sqa 0.0.5 → 0.0.7

checksums.yaml

@@ -1,7 +1,7 @@
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data/bin/sqa

@@ -3,4 +3,4 @@
 require 'sqa'
 require 'sqa/cli'
 
-SQA::CLI.new.run
+SQA.init

data/checksums/sqa-0.0.6.gem.sha512

@@ -0,0 +1 @@
+b9ac08e43011c8c520b11d157e44e6b3a3ac73e6a81bd76ba6f6d6f0bbbdd113c1a9656f11470670406a3734dd3b337f8f82715c4160693284582c3dc8441a85

data/docs/data_frame.md

@@ -13,6 +13,8 @@ There will be Daru extensions and patches made to adapt it to the specific needs
 
 Frankly, Ruby has lost the battle to Python w/r/t data analysis.  The Python equivalent library to Daru is Pandas.  It is actively maintained.  There is a Ruby gem that uses PyCall to access Pandas but it is a few years out of date with open issues.
 
+I am considering extracting the Daru::DataFrame class into a new gem `sqa-Ddata_frame` so that I can more easily make upgrades and refactor the old thing.  It really could use a facelift and a better plugin strategy.  The lib/daru/data_frame.rb is over 3,000 lines long.  There is a lot of method documentation; but, I not really sure that all of those methods are really needed.  We could at least extract each of the methods out into its own file.
+
 ## Creating a DataFrame from a CSV File
 
 A common activity is to use financial websites such as https://finance.yahoo.com to download historical price data for a stock.
@@ -21,6 +23,10 @@ Here is how to create a DataFrame from a CSV file downloaded from Finance.yahoo.
 
 ```ruby
 df = Daru::DataFrame.from_csv('aapl.csv')
+
+# The SQA way uses the file's type to invoke the
+# correct method.
+df = SQA::DataFrame.load(filename)
 ```
 
