribute population.
+
+
+
+
+??? info "Source Location"
+    [`lib/sqa/gp.rb:54`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L54)
+
+---
+
+### `#best_individual()`
+
+Returns the value of attribute best_individual.
+
+
+
+
+??? info "Source Location"
+    [`lib/sqa/gp.rb:54`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L54)
+
+---
+
+### `#generation()`
+
+Returns the value of attribute generation.
+
+
+
+
+??? info "Source Location"
+    [`lib/sqa/gp.rb:54`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L54)
+
+---
+
+### `#history()`
+
+Returns the value of attribute history.
+
+
+
+
+??? info "Source Location"
+    [`lib/sqa/gp.rb:54`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L54)
+
+---
+
+### `#population_size()`
+
+Returns the value of attribute population_size.
+
+
+
+
+??? info "Source Location"
+    [`lib/sqa/gp.rb:55`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L55)
+
+---
+
+### `#population_size=(value)`
+
+Sets the attribute population_size
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `value` | `Any` | the value to set the attribute population_size to. |
+
+
+??? info "Source Location"
+    [`lib/sqa/gp.rb:55`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L55)
+
+---
+
+### `#generations()`
+
+Returns the value of attribute generations.
+
+
+
+
+??? info "Source Location"
+    [`lib/sqa/gp.rb:55`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L55)
+
+---
+
+### `#generations=(value)`
+
+Sets the attribute generations
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `value` | `Any` | the value to set the attribute generations to. |
+
+
+??? info "Source Location"
+    [`lib/sqa/gp.rb:55`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L55)
+
+---
+
+### `#mutation_rate()`
+
+Returns the value of attribute mutation_rate.
+
+
+
+
+??? info "Source Location"
+    [`lib/sqa/gp.rb:55`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L55)
+
+---
+
+### `#mutation_rate=(value)`
+
+Sets the attribute mutation_rate
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `value` | `Any` | the value to set the attribute mutation_rate to. |
+
+
+??? info "Source Location"
+    [`lib/sqa/gp.rb:55`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L55)
+
+---
+
+### `#crossover_rate()`
+
+Returns the value of attribute crossover_rate.
+
+
+
+
+??? info "Source Location"
+    [`lib/sqa/gp.rb:55`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L55)
+
+---
+
+### `#crossover_rate=(value)`
+
+Sets the attribute crossover_rate
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `value` | `Any` | the value to set the attribute crossover_rate to. |
+
+
+??? info "Source Location"
+    [`lib/sqa/gp.rb:55`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L55)
+
+---
+
+### `#elitism_count()`
+
+Returns the value of attribute elitism_count.
+
+
+
+
+??? info "Source Location"
+    [`lib/sqa/gp.rb:55`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L55)
+
+---
+
+### `#elitism_count=(value)`
+
+Sets the attribute elitism_count
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `value` | `Any` | the value to set the attribute elitism_count to. |
+
+
+??? info "Source Location"
+    [`lib/sqa/gp.rb:55`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L55)
+
+---
+
+### `#initialize(stock:, population_size: = 50, generations: = 100, mutation_rate: = 0.15, crossover_rate: = 0.7, elitism_count: = 2)`
+
+
+!!! success "Returns"
+
+    **Type:** `GeneticProgram`
+
+    
+
+    a new instance of GeneticProgram
+
+??? info "Source Location"
+    [`lib/sqa/gp.rb:57`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L57)
+
+---
+
+### `#define_genes(**constraints)`
+
+Define the parameter space for evolution
+
+Example:
+  gp.define_genes(
+    indicator: [:rsi, :macd, :stoch],
+    period: (5..30).to_a,
+    buy_threshold: (20..40).to_a,
+    sell_threshold: (60..80).to_a
+  )
+
+
+
+
+??? info "Source Location"
+    [`lib/sqa/gp.rb:82`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L82)
+
+---
+
+### `#fitness(&block)`
+
+Define how to evaluate fitness for an individual
+
+The block receives an individual's genes hash and should return
+a numeric fitness value (higher is better)
+
+Example:
+  gp.fitness do |genes|
+    backtest = SQA::Backtest.new(
+      stock: stock,
+      strategy: create_strategy_from_genes(genes),
+      initial_capital: 10_000
+    )
+    results = backtest.run
+    results.total_return # Higher return = higher fitness
+  end
+
+
+
+
+??? info "Source Location"
+    [`lib/sqa/gp.rb:102`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L102)
+
+---
+
+### `#evolve()`
+
+Run the genetic algorithm evolution
+
+
+
+
+??? info "Source Location"
+    [`lib/sqa/gp.rb:108`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L108)
+
+---
+
+## 📝 Attributes
+
+### 👁️ `stock` <small>read-only</small>
+
+Returns the value of attribute stock.
