sqa 0.0.37 → 0.0.38

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Files changed (63) hide show
  1. checksums.yaml +4 -4
  2. data/CHANGELOG.md +62 -0
  3. data/docs/api-reference/alphavantageapi.md +105 -105
  4. data/docs/api-reference/apierror.md +2 -2
  5. data/docs/api-reference/index.md +2 -2
  6. data/docs/api-reference/notimplemented.md +2 -2
  7. data/docs/api-reference/sqa.md +12 -12
  8. data/docs/api-reference/sqa_backtest.md +43 -9
  9. data/docs/api-reference/sqa_backtest_results.md +34 -34
  10. data/docs/api-reference/sqa_badparametererror.md +1 -1
  11. data/docs/api-reference/sqa_config.md +31 -31
  12. data/docs/api-reference/sqa_configurationerror.md +1 -1
  13. data/docs/api-reference/sqa_datafetcherror.md +3 -3
  14. data/docs/api-reference/sqa_dataframe.md +63 -36
  15. data/docs/api-reference/sqa_dataframe_alphavantage.md +2 -2
  16. data/docs/api-reference/sqa_dataframe_data.md +18 -18
  17. data/docs/api-reference/sqa_dataframe_yahoofinance.md +2 -2
  18. data/docs/api-reference/sqa_ensemble.md +21 -21
  19. data/docs/api-reference/sqa_fpop.md +8 -8
  20. data/docs/api-reference/sqa_geneticprogram.md +20 -20
  21. data/docs/api-reference/sqa_geneticprogram_individual.md +8 -8
  22. data/docs/api-reference/sqa_marketregime.md +10 -10
  23. data/docs/api-reference/sqa_multitimeframe.md +11 -11
  24. data/docs/api-reference/sqa_patternmatcher.md +9 -9
  25. data/docs/api-reference/sqa_pluginmanager.md +4 -4
  26. data/docs/api-reference/sqa_portfolio.md +84 -27
  27. data/docs/api-reference/sqa_portfolio_position.md +12 -12
  28. data/docs/api-reference/sqa_portfolio_trade.md +16 -16
  29. data/docs/api-reference/sqa_portfoliooptimizer.md +10 -10
  30. data/docs/api-reference/sqa_riskmanager.md +12 -12
  31. data/docs/api-reference/sqa_seasonalanalyzer.md +6 -6
  32. data/docs/api-reference/sqa_sectoranalyzer.md +9 -9
  33. data/docs/api-reference/sqa_stock.md +48 -36
  34. data/docs/api-reference/sqa_strategy.md +8 -8
  35. data/docs/api-reference/sqa_strategy_bollingerbands.md +2 -2
  36. data/docs/api-reference/sqa_strategy_common.md +3 -3
  37. data/docs/api-reference/sqa_strategy_consensus.md +12 -12
  38. data/docs/api-reference/sqa_strategy_ema.md +4 -4
  39. data/docs/api-reference/sqa_strategy_kbs.md +11 -11
  40. data/docs/api-reference/sqa_strategy_macd.md +2 -2
  41. data/docs/api-reference/sqa_strategy_mp.md +4 -4
  42. data/docs/api-reference/sqa_strategy_mr.md +4 -4
  43. data/docs/api-reference/sqa_strategy_random.md +4 -4
  44. data/docs/api-reference/sqa_strategy_rsi.md +4 -4
  45. data/docs/api-reference/sqa_strategy_sma.md +4 -4
  46. data/docs/api-reference/sqa_strategy_stochastic.md +2 -2
  47. data/docs/api-reference/sqa_strategy_volumebreakout.md +2 -2
  48. data/docs/api-reference/sqa_strategygenerator.md +19 -19
  49. data/docs/api-reference/sqa_strategygenerator_pattern.md +17 -17
  50. data/docs/api-reference/sqa_strategygenerator_patterncontext.md +21 -21
  51. data/docs/api-reference/sqa_strategygenerator_profitablepoint.md +27 -27
  52. data/docs/api-reference/sqa_stream.md +18 -18
  53. data/docs/api-reference/sqa_ticker.md +8 -8
  54. data/docs/api-reference/string.md +11 -11
  55. data/docs/file_formats.md +250 -0
  56. data/lib/sqa/backtest.rb +32 -0
  57. data/lib/sqa/data_frame.rb +25 -0
  58. data/lib/sqa/portfolio.rb +54 -0
  59. data/lib/sqa/stock.rb +11 -0
  60. data/lib/sqa/version.rb +1 -1
  61. data/mkdocs.yml +1 -0
  62. metadata +2 -2
  63. data/docs/IMPROVEMENT_PLAN.md +0 -531
@@ -7,7 +7,7 @@
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  name, exchange, data source, technical indicators, and company overview.
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  !!! abstract "Source Information"
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- **Defined in:** `lib/sqa/data_frame/data.rb:23`
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+ **Defined in:** [`lib/sqa/data_frame/data.rb:23`](https://github.com/madbomber/sqa/blob/main/lib/sqa/data_frame/data.rb#L23)
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  **Inherits from:** `Object`
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  Stock ticker symbol (e.g., 'AAPL', 'MSFT')
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  ??? info "Source Location"
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- `lib/sqa/data_frame/data.rb:36`
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+ [`lib/sqa/data_frame/data.rb:36`](https://github.com/madbomber/sqa/blob/main/lib/sqa/data_frame/data.rb#L36)
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  ---
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  Stock ticker symbol (e.g., 'AAPL', 'MSFT')
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  ??? info "Source Location"
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- `lib/sqa/data_frame/data.rb:36`
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+ [`lib/sqa/data_frame/data.rb:36`](https://github.com/madbomber/sqa/blob/main/lib/sqa/data_frame/data.rb#L36)
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  ---
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  Company name
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- `lib/sqa/data_frame/data.rb:36`
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+ [`lib/sqa/data_frame/data.rb:36`](https://github.com/madbomber/sqa/blob/main/lib/sqa/data_frame/data.rb#L36)
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  Company name
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- `lib/sqa/data_frame/data.rb:36`
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+ [`lib/sqa/data_frame/data.rb:36`](https://github.com/madbomber/sqa/blob/main/lib/sqa/data_frame/data.rb#L36)
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  Exchange where stock trades (e.g., 'NASDAQ', 'NYSE')
