sqa 0.0.32 → 0.0.38

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Files changed (110) hide show
  1. checksums.yaml +4 -4
  2. data/CHANGELOG.md +154 -1
  3. data/README.md +4 -0
  4. data/Rakefile +52 -10
  5. data/docs/advanced/index.md +1 -13
  6. data/docs/api/index.md +547 -61
  7. data/docs/api-reference/alphavantageapi.md +1057 -0
  8. data/docs/api-reference/apierror.md +31 -0
  9. data/docs/api-reference/index.md +221 -0
  10. data/docs/api-reference/notimplemented.md +27 -0
  11. data/docs/api-reference/sqa.md +267 -0
  12. data/docs/api-reference/sqa_backtest.md +171 -0
  13. data/docs/api-reference/sqa_backtest_results.md +530 -0
  14. data/docs/api-reference/sqa_badparametererror.md +13 -0
  15. data/docs/api-reference/sqa_config.md +538 -0
  16. data/docs/api-reference/sqa_configurationerror.md +13 -0
  17. data/docs/api-reference/sqa_datafetcherror.md +56 -0
  18. data/docs/api-reference/sqa_dataframe.md +779 -0
  19. data/docs/api-reference/sqa_dataframe_alphavantage.md +30 -0
  20. data/docs/api-reference/sqa_dataframe_data.md +325 -0
  21. data/docs/api-reference/sqa_dataframe_yahoofinance.md +25 -0
  22. data/docs/api-reference/sqa_ensemble.md +413 -0
  23. data/docs/api-reference/sqa_fpop.md +211 -0
  24. data/docs/api-reference/sqa_geneticprogram.md +325 -0
  25. data/docs/api-reference/sqa_geneticprogram_individual.md +114 -0
  26. data/docs/api-reference/sqa_marketregime.md +212 -0
  27. data/docs/api-reference/sqa_multitimeframe.md +227 -0
  28. data/docs/api-reference/sqa_patternmatcher.md +195 -0
  29. data/docs/api-reference/sqa_pluginmanager.md +55 -0
  30. data/docs/api-reference/sqa_portfolio.md +512 -0
  31. data/docs/api-reference/sqa_portfolio_position.md +220 -0
  32. data/docs/api-reference/sqa_portfolio_trade.md +332 -0
  33. data/docs/api-reference/sqa_portfoliooptimizer.md +248 -0
  34. data/docs/api-reference/sqa_riskmanager.md +388 -0
  35. data/docs/api-reference/sqa_seasonalanalyzer.md +121 -0
  36. data/docs/api-reference/sqa_sectoranalyzer.md +163 -0
  37. data/docs/api-reference/sqa_stock.md +661 -0
  38. data/docs/api-reference/sqa_strategy.md +178 -0
  39. data/docs/api-reference/sqa_strategy_bollingerbands.md +26 -0
  40. data/docs/api-reference/sqa_strategy_common.md +29 -0
  41. data/docs/api-reference/sqa_strategy_consensus.md +129 -0
  42. data/docs/api-reference/sqa_strategy_ema.md +41 -0
  43. data/docs/api-reference/sqa_strategy_kbs.md +154 -0
  44. data/docs/api-reference/sqa_strategy_macd.md +26 -0
  45. data/docs/api-reference/sqa_strategy_mp.md +41 -0
  46. data/docs/api-reference/sqa_strategy_mr.md +41 -0
  47. data/docs/api-reference/sqa_strategy_random.md +41 -0
  48. data/docs/api-reference/sqa_strategy_rsi.md +41 -0
  49. data/docs/api-reference/sqa_strategy_sma.md +41 -0
  50. data/docs/api-reference/sqa_strategy_stochastic.md +26 -0
  51. data/docs/api-reference/sqa_strategy_volumebreakout.md +26 -0
  52. data/docs/api-reference/sqa_strategygenerator.md +298 -0
  53. data/docs/api-reference/sqa_strategygenerator_pattern.md +264 -0
  54. data/docs/api-reference/sqa_strategygenerator_patterncontext.md +326 -0
  55. data/docs/api-reference/sqa_strategygenerator_profitablepoint.md +424 -0
  56. data/docs/api-reference/sqa_stream.md +256 -0
  57. data/docs/api-reference/sqa_ticker.md +175 -0
  58. data/docs/api-reference/string.md +135 -0
  59. data/docs/assets/images/advanced-workflow.svg +89 -0
  60. data/docs/assets/images/architecture.svg +107 -0
  61. data/docs/assets/images/data-flow.svg +138 -0
