sqa 0.0.4 → 0.0.6

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Files changed (12) hide show
  1. checksums.yaml +4 -4
  2. data/README.md +90 -4
  3. data/checksums/sqa-0.0.5.gem.sha512 +1 -0
  4. data/checksums/sqa-0.0.6.gem.sha512 +1 -0
  5. data/lib/sqa/data_frame.rb +13 -0
  6. data/lib/sqa/portfolio.rb +9 -0
  7. data/lib/sqa/trade.rb +24 -0
  8. data/lib/sqa/version.rb +1 -1
  9. data/lib/sqa.rb +18 -4
  10. metadata +176 -5
  11. data/lib/sqa/protfolio.rb +0 -8
  12. /data/lib/sqa/{strategyREADME.md → strategy/README.md} +0 -0
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data/README.md CHANGED
@@ -4,23 +4,109 @@ This is a very simplistic set of tools for running technical analysis on a stock
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  The BUY/SELL signals that it generates are part of a game. **DO NOT USE** when real money is at stake.
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+ ## This is a Work in Progress
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+
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+ I'm making use of lots of gems which may not be part of the gemspec at this time. I will be adding them as they make the final cut as to fitness for the intended function. Some gems are configurable. For example the default for the plotting library is `gruff`. There are several available that the `daru` gem can use.
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+
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  ## Installation
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  Install the gem and add to the application's Gemfile by executing:
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- $ bundle add sqa
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+ bundle add sqa
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  If bundler is not being used to manage dependencies, install the gem by executing:
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- $ gem install sqa
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+ gem install sqa
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+
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+ ## ShoutOut To `daru`
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+
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+ **D**ata **A**nalysis in **RU**by
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+
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+ http://github.com/v0dro/daru
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+
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+ Its `DataFrame` class is a very interesting in memory data structure.
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  ## Usage
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- Do not use!
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+ **Do not use!**
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+
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+ ## Playing in IRB
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+
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+ You can play around in IRB with the SQA framework in two different areas. First is the stocks and indicators. The second is with trading strategies.
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+
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+ ### With Stocks and Indicators
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+
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+ You will need some CSV files.
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+
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+ #### Get Historical Prices
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+
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+ Go to https::/finance.yahoo.com and down some historical price data for your favorite stocks. Put those CSV files in to the `sqa_data` directory in your HOME directory.
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+
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+ You may need to create a `portfolio.csv` file or you may not. TODO
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+
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+ The CSV files will be named by the stock's ticker symbol. For example: AAPL.csv
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+
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+ ```ruby
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+ require 'sqa'
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+ # TODO: See the documentation on configurable items
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+ # Omit to use defaults
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+ SQA::Config.from_file(path_to_config_file)
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+
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+ # initialize framework from configuration values
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+ SQA.init
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+
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+ aapl = SQA::Stock.new('aapl')
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+ ```
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+
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+ `aapl.df` is the Daru::DataFrame
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+ see the `daru` gem for how to manipulate the DataFrame
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+ The SQA::Indicator class methods use Arrays not the DataFrame
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+ Here is an example:
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+
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+
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+ ```ruby
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+ prices = aapl.df.adj_close_price.to_a
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+ period = 14 # size of the window in prices to analyze
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+
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+ rsi = SQA::Indicator.rsi(prices, period)
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+ ```
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+
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+ ### With Strategies
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+
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+ The strategies work off of an Object that contains the information required to make its recommendation. Build on the previous Ruby snippet ...
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+
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+ ```ruby
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+ require 'ostruct'
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+ vector = OpenStruct.new
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+ vector.rsi = rsi
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+
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+ # Load some trading strategies
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+ ss = SWA::Strategy.new
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+ ss.auto_load # loads everything in the lib/sqa/strategy folder
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+
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+ # Select some strategies to execute
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+ ss.add SWA::Strategy::Random # 3-sided coin flip
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+ ss.add SQA::Strategy::RSI
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+
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+ # This is an Array with each "trade" method
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+ # that is defined in each strategy added
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+ ss.strategies
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+
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+ # Execute those strategies
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+ results = ss.execute(vector)
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+ ```
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+
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+ `results` is an Array with an entry for each strategy executed. The entries are either :buy, :sell or :hold.
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+
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+ Currently the strategies are executed sequentially so the results can easily be mapped back to which strategy produced which result. In the future that will change so that the strategies are executed concurrently. When that change is introduced the entries in the `results` object will change -- most likely to an Array of Hashes.
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+
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+ ### See my **experiments** Repository in the **stocks** Directory
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+ I have a program `analysis.rb` that I'm writing along with this `sqa` gem. Its intended as a practical example/test case for how the gem can be used to analyze a complete portfolio one stock at a time.
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  ## Contributing
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- I can always use some help on this stuff. Got an idea for a new metric or analysis? Want to improve the math? Make the signals better? Let's collaborate!
