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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[`lib/sqa/ensemble.rb:245`](https://github.com/madbomber/sqa/blob/main/lib/sqa/ensemble.rb#L245)
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[`lib/sqa/ensemble.rb:283`](https://github.com/madbomber/sqa/blob/main/lib/sqa/ensemble.rb#L283)
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# 🔧 SQA::FPOP
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**Defined in:** `lib/sqa/fpop.rb:28`
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+
**Defined in:** [`lib/sqa/fpop.rb:28`](https://github.com/madbomber/sqa/blob/main/lib/sqa/fpop.rb#L28)
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# => [[-5.0, 5.0], [-9.52, 4.76], [15.79, 15.79]]
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```
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`lib/sqa/fpop.rb:44`
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[`lib/sqa/fpop.rb:44`](https://github.com/madbomber/sqa/blob/main/lib/sqa/fpop.rb#L44)
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# }
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```
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`lib/sqa/fpop.rb:85`
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[`lib/sqa/fpop.rb:85`](https://github.com/madbomber/sqa/blob/main/lib/sqa/fpop.rb#L85)
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`lib/sqa/fpop.rb:126`
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[`lib/sqa/fpop.rb:126`](https://github.com/madbomber/sqa/blob/main/lib/sqa/fpop.rb#L126)
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Formatted interpretation
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`lib/sqa/fpop.rb:136`
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[`lib/sqa/fpop.rb:136`](https://github.com/madbomber/sqa/blob/main/lib/sqa/fpop.rb#L136)
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)
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```
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`lib/sqa/fpop.rb:182`
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[`lib/sqa/fpop.rb:182`](https://github.com/madbomber/sqa/blob/main/lib/sqa/fpop.rb#L182)
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# 📦 SQA::GeneticProgram
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|
!!! abstract "Source Information"
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|
-
**Defined in:** `lib/sqa/gp.rb:35`
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+
**Defined in:** [`lib/sqa/gp.rb:35`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L35)
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**Inherits from:** `Object`
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`lib/sqa/gp.rb:54`
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+
[`lib/sqa/gp.rb:54`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L54)
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`lib/sqa/gp.rb:54`
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+
[`lib/sqa/gp.rb:54`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L54)
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`lib/sqa/gp.rb:54`
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+
[`lib/sqa/gp.rb:54`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L54)
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---
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@@ -51,7 +51,7 @@ Returns the value of attribute generation.
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|
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|
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`lib/sqa/gp.rb:54`
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|
+
[`lib/sqa/gp.rb:54`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L54)
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---
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@@ -63,7 +63,7 @@ Returns the value of attribute history.
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`lib/sqa/gp.rb:54`
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+
[`lib/sqa/gp.rb:54`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L54)
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@@ -75,7 +75,7 @@ Returns the value of attribute population_size.
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`lib/sqa/gp.rb:55`
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+
[`lib/sqa/gp.rb:55`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L55)
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`lib/sqa/gp.rb:55`
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+
[`lib/sqa/gp.rb:55`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L55)
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`lib/sqa/gp.rb:55`
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+
[`lib/sqa/gp.rb:55`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L55)
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`lib/sqa/gp.rb:55`
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+
[`lib/sqa/gp.rb:55`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L55)
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`lib/sqa/gp.rb:55`
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+
[`lib/sqa/gp.rb:55`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L55)
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---
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`lib/sqa/gp.rb:55`
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+
[`lib/sqa/gp.rb:55`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L55)
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---
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@@ -159,7 +159,7 @@ Returns the value of attribute crossover_rate.
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|
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`lib/sqa/gp.rb:55`
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|
+
[`lib/sqa/gp.rb:55`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L55)
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|
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@@ -175,7 +175,7 @@ Sets the attribute crossover_rate
|
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+
[`lib/sqa/gp.rb:55`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L55)
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---
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@@ -187,7 +187,7 @@ Returns the value of attribute elitism_count.
|
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|
??? info "Source Location"
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|
-
`lib/sqa/gp.rb:55`
|
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|
+
[`lib/sqa/gp.rb:55`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L55)
|
|
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191
|
|
|
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|
---
|
|
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|
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|
@@ -203,7 +203,7 @@ Sets the attribute elitism_count
|
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|
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|
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|
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Represents an individual trading strategy with specific parameters
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!!! abstract "Source Information"
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**Defined in:** `lib/sqa/gp.rb:37`
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**Defined in:** [`lib/sqa/gp.rb:37`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L37)
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[`lib/sqa/gp.rb:38`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L38)
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[`lib/sqa/gp.rb:38`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L38)
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`lib/sqa/gp.rb:38`
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[`lib/sqa/gp.rb:38`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L38)
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a new instance of Individual
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`lib/sqa/gp.rb:45`
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[`lib/sqa/gp.rb:45`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L45)
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`lib/sqa/gp.rb:49`
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[`lib/sqa/gp.rb:49`](https://github.com/madbomber/sqa/blob/main/lib/sqa/gp.rb#L49)
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