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
data/docs/api-reference/sqa_strategy_macd.md CHANGED
@@ -6,7 +6,7 @@
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  Sell when MACD line crosses below signal line (bearish)
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  !!! abstract "Source Information"
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- **Defined in:** `lib/sqa/strategy/macd.rb:8`
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+ **Defined in:** [`lib/sqa/strategy/macd.rb:8`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy/macd.rb#L8)
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+ [`lib/sqa/strategy/macd.rb:9`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy/macd.rb#L9)
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data/docs/api-reference/sqa_strategy_mp.md CHANGED
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  # 📦 SQA::Strategy::MP
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  !!! abstract "Source Information"
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- **Defined in:** `lib/sqa/strategy/mp.rb:5`
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+ **Defined in:** [`lib/sqa/strategy/mp.rb:5`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy/mp.rb#L5)
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+ [`lib/sqa/strategy/common.rb:9`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy/common.rb#L9)
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+ [`lib/sqa/strategy/common.rb:23`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy/common.rb#L23)
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data/docs/api-reference/sqa_strategy_mr.md CHANGED
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  # 📦 SQA::Strategy::MR
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  !!! abstract "Source Information"
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- **Defined in:** `lib/sqa/strategy/mr.rb:5`
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+ **Defined in:** [`lib/sqa/strategy/mr.rb:5`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy/mr.rb#L5)
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+ [`lib/sqa/strategy/mr.rb:8`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy/mr.rb#L8)
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+ [`lib/sqa/strategy/common.rb:9`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy/common.rb#L9)
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+ [`lib/sqa/strategy/common.rb:23`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy/common.rb#L23)
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data/docs/api-reference/sqa_strategy_random.md CHANGED
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- **Defined in:** `lib/sqa/strategy/random.rb:5`
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+ **Defined in:** [`lib/sqa/strategy/random.rb:5`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy/random.rb#L5)
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+ [`lib/sqa/strategy/common.rb:9`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy/common.rb#L9)
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+ [`lib/sqa/strategy/common.rb:23`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy/common.rb#L23)
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data/docs/api-reference/sqa_strategy_rsi.md CHANGED
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- **Defined in:** `lib/sqa/strategy/rsi.rb:5`
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+ **Defined in:** [`lib/sqa/strategy/rsi.rb:5`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy/rsi.rb#L5)
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data/docs/api-reference/sqa_strategy_sma.md CHANGED
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data/docs/api-reference/sqa_strategygenerator.md CHANGED
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- `lib/sqa/strategy_generator.rb:221`
190
+ [`lib/sqa/strategy_generator.rb:221`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L221)
191
191
 
192
192
  ---
193
193
 
@@ -199,7 +199,7 @@ Export patterns to CSV
199
199
 
200
200
 
201
201
  ??? info "Source Location"
202
- `lib/sqa/strategy_generator.rb:241`
202
+ [`lib/sqa/strategy_generator.rb:241`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L241)
203
203
 
204
204
  ---
205
205
 
@@ -226,7 +226,7 @@ to prevent overfitting. Only keeps patterns that work out-of-sample.
226
226
  Validation results with patterns and performance
227
227
 
228
228
  ??? info "Source Location"
229
- `lib/sqa/strategy_generator.rb:273`
229
+ [`lib/sqa/strategy_generator.rb:273`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L273)
230
230
 
231
231
  ---
232
232
 
@@ -250,7 +250,7 @@ Discover patterns with context (regime, seasonal, sector)
250
250
  Patterns with context metadata
251
251
 
252
252
  ??? info "Source Location"
253
- `lib/sqa/strategy_generator.rb:379`
253
+ [`lib/sqa/strategy_generator.rb:379`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L379)
254
254
 
255
255
  ---
256
256
 
data/docs/api-reference/sqa_strategygenerator_pattern.md CHANGED
@@ -4,7 +4,7 @@
4
4
  Represents a discovered indicator pattern
5
5
 
6
6
  !!! abstract "Source Information"
7
- **Defined in:** `lib/sqa/strategy_generator.rb:69`
7
+ **Defined in:** [`lib/sqa/strategy_generator.rb:69`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L69)
8
8
 
9
9
  **Inherits from:** `Object`
10
10
 
@@ -18,7 +18,7 @@ Returns the value of attribute conditions.
18
18
 
19
19
 
20
20
  ??? info "Source Location"
21
- `lib/sqa/strategy_generator.rb:70`
21
+ [`lib/sqa/strategy_generator.rb:70`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L70)
22
22
 
23
23
  ---
24
24
 
@@ -34,7 +34,7 @@ Sets the attribute conditions
34
34
 
35
35
 
36
36
  ??? info "Source Location"
37
- `lib/sqa/strategy_generator.rb:70`
37
+ [`lib/sqa/strategy_generator.rb:70`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L70)
38
38
 