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+ I can always use some help on this stuff. Got an idea for a new indicator or strategy? Want to improve the math? Make the signals better? Let's collaborate!
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  Bug reports and pull requests are welcome on GitHub at https://github.com/MadBomber/sqa.
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data/checksums/sqa-0.0.5.gem.sha512 ADDED
@@ -0,0 +1 @@
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+ a307251c474edb1367cd0d0a7d2cc663acf98052d070273ff157a155370f87cb43fe10c33403fa53e7b07c9a649d00ef12013c7194fd19ee73c1955e0146b046
data/checksums/sqa-0.0.6.gem.sha512 ADDED
@@ -0,0 +1 @@
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+ f6678bb151447404c35d32d0dfe864bba5a4a0d4007b8f6f706d3de6e7415014881bca566320b80c62019f38cc1f3d2ca575c74c045a31bc23e2fb16ca87e0c2
data/lib/sqa/data_frame.rb CHANGED
@@ -13,4 +13,17 @@ class SQA::DataFrame < Daru::DataFrame
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  df[:ticker] = ticker
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  df
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  end
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+
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+ def self.load(filename)
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+ source = path(filename)
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+ type = source.extname.downcase
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+
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+ if ".csv" == type
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+ @df = Daru::DataFrame.from_csv(source)
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+ elsif ".json" == type
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+ @df = Daru::DataFrame.from_json(source)
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+ else
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+ raise SQA::BadParamenterError, "supports csv or json only"
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+ end
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+ end
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  end
data/lib/sqa/portfolio.rb ADDED
@@ -0,0 +1,9 @@
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+ # lib/sqa/portfolio.rb
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+
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+ class SQA::Portfolio
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+ attr_accessor :df
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+
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+ def initialize(filename="portfolio.csv")
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+ @df = SQA::DataFrame.load(filename)
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+ end
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+ end
data/lib/sqa/trade.rb ADDED
@@ -0,0 +1,24 @@
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+ # lib/sqa/trade.rb
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+
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+
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+ class SQA::Trade
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+ attr_accessor :df
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+
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+ def initialize(filename="trades.csv")
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+ @df = SQA::DataFrame.load(filename)
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+ end
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+
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+ def place(signal, ticker, shares, price=nil)
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+ # TODO: insert row into @df
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+
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+ uuid = rand(100000) # FIXME: place holder
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+ end
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+
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+ def confirm(uuid, shares, price)
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+ # TODO: update the row in the data frame
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+ end
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+
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+ def save
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+ # TODO: save the data frame
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+ end
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+ end
data/lib/sqa/version.rb CHANGED
@@ -2,6 +2,6 @@
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  module SQA
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  module Version
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- VERSION = "0.0.4"
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+ VERSION = "0.0.6"
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  end
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  end
data/lib/sqa.rb CHANGED
@@ -4,10 +4,6 @@ require 'active_support'
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  require 'active_support/core_ext/string'
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  require 'daru'
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  require 'date'
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-
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- require 'debug_me'
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- include DebugMe
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-
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  require 'descriptive_statistics'
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  require 'mixlib/config'
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  require 'nenv'
@@ -20,6 +16,22 @@ end
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  module SQA
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+ Signal = {
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+ hold: 0,
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+ buy: 1,
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+ sell: 2
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+ }.freeze
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+
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+ Trend = {
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+ up: 0,
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+ down: 1
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+ }.freeze
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+
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+ Swing = {
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+ valley: 0,
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+ peak: 1,
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+ }.freeze
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+
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  module Config
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  extend Mixlib::Config
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  config_strict_mode true
@@ -40,8 +52,10 @@ end
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  require_relative "sqa/data_frame"
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  require_relative "sqa/errors"
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  require_relative "sqa/indicator"
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+ require_relative "sqa/portfolio"
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  require_relative "sqa/strategy"
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  require_relative "sqa/stock"
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+ require_relative "sqa/trade"
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  require_relative "sqa/version"
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metadata CHANGED
@@ -1,15 +1,183 @@
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  --- !ruby/object:Gem::Specification
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  name: sqa
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  version: !ruby/object:Gem::Version
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- version: 0.0.4
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+ version: 0.0.6
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  platform: ruby
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  authors:
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  - Dewayne VanHoozer
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  autorequire:
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  bindir: bin
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  cert_chain: []