  62. data/docs/assets/images/getting-started-workflow.svg +88 -0
  63. data/docs/assets/images/strategy-flow.svg +78 -0
  64. data/docs/assets/images/system-architecture.svg +150 -0
  65. data/docs/concepts/index.md +292 -19
  66. data/docs/file_formats.md +250 -0
  67. data/docs/getting-started/index.md +1 -14
  68. data/docs/index.md +26 -23
  69. data/docs/llms.txt +109 -0
  70. data/docs/strategies/kbs.md +15 -14
  71. data/docs/strategy.md +381 -3
  72. data/docs/terms_of_use.md +1 -1
  73. data/examples/README.md +10 -0
  74. data/lib/api/alpha_vantage_api.rb +3 -7
  75. data/lib/sqa/backtest.rb +32 -0
  76. data/lib/sqa/config.rb +109 -28
  77. data/lib/sqa/data_frame/data.rb +13 -1
  78. data/lib/sqa/data_frame.rb +193 -26
  79. data/lib/sqa/errors.rb +79 -17
  80. data/lib/sqa/init.rb +70 -15
  81. data/lib/sqa/pattern_matcher.rb +4 -4
  82. data/lib/sqa/portfolio.rb +55 -1
  83. data/lib/sqa/sector_analyzer.rb +3 -11
  84. data/lib/sqa/stock.rb +180 -15
  85. data/lib/sqa/strategy.rb +62 -4
  86. data/lib/sqa/ticker.rb +106 -48
  87. data/lib/sqa/version.rb +1 -1
  88. data/lib/sqa.rb +4 -4
  89. data/mkdocs.yml +69 -81
  90. metadata +89 -21
  91. data/docs/README.md +0 -43
  92. data/examples/sinatra_app/Gemfile +0 -42
  93. data/examples/sinatra_app/Gemfile.lock +0 -268
  94. data/examples/sinatra_app/QUICKSTART.md +0 -169
  95. data/examples/sinatra_app/README.md +0 -471
  96. data/examples/sinatra_app/RUNNING_WITHOUT_TALIB.md +0 -90
  97. data/examples/sinatra_app/TROUBLESHOOTING.md +0 -95
  98. data/examples/sinatra_app/app.rb +0 -404
  99. data/examples/sinatra_app/config.ru +0 -5
  100. data/examples/sinatra_app/public/css/style.css +0 -723
  101. data/examples/sinatra_app/public/debug_macd.html +0 -82
  102. data/examples/sinatra_app/public/js/app.js +0 -107
  103. data/examples/sinatra_app/start.sh +0 -53
  104. data/examples/sinatra_app/views/analyze.erb +0 -306
  105. data/examples/sinatra_app/views/backtest.erb +0 -325
  106. data/examples/sinatra_app/views/dashboard.erb +0 -831
  107. data/examples/sinatra_app/views/error.erb +0 -58
  108. data/examples/sinatra_app/views/index.erb +0 -118
  109. data/examples/sinatra_app/views/layout.erb +0 -61
  110. data/examples/sinatra_app/views/portfolio.erb +0 -43
data/docs/api-reference/sqa_strategygenerator_patterncontext.md ADDED
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+ # 📦 SQA::StrategyGenerator::PatternContext
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+
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+ !!! note "Description"
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+ Pattern Context - metadata about when/where pattern is valid
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+
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+ !!! abstract "Source Information"
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+ **Defined in:** [`lib/sqa/strategy_generator.rb:91`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L91)
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+
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+ **Inherits from:** `Object`
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+
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+ ## 🔨 Instance Methods
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+
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+ ### `#market_regime()`
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+
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+ Returns the value of attribute market_regime.