39
39
  ---
40
40
 
@@ -46,7 +46,7 @@ Returns the value of attribute frequency.
46
46
 
47
47
 
48
48
  ??? info "Source Location"
49
- `lib/sqa/strategy_generator.rb:70`
49
+ [`lib/sqa/strategy_generator.rb:70`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L70)
50
50
 
51
51
  ---
52
52
 
@@ -62,7 +62,7 @@ Sets the attribute frequency
62
62
 
63
63
 
64
64
  ??? info "Source Location"
65
- `lib/sqa/strategy_generator.rb:70`
65
+ [`lib/sqa/strategy_generator.rb:70`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L70)
66
66
 
67
67
  ---
68
68
 
@@ -74,7 +74,7 @@ Returns the value of attribute avg_gain.
74
74
 
75
75
 
76
76
  ??? info "Source Location"
77
- `lib/sqa/strategy_generator.rb:70`
77
+ [`lib/sqa/strategy_generator.rb:70`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L70)
78
78
 
79
79
  ---
80
80
 
@@ -90,7 +90,7 @@ Sets the attribute avg_gain
90
90
 
91
91
 
92
92
  ??? info "Source Location"
93
- `lib/sqa/strategy_generator.rb:70`
93
+ [`lib/sqa/strategy_generator.rb:70`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L70)
94
94
 
95
95
  ---
96
96
 
@@ -102,7 +102,7 @@ Returns the value of attribute avg_holding_days.
102
102
 
103
103
 
104
104
  ??? info "Source Location"
105
- `lib/sqa/strategy_generator.rb:70`
105
+ [`lib/sqa/strategy_generator.rb:70`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L70)
106
106
 
107
107
  ---
108
108
 
@@ -118,7 +118,7 @@ Sets the attribute avg_holding_days
118
118
 
119
119
 
120
120
  ??? info "Source Location"
121
- `lib/sqa/strategy_generator.rb:70`
121
+ [`lib/sqa/strategy_generator.rb:70`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L70)
122
122
 
123
123
  ---
124
124
 
@@ -130,7 +130,7 @@ Returns the value of attribute success_rate.
130
130
 
131
131
 
132
132
  ??? info "Source Location"
133
- `lib/sqa/strategy_generator.rb:70`
133
+ [`lib/sqa/strategy_generator.rb:70`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L70)
134
134
 
135
135
  ---
136
136
 
@@ -146,7 +146,7 @@ Sets the attribute success_rate
146
146
 
147
147
 
148
148
  ??? info "Source Location"
149
- `lib/sqa/strategy_generator.rb:70`
149
+ [`lib/sqa/strategy_generator.rb:70`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L70)
150
150
 
151
151
  ---
152
152
 
@@ -158,7 +158,7 @@ Returns the value of attribute occurrences.
158
158
 
159
159
 
160
160
  ??? info "Source Location"
161
- `lib/sqa/strategy_generator.rb:70`
161
+ [`lib/sqa/strategy_generator.rb:70`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L70)
162
162
 
163
163
  ---
164
164
 
@@ -174,7 +174,7 @@ Sets the attribute occurrences
174
174
 
175
175
 
176
176
  ??? info "Source Location"
177
- `lib/sqa/strategy_generator.rb:70`
177
+ [`lib/sqa/strategy_generator.rb:70`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L70)
178
178
 
179
179
  ---
180
180
 
@@ -186,7 +186,7 @@ Returns the value of attribute context.
186
186
 
187
187
 
188
188
  ??? info "Source Location"
189
- `lib/sqa/strategy_generator.rb:70`
189
+ [`lib/sqa/strategy_generator.rb:70`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L70)
190
190
 
191
191
  ---
192
192
 
@@ -202,7 +202,7 @@ Sets the attribute context
202
202
 
203
203
 
204
204
  ??? info "Source Location"
205
- `lib/sqa/strategy_generator.rb:70`
205
+ [`lib/sqa/strategy_generator.rb:70`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L70)
206
206
 
207
207
  ---
208
208
 
@@ -218,7 +218,7 @@ Sets the attribute context
218
218
  a new instance of Pattern
219
219
 
220
220
  ??? info "Source Location"
221
- `lib/sqa/strategy_generator.rb:74`
221
+ [`lib/sqa/strategy_generator.rb:74`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L74)
222
222
 
223
223
  ---
224
224
 
@@ -228,7 +228,7 @@ Sets the attribute context
228
228
 
229
229
 
230
230
  ??? info "Source Location"
231
- `lib/sqa/strategy_generator.rb:84`
231
+ [`lib/sqa/strategy_generator.rb:84`](https://github.com/madbomber/sqa/blob/main/lib/sqa/strategy_generator.rb#L84)
232
232
 
233
233
  ---
234
234