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  ??? info "Source Location"
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- `lib/sqa/data_frame/data.rb:36`
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+ [`lib/sqa/data_frame/data.rb:36`](https://github.com/madbomber/sqa/blob/main/lib/sqa/data_frame/data.rb#L36)
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  Exchange where stock trades (e.g., 'NASDAQ', 'NYSE')
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  ??? info "Source Location"
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- `lib/sqa/data_frame/data.rb:36`
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+ [`lib/sqa/data_frame/data.rb:36`](https://github.com/madbomber/sqa/blob/main/lib/sqa/data_frame/data.rb#L36)
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  Data source (:alpha_vantage, :yahoo_finance)
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  ??? info "Source Location"
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- `lib/sqa/data_frame/data.rb:36`
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+ [`lib/sqa/data_frame/data.rb:36`](https://github.com/madbomber/sqa/blob/main/lib/sqa/data_frame/data.rb#L36)
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  Data source (:alpha_vantage, :yahoo_finance)
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+ [`lib/sqa/data_frame/data.rb:36`](https://github.com/madbomber/sqa/blob/main/lib/sqa/data_frame/data.rb#L36)
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  Technical indicators configuration and cached values
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+ [`lib/sqa/data_frame/data.rb:36`](https://github.com/madbomber/sqa/blob/main/lib/sqa/data_frame/data.rb#L36)
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  Technical indicators configuration and cached values
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+ [`lib/sqa/data_frame/data.rb:36`](https://github.com/madbomber/sqa/blob/main/lib/sqa/data_frame/data.rb#L36)
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  Company overview data from API
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+ [`lib/sqa/data_frame/data.rb:36`](https://github.com/madbomber/sqa/blob/main/lib/sqa/data_frame/data.rb#L36)
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- `lib/sqa/data_frame/data.rb:36`
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+ [`lib/sqa/data_frame/data.rb:36`](https://github.com/madbomber/sqa/blob/main/lib/sqa/data_frame/data.rb#L36)
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  ---
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  a new instance of Data
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+ [`lib/sqa/data_frame/data.rb:52`](https://github.com/madbomber/sqa/blob/main/lib/sqa/data_frame/data.rb#L52)
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  JSON representation
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+ [`lib/sqa/data_frame/data.rb:78`](https://github.com/madbomber/sqa/blob/main/lib/sqa/data_frame/data.rb#L78)
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  Hash representation
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+ [`lib/sqa/data_frame/data.rb:85`](https://github.com/madbomber/sqa/blob/main/lib/sqa/data_frame/data.rb#L85)
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  Human-readable representation
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+ [`lib/sqa/data_frame/data.rb:99`](https://github.com/madbomber/sqa/blob/main/lib/sqa/data_frame/data.rb#L99)
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  Human-readable representation
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+ [`lib/sqa/data_frame/data.rb:102`](https://github.com/madbomber/sqa/blob/main/lib/sqa/data_frame/data.rb#L102)
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  # 📦 SQA::DataFrame::YahooFinance
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- **Defined in:** `lib/sqa/data_frame/yahoo_finance.rb:13`
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+ **Defined in:** [`lib/sqa/data_frame/yahoo_finance.rb:13`](https://github.com/madbomber/sqa/blob/main/lib/sqa/data_frame/yahoo_finance.rb#L13)
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+ [`lib/sqa/data_frame/yahoo_finance.rb:40`](https://github.com/madbomber/sqa/blob/main/lib/sqa/data_frame/yahoo_finance.rb#L40)
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  - Confidence-based aggregation
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- **Defined in:** `lib/sqa/ensemble.rb:22`
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+ **Defined in:** [`lib/sqa/ensemble.rb:22`](https://github.com/madbomber/sqa/blob/main/lib/sqa/ensemble.rb#L22)
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  Trading signal
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+ [`lib/sqa/ensemble.rb:275`](https://github.com/madbomber/sqa/blob/main/lib/sqa/ensemble.rb#L275)
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  a new instance of Ensemble
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+ [`lib/sqa/ensemble.rb:32`](https://github.com/madbomber/sqa/blob/main/lib/sqa/ensemble.rb#L32)
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  :buy, :sell, or :hold
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  Weighted signal
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  Comparison results
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  # 🔧 SQA::FPOP
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  # => [[-5.0, 5.0], [-9.52, 4.76], [15.79, 15.79]]
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  ```
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  ??? info "Source Location"
36
- `lib/sqa/fpop.rb:44`
36
+ [`lib/sqa/fpop.rb:44`](https://github.com/madbomber/sqa/blob/main/lib/sqa/fpop.rb#L44)
37
37
 
