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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Automatically logs the error using debug_me before raising.
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!!! abstract "Source Information"
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**Defined in:** `lib/sqa/errors.rb:67`
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**Defined in:** [`lib/sqa/errors.rb:67`](https://github.com/madbomber/sqa/blob/main/lib/sqa/errors.rb#L67)
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**Inherits from:** `RuntimeError`
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[`lib/sqa/errors.rb:72`](https://github.com/madbomber/sqa/blob/main/lib/sqa/errors.rb#L72)
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---
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data/docs/api-reference/index.md
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@@ -4,7 +4,7 @@ Complete API documentation for all SQA classes and modules.
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!!! tip "Auto-Generated Documentation"
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This documentation is automatically generated from YARD comments in the source code.
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Last updated: 2025-11-24
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Last updated: 2025-11-24 17:07:39
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## 🎯 SQA
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### [📦 **DataFrame**](sqa_dataframe.md)
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!!! abstract ""
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High-performance DataFrame wrapper around Polars for time series data manipulation.
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### [📦 **Ensemble**](sqa_ensemble.md)
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**Defined in:** `lib/sqa/errors.rb:84`
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**Defined in:** [`lib/sqa/errors.rb:84`](https://github.com/madbomber/sqa/blob/main/lib/sqa/errors.rb#L84)
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[`lib/sqa/errors.rb:88`](https://github.com/madbomber/sqa/blob/main/lib/sqa/errors.rb#L88)
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data/docs/api-reference/sqa.md
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Note: Use 'kb.assert' (not just 'assert') in perform blocks to access the knowledge base.
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**Defined in:** `lib/sqa/gp.rb:34`
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**Defined in:** [`lib/sqa/gp.rb:34`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L34)
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## 🏭 Class Methods
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`lib/sqa/init.rb:22`
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[`lib/sqa/init.rb:22`](https://github.com/madbomber/sqa/blob/main/lib/sqa/init.rb#L22)
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SQA.init("--debug --verbose")
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```
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[`lib/sqa/init.rb:34`](https://github.com/madbomber/sqa/blob/main/lib/sqa/init.rb#L34)
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The API key
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[`lib/sqa/init.rb:61`](https://github.com/madbomber/sqa/blob/main/lib/sqa/init.rb#L61)
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The API key
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[`lib/sqa/init.rb:106`](https://github.com/madbomber/sqa/blob/main/lib/sqa/init.rb#L106)
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**Defined in:** [`lib/sqa/backtest.rb:7`](https://github.com/madbomber/sqa/blob/main/lib/sqa/backtest.rb#L7)
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!!! example "Usage Examples"
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```ruby
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stock = SQA::Stock.new(ticker: 'AAPL')
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backtest = SQA::Backtest.new(
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stock: stock,
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strategy: SQA::Strategy::RSI,
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initial_capital: 10_000,
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)
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results = backtest.run
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# => Total Return: 15.5%
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# Sharpe Ratio: 1.2
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# Max Drawdown: -8.3%
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# Win Rate: 65%
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```
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backtest = SQA::Backtest.new(
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stock: stock,
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strategy: SQA::Strategy::MACD,
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start_date: '2023-01-01',
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end_date: '2023-12-31'
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)
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results = backtest.run
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results.total_return # => 0.155 (15.5%)
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```
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```ruby
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results = backtest.run
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backtest.equity_curve.each do |point|
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```
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[`lib/sqa/backtest.rb:12`](https://github.com/madbomber/sqa/blob/main/lib/sqa/backtest.rb#L12)
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[`lib/sqa/backtest.rb:12`](https://github.com/madbomber/sqa/blob/main/lib/sqa/backtest.rb#L12)
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[`lib/sqa/backtest.rb:12`](https://github.com/madbomber/sqa/blob/main/lib/sqa/backtest.rb#L12)
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[`lib/sqa/backtest.rb:12`](https://github.com/madbomber/sqa/blob/main/lib/sqa/backtest.rb#L12)
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[`lib/sqa/backtest.rb:12`](https://github.com/madbomber/sqa/blob/main/lib/sqa/backtest.rb#L12)
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[`lib/sqa/backtest.rb:12`](https://github.com/madbomber/sqa/blob/main/lib/sqa/backtest.rb#L12)
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`lib/sqa/backtest.rb:12`
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[`lib/sqa/backtest.rb:12`](https://github.com/madbomber/sqa/blob/main/lib/sqa/backtest.rb#L12)
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[`lib/sqa/backtest.rb:12`](https://github.com/madbomber/sqa/blob/main/lib/sqa/backtest.rb#L12)
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`lib/sqa/backtest.rb:12`
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[`lib/sqa/backtest.rb:12`](https://github.com/madbomber/sqa/blob/main/lib/sqa/backtest.rb#L12)
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`lib/sqa/backtest.rb:12`
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[`lib/sqa/backtest.rb:12`](https://github.com/madbomber/sqa/blob/main/lib/sqa/backtest.rb#L12)
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`lib/sqa/backtest.rb:12`
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[`lib/sqa/backtest.rb:12`](https://github.com/madbomber/sqa/blob/main/lib/sqa/backtest.rb#L12)
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`lib/sqa/backtest.rb:12`
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+
[`lib/sqa/backtest.rb:12`](https://github.com/madbomber/sqa/blob/main/lib/sqa/backtest.rb#L12)
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`lib/sqa/backtest.rb:12`
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[`lib/sqa/backtest.rb:12`](https://github.com/madbomber/sqa/blob/main/lib/sqa/backtest.rb#L12)
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@@ -270,7 +270,7 @@ Returns the value of attribute average_loss.