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+
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+
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+
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+
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+ ??? info "Source Location"
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+ [`lib/sqa/strategy_generator.rb:92`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L92)
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+
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+ ---
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+
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+ ### `#market_regime=(value)`
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+
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+ Sets the attribute market_regime
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+
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+ !!! info "Parameters"
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+
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+ | Name | Type | Description |
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+ |------|------|-------------|
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+ | `value` | `Any` | the value to set the attribute market_regime to. |
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+
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+
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+ ??? info "Source Location"
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+ [`lib/sqa/strategy_generator.rb:92`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L92)
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+
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+ ---
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+
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+ ### `#valid_months()`
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+
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+ Returns the value of attribute valid_months.
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+
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+
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+
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+
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+ ??? info "Source Location"
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+ [`lib/sqa/strategy_generator.rb:92`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L92)
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+
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+ ---
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+
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+ ### `#valid_months=(value)`
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+
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+ Sets the attribute valid_months
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+
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+ !!! info "Parameters"
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+
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+ | Name | Type | Description |
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+ |------|------|-------------|
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+ | `value` | `Any` | the value to set the attribute valid_months to. |
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+
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+
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+ ??? info "Source Location"
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+ [`lib/sqa/strategy_generator.rb:92`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L92)
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+
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+ ---
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+
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+ ### `#valid_quarters()`
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+
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+ Returns the value of attribute valid_quarters.
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+
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+
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+
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+
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+ ??? info "Source Location"
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+ [`lib/sqa/strategy_generator.rb:92`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L92)
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+
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+ ---
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+
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+ ### `#valid_quarters=(value)`
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+
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+ Sets the attribute valid_quarters
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+
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+ !!! info "Parameters"
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+
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+ | Name | Type | Description |
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+ |------|------|-------------|
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+ | `value` | `Any` | the value to set the attribute valid_quarters to. |
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+
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+
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+ ??? info "Source Location"
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+ [`lib/sqa/strategy_generator.rb:92`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L92)
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+
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+ ---
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+
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+ ### `#discovered_period()`
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+
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+ Returns the value of attribute discovered_period.
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+
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+
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+
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+
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+ ??? info "Source Location"
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+ [`lib/sqa/strategy_generator.rb:92`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L92)
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+
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+ ---
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+
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+ ### `#discovered_period=(value)`
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+
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+ Sets the attribute discovered_period
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+
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+ !!! info "Parameters"
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+
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+ | Name | Type | Description |
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+ |------|------|-------------|
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+ | `value` | `Any` | the value to set the attribute discovered_period to. |
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+
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+
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+ ??? info "Source Location"
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+ [`lib/sqa/strategy_generator.rb:92`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L92)
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+
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+ ---
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+
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+ ### `#validation_period()`
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+
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+ Returns the value of attribute validation_period.
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+
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+
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+
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+
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+ ??? info "Source Location"
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+ [`lib/sqa/strategy_generator.rb:92`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L92)
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+
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+ ---
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+
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+ ### `#validation_period=(value)`
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+
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+ Sets the attribute validation_period
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+
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+ !!! info "Parameters"
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+
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+ | Name | Type | Description |
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+ |------|------|-------------|
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+ | `value` | `Any` | the value to set the attribute validation_period to. |
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+
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+
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+ ??? info "Source Location"
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+ [`lib/sqa/strategy_generator.rb:92`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L92)
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+
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+ ---
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+
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+ ### `#stability_score()`
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+
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+ Returns the value of attribute stability_score.