38
38
  ---
39
39
 
@@ -75,7 +75,7 @@ Perform comprehensive FPL analysis with risk metrics and classification
75
75
  # }
76
76
  ```
77
77
  ??? info "Source Location"
78
- `lib/sqa/fpop.rb:85`
78
+ [`lib/sqa/fpop.rb:85`](https://github.com/madbomber/sqa/blob/main/lib/sqa/fpop.rb#L85)
79
79
 
80
80
  ---
81
81
 
@@ -98,7 +98,7 @@ Determine directional bias from min/max deltas
98
98
  :UP, :DOWN, :UNCERTAIN, or :FLAT
99
99
 
100
100
  ??? info "Source Location"
101
- `lib/sqa/fpop.rb:108`
101
+ [`lib/sqa/fpop.rb:108`](https://github.com/madbomber/sqa/blob/main/lib/sqa/fpop.rb#L108)
102
102
 
103
103
  ---
104
104
 
@@ -121,7 +121,7 @@ Calculate average expected movement (magnitude)
121
121
  Average of min and max deltas
122
122
 
123
123
  ??? info "Source Location"
124
- `lib/sqa/fpop.rb:126`
124
+ [`lib/sqa/fpop.rb:126`](https://github.com/madbomber/sqa/blob/main/lib/sqa/fpop.rb#L126)
125
125
 
126
126
  ---
127
127
 
@@ -144,7 +144,7 @@ Build human-readable interpretation string
144
144
  Formatted interpretation
145
145
 
146
146
  ??? info "Source Location"
147
- `lib/sqa/fpop.rb:136`
147
+ [`lib/sqa/fpop.rb:136`](https://github.com/madbomber/sqa/blob/main/lib/sqa/fpop.rb#L136)
148
148
 
149
149
  ---
150
150
 
@@ -181,7 +181,7 @@ Useful for finding high-quality trading opportunities
181
181
  )
182
182
  ```
183
183
  ??? info "Source Location"
184
- `lib/sqa/fpop.rb:163`
184
+ [`lib/sqa/fpop.rb:163`](https://github.com/madbomber/sqa/blob/main/lib/sqa/fpop.rb#L163)
185
185
 
186
186
  ---
187
187
 
@@ -203,7 +203,7 @@ Calculate risk-reward ratio for each analysis point
203
203
  Risk-reward ratios (magnitude / risk)
204
204
 