+
+### 👁️ `population` <small>read-only</small>
+
+Returns the value of attribute population.
+
+### 👁️ `best_individual` <small>read-only</small>
+
+Returns the value of attribute best_individual.
+
+### 👁️ `generation` <small>read-only</small>
+
+Returns the value of attribute generation.
+
+### 👁️ `history` <small>read-only</small>
+
+Returns the value of attribute history.
+
+### 🔄 `population_size` <small>read/write</small>
+
+Returns the value of attribute population_size.
+
+### 🔄 `generations` <small>read/write</small>
+
+Returns the value of attribute generations.
+
+### 🔄 `mutation_rate` <small>read/write</small>
+
+Returns the value of attribute mutation_rate.
+
+### 🔄 `crossover_rate` <small>read/write</small>
+
+Returns the value of attribute crossover_rate.
+
+### 🔄 `elitism_count` <small>read/write</small>
+
+Returns the value of attribute elitism_count.
+

data/docs/api-reference/sqa_geneticprogram_individual.md

@@ -0,0 +1,114 @@
+# 📦 SQA::GeneticProgram::Individual
+
+!!! note "Description"
+    Represents an individual trading strategy with specific parameters
+
+!!! abstract "Source Information"
+    **Defined in:** [`lib/sqa/gp.rb:37`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L37)
+    
+    **Inherits from:** `Object`
+
+## 🔨 Instance Methods
+
+### `#genes()`
+
+Returns the value of attribute genes.
+
+
+
+
+??? info "Source Location"
+    [`lib/sqa/gp.rb:38`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L38)
+
+---
+
+### `#genes=(value)`
+
+Sets the attribute genes
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `value` | `Any` | the value to set the attribute genes to. |
+
+
+??? info "Source Location"
+    [`lib/sqa/gp.rb:38`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L38)
+
+---
+
+### `#fitness()`
+
+Returns the value of attribute fitness.
+
+
+
+
+??? info "Source Location"
+    [`lib/sqa/gp.rb:38`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L38)
+
+---
+
+### `#fitness=(value)`
+
+Sets the attribute fitness
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `value` | `Any` | the value to set the attribute fitness to. |
+
+
+??? info "Source Location"
+    [`lib/sqa/gp.rb:38`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L38)
+
+---
+
+### `#initialize(genes: = {}, fitness: = nil)`
+
+
+!!! success "Returns"
+
+    **Type:** `Individual`
+
+    
+
+    a new instance of Individual
+
+??? info "Source Location"
+    [`lib/sqa/gp.rb:40`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L40)
+
+---
+
+### `#clone()`
+
+
+
+
+??? info "Source Location"
+    [`lib/sqa/gp.rb:45`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L45)
+
+---
+
+### `#to_s()`
+
+
+
+
+??? info "Source Location"
+    [`lib/sqa/gp.rb:49`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L49)
+
+---
+
+## 📝 Attributes
+
+### 🔄 `genes` <small>read/write</small>
+
+Returns the value of attribute genes.
+
+### 🔄 `fitness` <small>read/write</small>
+
+Returns the value of attribute fitness.
