sqa 0.0.37 → 0.0.38
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +4 -4
- data/CHANGELOG.md +62 -0
- data/docs/api-reference/alphavantageapi.md +105 -105
- data/docs/api-reference/apierror.md +2 -2
- data/docs/api-reference/index.md +2 -2
- data/docs/api-reference/notimplemented.md +2 -2
- data/docs/api-reference/sqa.md +12 -12
- data/docs/api-reference/sqa_backtest.md +43 -9
- data/docs/api-reference/sqa_backtest_results.md +34 -34
- data/docs/api-reference/sqa_badparametererror.md +1 -1
- data/docs/api-reference/sqa_config.md +31 -31
- data/docs/api-reference/sqa_configurationerror.md +1 -1
- data/docs/api-reference/sqa_datafetcherror.md +3 -3
- data/docs/api-reference/sqa_dataframe.md +63 -36
- data/docs/api-reference/sqa_dataframe_alphavantage.md +2 -2
- data/docs/api-reference/sqa_dataframe_data.md +18 -18
- data/docs/api-reference/sqa_dataframe_yahoofinance.md +2 -2
- data/docs/api-reference/sqa_ensemble.md +21 -21
- data/docs/api-reference/sqa_fpop.md +8 -8
- data/docs/api-reference/sqa_geneticprogram.md +20 -20
- data/docs/api-reference/sqa_geneticprogram_individual.md +8 -8
- data/docs/api-reference/sqa_marketregime.md +10 -10
- data/docs/api-reference/sqa_multitimeframe.md +11 -11
- data/docs/api-reference/sqa_patternmatcher.md +9 -9
- data/docs/api-reference/sqa_pluginmanager.md +4 -4
- data/docs/api-reference/sqa_portfolio.md +84 -27
- data/docs/api-reference/sqa_portfolio_position.md +12 -12
- data/docs/api-reference/sqa_portfolio_trade.md +16 -16
- data/docs/api-reference/sqa_portfoliooptimizer.md +10 -10
- data/docs/api-reference/sqa_riskmanager.md +12 -12
- data/docs/api-reference/sqa_seasonalanalyzer.md +6 -6
- data/docs/api-reference/sqa_sectoranalyzer.md +9 -9
- data/docs/api-reference/sqa_stock.md +48 -36
- data/docs/api-reference/sqa_strategy.md +8 -8
- data/docs/api-reference/sqa_strategy_bollingerbands.md +2 -2
- data/docs/api-reference/sqa_strategy_common.md +3 -3
- data/docs/api-reference/sqa_strategy_consensus.md +12 -12
- data/docs/api-reference/sqa_strategy_ema.md +4 -4
- data/docs/api-reference/sqa_strategy_kbs.md +11 -11
- data/docs/api-reference/sqa_strategy_macd.md +2 -2
- data/docs/api-reference/sqa_strategy_mp.md +4 -4
- data/docs/api-reference/sqa_strategy_mr.md +4 -4
- data/docs/api-reference/sqa_strategy_random.md +4 -4
- data/docs/api-reference/sqa_strategy_rsi.md +4 -4
- data/docs/api-reference/sqa_strategy_sma.md +4 -4
- data/docs/api-reference/sqa_strategy_stochastic.md +2 -2
- data/docs/api-reference/sqa_strategy_volumebreakout.md +2 -2
- data/docs/api-reference/sqa_strategygenerator.md +19 -19
- data/docs/api-reference/sqa_strategygenerator_pattern.md +17 -17
- data/docs/api-reference/sqa_strategygenerator_patterncontext.md +21 -21
- data/docs/api-reference/sqa_strategygenerator_profitablepoint.md +27 -27
- data/docs/api-reference/sqa_stream.md +18 -18
- data/docs/api-reference/sqa_ticker.md +8 -8
- data/docs/api-reference/string.md +11 -11
- data/docs/file_formats.md +250 -0
- data/lib/sqa/backtest.rb +32 -0
- data/lib/sqa/data_frame.rb +25 -0
- data/lib/sqa/portfolio.rb +54 -0
- data/lib/sqa/stock.rb +11 -0
- data/lib/sqa/version.rb +1 -1
- data/mkdocs.yml +1 -0
- metadata +2 -2
- data/docs/IMPROVEMENT_PLAN.md +0 -531
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# 📦 AlphaVantageAPI
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**Defined in:** `lib/api/alpha_vantage_api.rb:11`
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**Defined in:** [`lib/api/alpha_vantage_api.rb:11`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L11)
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[`lib/api/alpha_vantage_api.rb:198`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L198)
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[`lib/api/alpha_vantage_api.rb:202`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L202)
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[`lib/api/alpha_vantage_api.rb:206`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L206)
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[`lib/api/alpha_vantage_api.rb:210`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L210)
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[`lib/api/alpha_vantage_api.rb:214`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L214)
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[`lib/api/alpha_vantage_api.rb:218`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L218)
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[`lib/api/alpha_vantage_api.rb:222`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L222)
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[`lib/api/alpha_vantage_api.rb:226`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L226)
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[`lib/api/alpha_vantage_api.rb:230`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L230)
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[`lib/api/alpha_vantage_api.rb:234`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L234)
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[`lib/api/alpha_vantage_api.rb:238`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L238)
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+
[`lib/api/alpha_vantage_api.rb:242`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L242)
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+
[`lib/api/alpha_vantage_api.rb:246`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L246)
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+
[`lib/api/alpha_vantage_api.rb:250`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L250)
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+
[`lib/api/alpha_vantage_api.rb:254`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L254)
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|
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+
[`lib/api/alpha_vantage_api.rb:258`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L258)
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+
[`lib/api/alpha_vantage_api.rb:262`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L262)
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-