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+
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+
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+
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+
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+ ??? info "Source Location"
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+ [`lib/sqa/strategy_generator.rb:92`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L92)
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+
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+ ---
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+
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+ ### `#stability_score=(value)`
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+
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+ Sets the attribute stability_score
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+
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+ !!! info "Parameters"
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+
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+ | Name | Type | Description |
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+ |------|------|-------------|
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+ | `value` | `Any` | the value to set the attribute stability_score to. |
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+
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+
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+ ??? info "Source Location"
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+ [`lib/sqa/strategy_generator.rb:92`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L92)
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+
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+ ---
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+
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+ ### `#sector()`
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+
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+ Returns the value of attribute sector.
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+
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+
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+
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+
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+ ??? info "Source Location"
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+ [`lib/sqa/strategy_generator.rb:92`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L92)
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+
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+ ---
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+
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+ ### `#sector=(value)`
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+
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+ Sets the attribute sector
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+
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+ !!! info "Parameters"
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+
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+ | Name | Type | Description |
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+ |------|------|-------------|
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+ | `value` | `Any` | the value to set the attribute sector to. |
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+
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+
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+ ??? info "Source Location"
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+ [`lib/sqa/strategy_generator.rb:92`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L92)
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+
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+ ---
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+
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+ ### `#volatility_regime()`
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+
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+ Returns the value of attribute volatility_regime.
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+
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+
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+
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+
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+ ??? info "Source Location"
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+ [`lib/sqa/strategy_generator.rb:92`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L92)
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+
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+ ---
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+
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+ ### `#volatility_regime=(value)`
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+
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+ Sets the attribute volatility_regime
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+
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+ !!! info "Parameters"
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+
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+ | Name | Type | Description |
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+ |------|------|-------------|
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+ | `value` | `Any` | the value to set the attribute volatility_regime to. |
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+
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+
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+ ??? info "Source Location"
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+ [`lib/sqa/strategy_generator.rb:92`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L92)
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+
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+ ---
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+
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+ ### `#initialize()`
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+
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+
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+ !!! success "Returns"
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+
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+ **Type:** `PatternContext`
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+
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+
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+
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+ a new instance of PatternContext
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+
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+ ??? info "Source Location"
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+ [`lib/sqa/strategy_generator.rb:96`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L96)
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+
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+ ---
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+
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+ ### `#valid?()`
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+
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+
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+ !!! success "Returns"
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+
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+ **Type:** `Boolean`
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+
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+
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+
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+ ??? info "Source Location"
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+ [`lib/sqa/strategy_generator.rb:107`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L107)
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+
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+ ---
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+
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+ ### `#summary()`
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+
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+
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+
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+
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+ ??? info "Source Location"
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+ [`lib/sqa/strategy_generator.rb:111`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L111)
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+
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+ ---
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+
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+ ### `#valid_for?(date: = nil, regime: = nil, sector: = nil)`
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+
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+ Check if pattern is valid for given date and conditions
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+
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+
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+ !!! success "Returns"
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+
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+ **Type:** `Boolean`
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+
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+
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+
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+ ??? info "Source Location"
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+ [`lib/sqa/strategy_generator.rb:121`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L121)
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+
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+ ---
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+
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+ ## 📝 Attributes
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+
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+ ### 🔄 `market_regime` <small>read/write</small>
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+
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+ Returns the value of attribute market_regime.
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+
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+ ### 🔄 `valid_months` <small>read/write</small>
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+
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+ Returns the value of attribute valid_months.
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+
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+ ### 🔄 `valid_quarters` <small>read/write</small>
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+
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+ Returns the value of attribute valid_quarters.
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+
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+ ### 🔄 `discovered_period` <small>read/write</small>
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+
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+ Returns the value of attribute discovered_period.
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+
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+ ### 🔄 `validation_period` <small>read/write</small>
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+
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+ Returns the value of attribute validation_period.
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+
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+ ### 🔄 `stability_score` <small>read/write</small>
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+
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+ Returns the value of attribute stability_score.
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+
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+ ### 🔄 `sector` <small>read/write</small>
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+
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+ Returns the value of attribute sector.
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+
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+ ### 🔄 `volatility_regime` <small>read/write</small>
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+
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+ Returns the value of attribute volatility_regime.
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+