205
205
  ??? info "Source Location"
206
- `lib/sqa/fpop.rb:182`
206
+ [`lib/sqa/fpop.rb:182`](https://github.com/madbomber/sqa/blob/main/lib/sqa/fpop.rb#L182)
207
207
 
208
208
  ---
209
209
 
@@ -1,7 +1,7 @@
1
1
  # 📦 SQA::GeneticProgram
2
2
 
3
3
  !!! abstract "Source Information"
4
- **Defined in:** `lib/sqa/gp.rb:35`
4
+ **Defined in:** [`lib/sqa/gp.rb:35`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L35)
5
5
 
6
6
  **Inherits from:** `Object`
7
7
 
@@ -15,7 +15,7 @@ Returns the value of attribute stock.
15
15
 
16
16
 
17
17
  ??? info "Source Location"
18
- `lib/sqa/gp.rb:54`
18
+ [`lib/sqa/gp.rb:54`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L54)
19
19
 
20
20
  ---
21
21
 
@@ -27,7 +27,7 @@ Returns the value of attribute population.
27
27
 
28
28
 
29
29
  ??? info "Source Location"
30
- `lib/sqa/gp.rb:54`
30
+ [`lib/sqa/gp.rb:54`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L54)
31
31
 
32
32
  ---
33
33
 
@@ -39,7 +39,7 @@ Returns the value of attribute best_individual.
39
39
 
40
40
 
41
41
  ??? info "Source Location"
42
- `lib/sqa/gp.rb:54`
42
+ [`lib/sqa/gp.rb:54`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L54)
43
43
 
44
44
  ---
45
45
 
@@ -51,7 +51,7 @@ Returns the value of attribute generation.
51
51
 
52
52
 
53
53
  ??? info "Source Location"
54
- `lib/sqa/gp.rb:54`
54
+ [`lib/sqa/gp.rb:54`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L54)
55
55
 
56
56
  ---
57
57
 
@@ -63,7 +63,7 @@ Returns the value of attribute history.
63
63
 
64
64
 
65
65
  ??? info "Source Location"
66
- `lib/sqa/gp.rb:54`
66
+ [`lib/sqa/gp.rb:54`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L54)
67
67
 
68
68
  ---
69
69
 
@@ -75,7 +75,7 @@ Returns the value of attribute population_size.
75
75
 
76
76
 
77
77
  ??? info "Source Location"
78
- `lib/sqa/gp.rb:55`
78
+ [`lib/sqa/gp.rb:55`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L55)
79
79
 
80
80
  ---
81
81
 
@@ -91,7 +91,7 @@ Sets the attribute population_size
91
91
 
92
92
 
93
93
  ??? info "Source Location"
94
- `lib/sqa/gp.rb:55`
94
+ [`lib/sqa/gp.rb:55`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L55)
95
95
 
96
96
  ---
97
97
 
@@ -103,7 +103,7 @@ Returns the value of attribute generations.
103
103
 
104
104
 
105
105
  ??? info "Source Location"
106
- `lib/sqa/gp.rb:55`
106
+ [`lib/sqa/gp.rb:55`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L55)
107
107
 
108
108
  ---
109
109
 
@@ -119,7 +119,7 @@ Sets the attribute generations
119
119
 
120
120
 
121
121
  ??? info "Source Location"
122
- `lib/sqa/gp.rb:55`
122
+ [`lib/sqa/gp.rb:55`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L55)
123
123
 
124
124
  ---
125
125
 
@@ -131,7 +131,7 @@ Returns the value of attribute mutation_rate.
131
131
 
132
132
 
133
133
  ??? info "Source Location"
134
- `lib/sqa/gp.rb:55`
134
+ [`lib/sqa/gp.rb:55`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L55)
135
135
 
136
136
  ---
137
137
 
@@ -147,7 +147,7 @@ Sets the attribute mutation_rate
147
147
 
148
148
 
149
149
  ??? info "Source Location"
150
- `lib/sqa/gp.rb:55`
150
+ [`lib/sqa/gp.rb:55`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L55)
151
151
 
152
152
  ---
153
153
 
@@ -159,7 +159,7 @@ Returns the value of attribute crossover_rate.
159
159
 
160
160
 
161
161
  ??? info "Source Location"
162
- `lib/sqa/gp.rb:55`
162
+ [`lib/sqa/gp.rb:55`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L55)
163
163
 
164
164
  ---
165
165
 
@@ -175,7 +175,7 @@ Sets the attribute crossover_rate
175
175
 
176
176
 
177
177
  ??? info "Source Location"
178
- `lib/sqa/gp.rb:55`
178
+ [`lib/sqa/gp.rb:55`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L55)
179
179
 