`lib/api/alpha_vantage_api.rb:266`
|
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|
+
[`lib/api/alpha_vantage_api.rb:266`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L266)
|
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-
`lib/api/alpha_vantage_api.rb:270`
|
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|
+
[`lib/api/alpha_vantage_api.rb:270`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L270)
|
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-
`lib/api/alpha_vantage_api.rb:274`
|
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|
+
[`lib/api/alpha_vantage_api.rb:274`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L274)
|
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|
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|
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|
+
[`lib/api/alpha_vantage_api.rb:278`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L278)
|
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|
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|
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|
-
`lib/api/alpha_vantage_api.rb:282`
|
|
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|
+
[`lib/api/alpha_vantage_api.rb:282`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L282)
|
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|
??? info "Source Location"
|
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|
-
`lib/api/alpha_vantage_api.rb:286`
|
|
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|
+
[`lib/api/alpha_vantage_api.rb:286`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L286)
|
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|
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|
??? info "Source Location"
|
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|
-
`lib/api/alpha_vantage_api.rb:290`
|
|
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|
+
[`lib/api/alpha_vantage_api.rb:290`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L290)
|
|
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|
---
|
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@@ -659,7 +659,7 @@
|
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|
??? info "Source Location"
|
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|
-
`lib/api/alpha_vantage_api.rb:295`
|
|
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|
+
[`lib/api/alpha_vantage_api.rb:295`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L295)
|
|
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---
|
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|
@@ -669,7 +669,7 @@
|
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`lib/api/alpha_vantage_api.rb:299`
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+
[`lib/api/alpha_vantage_api.rb:299`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L299)
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+
[`lib/api/alpha_vantage_api.rb:303`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L303)
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+
[`lib/api/alpha_vantage_api.rb:307`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L307)
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+
[`lib/api/alpha_vantage_api.rb:311`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L311)
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+
[`lib/api/alpha_vantage_api.rb:315`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L315)
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`lib/api/alpha_vantage_api.rb:319`
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+
[`lib/api/alpha_vantage_api.rb:319`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L319)
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`lib/api/alpha_vantage_api.rb:327`
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|
+
[`lib/api/alpha_vantage_api.rb:327`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L327)
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`lib/api/alpha_vantage_api.rb:331`
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+
[`lib/api/alpha_vantage_api.rb:331`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L331)
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`lib/api/alpha_vantage_api.rb:335`
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+
[`lib/api/alpha_vantage_api.rb:335`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L335)
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|
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`lib/api/alpha_vantage_api.rb:339`
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+
[`lib/api/alpha_vantage_api.rb:339`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L339)
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|
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|
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`lib/api/alpha_vantage_api.rb:343`
|
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|
+
[`lib/api/alpha_vantage_api.rb:343`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L343)
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|
??? info "Source Location"
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|
-
`lib/api/alpha_vantage_api.rb:347`
|
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|
+
[`lib/api/alpha_vantage_api.rb:347`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L347)
|
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|
??? info "Source Location"
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|
-
`lib/api/alpha_vantage_api.rb:351`
|
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|
+
[`lib/api/alpha_vantage_api.rb:351`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L351)
|
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|
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|
??? info "Source Location"
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|
-
`lib/api/alpha_vantage_api.rb:355`
|
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|
+
[`lib/api/alpha_vantage_api.rb:355`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L355)
|
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|