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- date: 2023-08-17 00:00:00.000000000 Z
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- dependencies: []
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+ date: 2023-08-18 00:00:00.000000000 Z
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+ dependencies:
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+ - !ruby/object:Gem::Dependency
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+ name: activesupport
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+ requirement: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ type: :runtime
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+ prerelease: false
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+ version_requirements: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ - !ruby/object:Gem::Dependency
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+ name: daru
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+ requirement: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ type: :runtime
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+ prerelease: false
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+ version_requirements: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ - !ruby/object:Gem::Dependency
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+ name: descriptive_statistics
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+ requirement: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ type: :runtime
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+ prerelease: false
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+ version_requirements: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ - !ruby/object:Gem::Dependency
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+ name: gruff
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+ requirement: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ type: :runtime
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+ prerelease: false
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+ version_requirements: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ - !ruby/object:Gem::Dependency
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+ name: mixlib-config
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+ requirement: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ type: :runtime
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+ prerelease: false
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+ version_requirements: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ - !ruby/object:Gem::Dependency
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+ name: nenv
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+ requirement: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ type: :runtime
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+ prerelease: false
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+ version_requirements: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ - !ruby/object:Gem::Dependency
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+ name: version_gem
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+ requirement: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ type: :runtime
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+ prerelease: false
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+ version_requirements: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ - !ruby/object:Gem::Dependency
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+ name: amazing_print
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+ requirement: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ type: :development
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+ prerelease: false
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+ version_requirements: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ - !ruby/object:Gem::Dependency
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+ name: bundler
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+ requirement: !ruby/object:Gem::Requirement
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+ requirements:
129
+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ type: :development
133
+ prerelease: false
134
+ version_requirements: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ - !ruby/object:Gem::Dependency
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+ name: debug_me
141
+ requirement: !ruby/object:Gem::Requirement
142
+ requirements:
143
+ - - ">="
144
+ - !ruby/object:Gem::Version
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+ version: '0'
146
+ type: :development
147
+ prerelease: false
148
+ version_requirements: !ruby/object:Gem::Requirement
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+ requirements:
150
+ - - ">="
151
+ - !ruby/object:Gem::Version
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+ version: '0'
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+ - !ruby/object:Gem::Dependency
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+ name: minitest
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+ requirement: !ruby/object:Gem::Requirement
156
+ requirements:
157
+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ type: :development
161
+ prerelease: false
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+ version_requirements: !ruby/object:Gem::Requirement
163
+ requirements:
164
+ - - ">="
165
+ - !ruby/object:Gem::Version
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+ version: '0'
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+ - !ruby/object:Gem::Dependency
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+ name: rake
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+ requirement: !ruby/object:Gem::Requirement
170
+ requirements:
171
+ - - ">="
172
+ - !ruby/object:Gem::Version
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+ version: '0'
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+ type: :development
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+ prerelease: false
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+ version_requirements: !ruby/object:Gem::Requirement
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+ requirements:
178
+ - - ">="
179
+ - !ruby/object:Gem::Version
180
+ version: '0'
13
181
  description: Simplistic playpen (e.g. not for serious use) for doing technical analysis
14
182
  of stock prices.
15
183
  email:
@@ -29,6 +197,8 @@ files:
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197
  - checksums/sqa-0.0.2.gem.sha512
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198
  - checksums/sqa-0.0.3.gem.sha512
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199
  - checksums/sqa-0.0.4.gem.sha512
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+ - checksums/sqa-0.0.5.gem.sha512
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+ - checksums/sqa-0.0.6.gem.sha512
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  - docs/README.md
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203
  - docs/average_true_range.md
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  - docs/bollinger_bands.md
@@ -78,9 +248,10 @@ files:
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  - lib/sqa/indicator/simple_moving_average_trend.rb
79
249
  - lib/sqa/indicator/stochastic_oscillator.rb
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250
  - lib/sqa/indicator/true_range.rb
81
- - lib/sqa/protfolio.rb
251
+ - lib/sqa/portfolio.rb
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252
  - lib/sqa/stock.rb
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253
  - lib/sqa/strategy.rb
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+ - lib/sqa/strategy/README.md
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  - lib/sqa/strategy/common.rb
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256
  - lib/sqa/strategy/consensus.rb
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257
  - lib/sqa/strategy/ema.rb
@@ -90,7 +261,7 @@ files:
90
261
  - lib/sqa/strategy/random.rb
91
262
  - lib/sqa/strategy/rsi.rb
92
263
  - lib/sqa/strategy/sma.rb
93
- - lib/sqa/strategyREADME.md
264
+ - lib/sqa/trade.rb
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265
  - lib/sqa/version.rb
95
266
  homepage: https://github.com/MadBomber/sqa
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  licenses:
data/lib/sqa/protfolio.rb DELETED
@@ -1,8 +0,0 @@
1
- # lib/sqa/portfolio.rb
2
-
3
- # A collection of stocks
4
- # primary id is ticker its unique
5
-
6
- class SQA::Portfolio < ActiveRecord::Base
7
- has_many :stocks # use ticker as the foreign key
8
- end
/data/lib/sqa/{strategyREADME.md → strategy/README.md} RENAMED
File without changes