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`lib/sqa/backtest.rb:12`
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+
[`lib/sqa/backtest.rb:12`](https://github.com/madbomber/sqa/blob/main/lib/sqa/backtest.rb#L12)
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`lib/sqa/backtest.rb:12`
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+
[`lib/sqa/backtest.rb:12`](https://github.com/madbomber/sqa/blob/main/lib/sqa/backtest.rb#L12)
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---
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@@ -298,7 +298,7 @@ Returns the value of attribute profit_factor.
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`lib/sqa/backtest.rb:12`
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+
[`lib/sqa/backtest.rb:12`](https://github.com/madbomber/sqa/blob/main/lib/sqa/backtest.rb#L12)
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---
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@@ -314,7 +314,7 @@ Sets the attribute profit_factor
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-
`lib/sqa/backtest.rb:12`
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+
[`lib/sqa/backtest.rb:12`](https://github.com/madbomber/sqa/blob/main/lib/sqa/backtest.rb#L12)
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---
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@@ -326,7 +326,7 @@ Returns the value of attribute start_date.
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|
??? info "Source Location"
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-
`lib/sqa/backtest.rb:12`
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|
+
[`lib/sqa/backtest.rb:12`](https://github.com/madbomber/sqa/blob/main/lib/sqa/backtest.rb#L12)
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---
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@@ -342,7 +342,7 @@ Sets the attribute start_date
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|
??? info "Source Location"
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|
-
`lib/sqa/backtest.rb:12`
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|
+
[`lib/sqa/backtest.rb:12`](https://github.com/madbomber/sqa/blob/main/lib/sqa/backtest.rb#L12)
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---
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@@ -354,7 +354,7 @@ Returns the value of attribute end_date.
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??? info "Source Location"
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-
`lib/sqa/backtest.rb:12`
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+
[`lib/sqa/backtest.rb:12`](https://github.com/madbomber/sqa/blob/main/lib/sqa/backtest.rb#L12)
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---
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@@ -370,7 +370,7 @@ Sets the attribute end_date
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|
??? info "Source Location"
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|
-
`lib/sqa/backtest.rb:12`
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|
+
[`lib/sqa/backtest.rb:12`](https://github.com/madbomber/sqa/blob/main/lib/sqa/backtest.rb#L12)
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---
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@@ -382,7 +382,7 @@ Returns the value of attribute initial_capital.
|
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|
??? info "Source Location"
|
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|
-
`lib/sqa/backtest.rb:12`
|
|
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|
+
[`lib/sqa/backtest.rb:12`](https://github.com/madbomber/sqa/blob/main/lib/sqa/backtest.rb#L12)
|
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|
---
|
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|
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|
@@ -398,7 +398,7 @@ Sets the attribute initial_capital
|
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|
??? info "Source Location"
|
|
401
|
-
`lib/sqa/backtest.rb:12`
|
|
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|
+
[`lib/sqa/backtest.rb:12`](https://github.com/madbomber/sqa/blob/main/lib/sqa/backtest.rb#L12)
|
|
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402
|
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|
---
|
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404
404
|
|
|
@@ -410,7 +410,7 @@ Returns the value of attribute final_value.
|
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411
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|
??? info "Source Location"
|
|
413
|
-
`lib/sqa/backtest.rb:12`
|
|
413
|
+
[`lib/sqa/backtest.rb:12`](https://github.com/madbomber/sqa/blob/main/lib/sqa/backtest.rb#L12)
|
|
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414
|
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|
---
|
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|
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|
@@ -426,7 +426,7 @@ Sets the attribute final_value
|
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|
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|
??? info "Source Location"
|
|
429
|
-
`lib/sqa/backtest.rb:12`
|
|
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|
+
[`lib/sqa/backtest.rb:12`](https://github.com/madbomber/sqa/blob/main/lib/sqa/backtest.rb#L12)
|
|
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430
|
|
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|
---
|
|
432
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|
|
|
@@ -442,7 +442,7 @@ Sets the attribute final_value
|
|
|
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442
|
a new instance of Results
|
|
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443
|
|
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|
??? info "Source Location"
|
|
445
|
-
`lib/sqa/backtest.rb:17`
|
|
445
|
+
[`lib/sqa/backtest.rb:17`](https://github.com/madbomber/sqa/blob/main/lib/sqa/backtest.rb#L17)
|
|
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|
|
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|
---
|
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|
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|
@@ -452,7 +452,7 @@ Sets the attribute final_value
|
|
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|
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453
|
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|
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454
|
??? info "Source Location"
|
|
455
|
-
`lib/sqa/backtest.rb:31`
|
|
455
|
+
[`lib/sqa/backtest.rb:31`](https://github.com/madbomber/sqa/blob/main/lib/sqa/backtest.rb#L31)
|
|
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456
|
|
|
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457
|
---
|
|
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458
|
|
|
@@ -462,7 +462,7 @@ Sets the attribute final_value
|
|
|
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|
|
|
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463
|
|
|
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|
??? info "Source Location"
|
|
465
|
-
`lib/sqa/backtest.rb:51`
|
|
465
|
+
[`lib/sqa/backtest.rb:51`](https://github.com/madbomber/sqa/blob/main/lib/sqa/backtest.rb#L51)
|
|
466
466
|
|
|
467
467
|
---
|
|
468
468
|
|
|
@@ -5,7 +5,7 @@
|
|
|
5
5
|
Inherits from ArgumentError for semantic clarity.
|
|
6
6
|
|
|
7
7
|
!!! abstract "Source Information"
|
|
8
|
-
**Defined in:** `lib/sqa/errors.rb:54`
|
|
8
|
+
**Defined in:** [`lib/sqa/errors.rb:54`](https://github.com/madbomber/sqa/blob/main/lib/sqa/errors.rb#L54)
|
|
9
9
|
|
|
10
10
|
**Inherits from:** `ArgumentError`
|
|
11
11
|
|