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|
??? info "Source Location"
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|
-
`lib/api/alpha_vantage_api.rb:359`
|
|
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|
+
[`lib/api/alpha_vantage_api.rb:359`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L359)
|
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|
---
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|
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|
??? info "Source Location"
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|
-
`lib/api/alpha_vantage_api.rb:363`
|
|
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|
+
[`lib/api/alpha_vantage_api.rb:363`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L363)
|
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|
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|
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|
??? info "Source Location"
|
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|
-
`lib/api/alpha_vantage_api.rb:367`
|
|
832
|
+
[`lib/api/alpha_vantage_api.rb:367`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L367)
|
|
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|
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|
---
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@@ -839,7 +839,7 @@
|
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|
??? info "Source Location"
|
|
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|
-
`lib/api/alpha_vantage_api.rb:371`
|
|
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|
+
[`lib/api/alpha_vantage_api.rb:371`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L371)
|
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|
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|
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|
??? info "Source Location"
|
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|
-
`lib/api/alpha_vantage_api.rb:375`
|
|
852
|
+
[`lib/api/alpha_vantage_api.rb:375`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L375)
|
|
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|
---
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@@ -859,7 +859,7 @@
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|
??? info "Source Location"
|
|
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|
-
`lib/api/alpha_vantage_api.rb:379`
|
|
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|
+
[`lib/api/alpha_vantage_api.rb:379`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L379)
|
|
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|
---
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@@ -869,7 +869,7 @@
|
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|
??? info "Source Location"
|
|
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|
-
`lib/api/alpha_vantage_api.rb:383`
|
|
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|
+
[`lib/api/alpha_vantage_api.rb:383`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L383)
|
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---
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@@ -879,7 +879,7 @@
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|
??? info "Source Location"
|
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|
-
`lib/api/alpha_vantage_api.rb:387`
|
|
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|
+
[`lib/api/alpha_vantage_api.rb:387`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L387)
|
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|
---
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@@ -889,7 +889,7 @@
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|
??? info "Source Location"
|
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|
-
`lib/api/alpha_vantage_api.rb:391`
|
|
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|
+
[`lib/api/alpha_vantage_api.rb:391`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L391)
|
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|
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|
---
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@@ -899,7 +899,7 @@
|
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|
??? info "Source Location"
|
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|
-
`lib/api/alpha_vantage_api.rb:395`
|
|
902
|
+
[`lib/api/alpha_vantage_api.rb:395`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L395)
|
|
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|
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|
---
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@@ -909,7 +909,7 @@
|
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|
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|
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|
??? info "Source Location"
|
|
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|
-
`lib/api/alpha_vantage_api.rb:399`
|
|
912
|
+
[`lib/api/alpha_vantage_api.rb:399`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L399)
|
|
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|
---
|
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|
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@@ -919,7 +919,7 @@
|
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|
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|
??? info "Source Location"
|
|
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|
-
`lib/api/alpha_vantage_api.rb:403`
|
|
922
|
+
[`lib/api/alpha_vantage_api.rb:403`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L403)
|
|
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|
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|
---
|
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|
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|
@@ -929,7 +929,7 @@
|
|
|
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|
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|
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|
??? info "Source Location"
|
|
932
|
-
`lib/api/alpha_vantage_api.rb:407`
|
|
932
|
+
[`lib/api/alpha_vantage_api.rb:407`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L407)
|
|