180
180
  ---
181
181
 
@@ -187,7 +187,7 @@ Returns the value of attribute elitism_count.
187
187
 
188
188
 
189
189
  ??? info "Source Location"
190
- `lib/sqa/gp.rb:55`
190
+ [`lib/sqa/gp.rb:55`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L55)
191
191
 
192
192
  ---
193
193
 
@@ -203,7 +203,7 @@ Sets the attribute elitism_count
203
203
 
204
204
 
205
205
  ??? info "Source Location"
206
- `lib/sqa/gp.rb:55`
206
+ [`lib/sqa/gp.rb:55`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L55)
207
207
 
208
208
  ---
209
209
 
@@ -219,7 +219,7 @@ Sets the attribute elitism_count
219
219
  a new instance of GeneticProgram
220
220
 
221
221
  ??? info "Source Location"
222
- `lib/sqa/gp.rb:57`
222
+ [`lib/sqa/gp.rb:57`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L57)
223
223
 
224
224
  ---
225
225
 
@@ -239,7 +239,7 @@ Example:
239
239
 
240
240
 
241
241
  ??? info "Source Location"
242
- `lib/sqa/gp.rb:82`
242
+ [`lib/sqa/gp.rb:82`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L82)
243
243
 
244
244
  ---
245
245
 
@@ -265,7 +265,7 @@ Example:
265
265
 
266
266
 
267
267
  ??? info "Source Location"
268
- `lib/sqa/gp.rb:102`
268
+ [`lib/sqa/gp.rb:102`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L102)
269
269
 
270
270
  ---
271
271
 
@@ -277,7 +277,7 @@ Run the genetic algorithm evolution
277
277
 
278
278
 
279
279
  ??? info "Source Location"
280
- `lib/sqa/gp.rb:108`
280
+ [`lib/sqa/gp.rb:108`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L108)
281
281
 
282
282
  ---
283
283
 
@@ -4,7 +4,7 @@
4
4
  Represents an individual trading strategy with specific parameters
5
5
 
6
6
  !!! abstract "Source Information"
7
- **Defined in:** `lib/sqa/gp.rb:37`
7
+ **Defined in:** [`lib/sqa/gp.rb:37`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L37)
8
8
 
9
9
  **Inherits from:** `Object`
10
10
 
@@ -18,7 +18,7 @@ Returns the value of attribute genes.
18
18
 
19
19
 
20
20
  ??? info "Source Location"
21
- `lib/sqa/gp.rb:38`
21
+ [`lib/sqa/gp.rb:38`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L38)
22
22
 
23
23
  ---
24
24
 
@@ -34,7 +34,7 @@ Sets the attribute genes
34
34
 
35
35
 
36
36
  ??? info "Source Location"
37
- `lib/sqa/gp.rb:38`
37
+ [`lib/sqa/gp.rb:38`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L38)
38
38
 
39
39
  ---
40
40
 
@@ -46,7 +46,7 @@ Returns the value of attribute fitness.
46
46
 
47
47
 
48
48
  ??? info "Source Location"
49
- `lib/sqa/gp.rb:38`
49
+ [`lib/sqa/gp.rb:38`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L38)
50
50
 
51
51
  ---
52
52
 
@@ -62,7 +62,7 @@ Sets the attribute fitness
62
62
 
63
63
 
64
64
  ??? info "Source Location"
65
- `lib/sqa/gp.rb:38`
65
+ [`lib/sqa/gp.rb:38`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L38)
66
66
 
67
67
  ---
68
68
 
@@ -78,7 +78,7 @@ Sets the attribute fitness
78
78
  a new instance of Individual
79
79
 
80
80
  ??? info "Source Location"
81
- `lib/sqa/gp.rb:40`
81
+ [`lib/sqa/gp.rb:40`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L40)
82
82
 
83
83
  ---
84
84
 
@@ -88,7 +88,7 @@ Sets the attribute fitness
88
88
 
89
89
 
90
90
  ??? info "Source Location"
91
- `lib/sqa/gp.rb:45`
91
+ [`lib/sqa/gp.rb:45`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L45)
92
92
 
93
93
  ---
94
94
 
@@ -98,7 +98,7 @@ Sets the attribute fitness
98
98
 
99
99
 
100
100
  ??? info "Source Location"
101
- `lib/sqa/gp.rb:49`
101
+ [`lib/sqa/gp.rb:49`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L49)
102
102
 
103
103
  ---
104
104