+

data/docs/api-reference/sqa_marketregime.md

@@ -0,0 +1,212 @@
+# 🔧 SQA::MarketRegime
+
+!!! abstract "Source Information"
+    **Defined in:** [`lib/sqa/market_regime.rb:17`](https://github.com/madbomber/sqa/blob/main/lib/sqa/market_regime.rb#L17)
+
+## 🏭 Class Methods
+
+### `.detect(stock, lookback: = nil, window: = nil)`
+
+Detect current market regime for a stock
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `stock` | `SQA::Stock` | Stock to analyze |
+    | `lookback` | `Integer` | Days to look back for regime detection |
+    | `window` | `Integer` | Alias for lookback (for backward compatibility) |
+!!! success "Returns"
+
+    **Type:** `Hash`
+
+    
+
+    Regime metadata with both symbolic and numeric values
+
+??? info "Source Location"
+    [`lib/sqa/market_regime.rb:26`](https://github.com/madbomber/sqa/blob/main/lib/sqa/market_regime.rb#L26)
+
+---
+
+### `.detect_history(stock, window: = 60)`
+
+Detect market regimes across entire history
+
+Splits historical data into regime periods
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `stock` | `SQA::Stock` | Stock to analyze |
+    | `window` | `Integer` | Rolling window for regime detection |
+!!! success "Returns"
+
+    **Type:** `Array<Hash>`
+
+    
+
+    Array of regime periods
+
+??? info "Source Location"
+    [`lib/sqa/market_regime.rb:61`](https://github.com/madbomber/sqa/blob/main/lib/sqa/market_regime.rb#L61)
+
+---
+
+### `.detect_trend_with_score(prices)`
+
+Classify regime type based on trend with numeric score
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `prices` | `Array<Float>` | Price array |
+!!! success "Returns"
+
+    **Type:** `Hash`
+
+    
+
+    { type: Symbol, score: Float }
+
+??? info "Source Location"
+    [`lib/sqa/market_regime.rb:109`](https://github.com/madbomber/sqa/blob/main/lib/sqa/market_regime.rb#L109)
+
+---
+
+### `.detect_trend(prices)`
+
+Classify regime type based on trend (backward compatibility)
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `prices` | `Array<Float>` | Price array |
+!!! success "Returns"
+
+    **Type:** `Symbol`
+
+    
+
+    :bull, :bear, or :sideways
+
+??? info "Source Location"
+    [`lib/sqa/market_regime.rb:136`](https://github.com/madbomber/sqa/blob/main/lib/sqa/market_regime.rb#L136)
+
+---
+
+### `.detect_volatility_with_score(prices)`
+
+Detect volatility regime with numeric score
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `prices` | `Array<Float>` | Price array |
+!!! success "Returns"
+
+    **Type:** `Hash`
+
+    
+
+    { type: Symbol, score: Float }
+
+??? info "Source Location"
+    [`lib/sqa/market_regime.rb:145`](https://github.com/madbomber/sqa/blob/main/lib/sqa/market_regime.rb#L145)
+
+---
+
+### `.detect_volatility(prices)`
+
+Detect volatility regime (backward compatibility)
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `prices` | `Array<Float>` | Price array |
+!!! success "Returns"
+
+    **Type:** `Symbol`
+
+    
+
+    :low, :medium, or :high
+
+??? info "Source Location"
+    [`lib/sqa/market_regime.rb:170`](https://github.com/madbomber/sqa/blob/main/lib/sqa/market_regime.rb#L170)
+
+---
+
+### `.detect_strength_with_score(prices)`
+
+Detect trend strength with numeric score
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `prices` | `Array<Float>` | Price array |
+!!! success "Returns"
+
+    **Type:** `Hash`
+
+    
+
+    { type: Symbol, score: Float }
+
+??? info "Source Location"
+    [`lib/sqa/market_regime.rb:179`](https://github.com/madbomber/sqa/blob/main/lib/sqa/market_regime.rb#L179)
+
+---
+
+### `.detect_strength(prices)`
+
+Detect trend strength (backward compatibility)
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `prices` | `Array<Float>` | Price array |
+!!! success "Returns"
+
+    **Type:** `Symbol`
+
+    
+
+    :weak, :moderate, or :strong
+
+??? info "Source Location"
+    [`lib/sqa/market_regime.rb:211`](https://github.com/madbomber/sqa/blob/main/lib/sqa/market_regime.rb#L211)
+
+---
+
+### `.split_by_regime(stock)`
+
+Split data by regime
+
+!!! info "Parameters"
+
+    | Name | Type | Description |
+    |------|------|-------------|
+    | `stock` | `SQA::Stock` | Stock to analyze |
+!!! success "Returns"
+
+    **Type:** `Hash`
+
+    
+
+    Data grouped by regime type
+
+??? info "Source Location"
+    [`lib/sqa/market_regime.rb:220`](https://github.com/madbomber/sqa/blob/main/lib/sqa/market_regime.rb#L220)
+
+---
+
+## 📝 Attributes
+