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|
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|
---
|
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|
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|
@@ -939,7 +939,7 @@
|
|
|
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|
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|
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940
|
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|
??? info "Source Location"
|
|
942
|
-
`lib/api/alpha_vantage_api.rb:411`
|
|
942
|
+
[`lib/api/alpha_vantage_api.rb:411`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L411)
|
|
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|
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|
---
|
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|
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@@ -949,7 +949,7 @@
|
|
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|
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950
|
|
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|
??? info "Source Location"
|
|
952
|
-
`lib/api/alpha_vantage_api.rb:415`
|
|
952
|
+
[`lib/api/alpha_vantage_api.rb:415`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L415)
|
|
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|
|
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|
---
|
|
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|
|
|
@@ -959,7 +959,7 @@
|
|
|
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|
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|
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|
??? info "Source Location"
|
|
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|
-
`lib/api/alpha_vantage_api.rb:419`
|
|
962
|
+
[`lib/api/alpha_vantage_api.rb:419`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L419)
|
|
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963
|
|
|
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964
|
---
|
|
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|
|
|
@@ -969,7 +969,7 @@
|
|
|
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969
|
|
|
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|
|
|
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|
??? info "Source Location"
|
|
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|
-
`lib/api/alpha_vantage_api.rb:423`
|
|
972
|
+
[`lib/api/alpha_vantage_api.rb:423`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L423)
|
|
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|
|
|
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|
---
|
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|
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|
@@ -979,7 +979,7 @@
|
|
|
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979
|
|
|
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|
|
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|
??? info "Source Location"
|
|
982
|
-
`lib/api/alpha_vantage_api.rb:427`
|
|
982
|
+
[`lib/api/alpha_vantage_api.rb:427`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L427)
|
|
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|
|
|
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984
|
---
|
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|
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|
@@ -989,7 +989,7 @@
|
|
|
989
989
|
|
|
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990
|
|
|
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|
??? info "Source Location"
|
|
992
|
-
`lib/api/alpha_vantage_api.rb:431`
|
|
992
|
+
[`lib/api/alpha_vantage_api.rb:431`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L431)
|
|
993
993
|
|
|
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994
|
---
|
|
995
995
|
|
|
@@ -999,7 +999,7 @@
|
|
|
999
999
|
|
|
1000
1000
|
|
|
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1001
|
??? info "Source Location"
|
|
1002
|
-
`lib/api/alpha_vantage_api.rb:435`
|
|
1002
|
+
[`lib/api/alpha_vantage_api.rb:435`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L435)
|
|
1003
1003
|
|
|
1004
1004
|
---
|
|
1005
1005
|
|
|
@@ -1009,7 +1009,7 @@
|
|
|
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1009
|
|
|
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1010
|
|
|
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|
??? info "Source Location"
|
|
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|
-
`lib/api/alpha_vantage_api.rb:439`
|
|
1012
|
+
[`lib/api/alpha_vantage_api.rb:439`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L439)
|
|
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1013
|
|
|
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1014
|
---
|
|
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1015
|
|
|
@@ -1019,7 +1019,7 @@
|
|
|
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1019
|
|
|
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1020
|
|
|
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|
??? info "Source Location"
|
|
1022
|
-
`lib/api/alpha_vantage_api.rb:443`
|
|
1022
|
+
[`lib/api/alpha_vantage_api.rb:443`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L443)
|
|
1023
1023
|
|
|
1024
1024
|
---
|
|
1025
1025
|
|
|
@@ -1029,7 +1029,7 @@
|
|
|
1029
1029
|
|
|
1030
1030
|
|
|
1031
1031
|
??? info "Source Location"
|
|
1032
|
-
`lib/api/alpha_vantage_api.rb:447`
|
|
1032
|
+
[`lib/api/alpha_vantage_api.rb:447`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L447)
|
|
1033
1033
|
|
|
1034
1034
|
---
|
|
1035
1035
|
|
|
@@ -1039,7 +1039,7 @@
|
|
|
1039
1039
|
|
|
1040
1040
|
|
|
1041
1041
|
??? info "Source Location"
|
|
1042
|
-
`lib/api/alpha_vantage_api.rb:451`
|
|
1042
|
+
[`lib/api/alpha_vantage_api.rb:451`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L451)
|
|
1043
1043
|
|
|
1044
1044
|
---
|
|
1045
1045
|
|
|
@@ -1049,7 +1049,7 @@
|
|
|
1049
1049
|
|
|
1050
1050
|
|
|
1051
1051
|
??? info "Source Location"
|
|
1052
|
-
`lib/api/alpha_vantage_api.rb:455`
|
|
1052
|
+
[`lib/api/alpha_vantage_api.rb:455`](https://github.com/madbomber/sqa/blob/main/lib/api/alpha_vantage_api.rb#L455)
|
|
1053
1053
|
|
|
1054
1054
|
---
|
|
1055
1055
|
|