 The Daru::DataFrame class can be created from many different sources including an ActiveRecord relation -- e.g. you can get you data from a database.
@@ -156,9 +162,3 @@ puts df.ai("Yes; but, should I buy this stock now?")
 ```
 Consulting the magic eight ball cluster.... The future looks cloudy.  You should have bought it 14 days ago when I told you it was on its way up!  Do you ever listen to me?  No!  I slave over these numbers night and day.  I consult the best magic eight ball sources available.  What do I get for my efforts?  Nothing!
 
-
-
-
-
-
-

data/docs/libsvm_file_format.md

@@ -0,0 +1,47 @@
+# libsvm File Format
+
+This file format is used by rumale.
+
+We're choosing the "Adj Close" column as the one that we want to predict.
+
+The libsvm file format is simple.  All values are numberic.
+
+The first entry on a line is the thing that we want to predict.  In this case it is the adjusted closing price.  This is followed by a space.
+
+What follows is a series of data pairs seperated by spaces in the form:
+
+* index:value
+
+where index is the column number and value is the value for that item.
+
+
+```ruby
+require 'csv'
+
+# Read CSV file
+data = CSV.read('input.csv', headers: true)
+
+# Open output file
+output_file = File.open('output.txt', 'w')
+
+# Convert data into libsvm format and write to output file
+data.each do |row|
+  # Get the label (the "close" value)
+  label = row['Adj Close']
+
+  # Start building the libsvm formatted line
+  libsvm_line = "#{label} "
+
+  # Add feature indices and values
+  row.each_with_index do |(column, value), index|
+    next if column == 'Date' || column == 'Adj Close' # Skip irrelevant columns
+    libsvm_line += "#{index}:#{value} "
+  end
+
+  # Write the libsvm formatted line to the output file
+  output_file.puts(libsvm_line)
+end
+
+# Close files
+output_file.close
+```

data/lib/sqa/cli.rb

@@ -4,21 +4,35 @@ require_relative '../sqa'
 
 module SQA
 	class CLI
-		def initialize
-			@args = $ARGV.dup
-		end
-
-		def run
-      stock = Stock.new('aapl')
-
-			puts <<~OUTPUT
-
-        TBD
-        @args => #{@args}
-        stock => #{stock}
-
-			OUTPUT
-		end
+    include Mixlib::CLI
+
+    option :config_file,
+      short:        "-c CONFIG",
+      long:         "--config CONFIG",
+      default:      "~/.sqa.rb",
+      description:  "The configuration file to use"
+
+    option :log_level,
+      short:        "-l LEVEL",
+      long:         "--log_level LEVEL",
+      description:  "Set the log level (debug, info, warn, error, fatal)",
+      required:     true,
+      in:           [:debug, :info, :warn, :error, :fatal],
+      proc:         Proc.new { |l| l.to_sym }
+
+    option :help,
+      short:        "-h",
+      long:         "--help",
+      description:  "Show this message",
+      on:           :tail,
+      boolean:      true,
+      show_options: true,
+      exit:         0
+
+    def run(argv = ARGV)
+      parse_options(argv)
+      SQA::Config.merge!(config)
+    end
 	end
 end
 

data/lib/sqa/data_frame/yahoo_finance.rb

@@ -3,9 +3,13 @@
 
 class SQA::DataFrame < Daru::DataFrame
   class YahooFinance
-    def self.from_csv(ticker)
-      df = SQA::DataFrame.from_csv(ticker)
+    def self.load(filename, options={}, &block)
+      df = SQA::DataFrame.load(filename, options={}, &block)
 
+      # ASSUMPTION: This is the column headers from Yahoo Finance for
+      # CSV files.  If the file type is something different from the
+      # same source, they may not be the same.
+      #
       new_names = {
         "Date"      => :timestamp,
         "Open"      => :open_price,

data/lib/sqa/data_frame.rb

@@ -8,22 +8,20 @@ class SQA::DataFrame < Daru::DataFrame
     SQA::Config.data_dir + filename
   end
 
-  def self.from_csv(ticker)
-    df          = super(path("#{ticker.downcase}.csv"))
-    df[:ticker] = ticker
-    df
-  end
-
-  def self.load(filename)
+  def self.load(filename, options={}, &block)
     source  = path(filename)
     type    = source.extname.downcase
 
     if ".csv" == type
-      @df = Daru::DataFrame.from_csv(source)
+     from_csv(source, options={}, &block)
     elsif ".json" == type
-      @df = Daru::DataFrame.from_json(source)
+      from_json(source, options={}, &block)
+    elsif %w[.txt .dat].include?(type)
+      from_plaintext(source, options={}, &block)
+    elsif ".xls" == type
+      from_excel(source, options={}, &block)
     else
-      raise SQA::BadParamenterError, "supports csv or json only"
+      raise SQA::BadParamenterError, "un-suppod file type: #{type}"
     end
   end
 end

data/lib/sqa/portfolio.rb

@@ -3,7 +3,9 @@
 class SQA::Portfolio
 	attr_accessor :df
 
-	def initialize(filename="portfolio.csv")
+	def initialize(
+				filename = SQA::Config.portfolio_filename
+			)
 		@df = SQA::DataFrame.load(filename)
 	end
 end

data/lib/sqa/stock.rb

@@ -6,10 +6,12 @@ class SQA::Stock
   attr_accessor :ticker
 
   def initialize(ticker:, source: :yahoo_finance, type: :csv)
-    @ticker       = ticker
+    @ticker       = ticker.downcase
     @company_name = "Company Name"
     klass         = "SQA::DataFrame::#{source.to_s.camelize}".constantize
-    @df           = klass.send("from_#{type.downcase}", ticker)
+    filename      = "#{@ticker}.#{type}"
+    @df           = klass.send(:load, filename)
+    @df[:ticker]  = ticker
   end
 
   def to_s

data/lib/sqa/trade.rb

@@ -4,7 +4,9 @@
 class SQA::Trade
 	attr_accessor :df
 
-	def initialize(filename="trades.csv")
+	def initialize(
+				filename = SQA::Config.trades_filename
+			)
 		@df = SQA::DataFrame.load(filename)
 	end
 

data/lib/sqa/version.rb

@@ -2,6 +2,6 @@
 
 module SQA
   module Version
-    VERSION = "0.0.5"
+    VERSION = "0.0.7"
   end
 end

data/lib/sqa.rb

@@ -5,6 +5,7 @@ require 'active_support/core_ext/string'
 require 'daru'
 require 'date'
 require 'descriptive_statistics'
+require 'mixlib/cli'
 require 'mixlib/config'
 require 'nenv'
 require 'pathname'
@@ -36,19 +37,39 @@ module SQA
     extend Mixlib::Config
     config_strict_mode true
 
-    default :data_dir,  				HOME + "sqa_data"
-    default :plotting_library, 	:gruff
-    default :lazy_update,  			false
+    default :data_dir,  					HOME + "sqa_data"
+    default :plotting_library, 		:gruff  # TODO: use svg-graph
+    default :lazy_update,  				false
+    default :portfolio_filename,	"portfolio.csv"
+    default :trades_filename,    	"trades.csv"
+
+  	default :log_level, 	:info
+  	default :config_file, "~/.sqa.rb"
+
 	end
 
 	def self.init
+		SQA::CLI.new.run if defined? SQA::CLI
+
+		Config.config_file 		= Pathname.new homify(Config.config_file)
+
+		Config.from_file(Config.config_file)
+
+		Config.data_dir 			= Pathname.new homify(Config.data_dir)
+
 		Daru.lazy_update 			= Config.lazy_update
 		Daru.plotting_library = Config.plotting_library
 
 		nil
 	end
+
+	def self.homify(filepath)
+		filepath.gsub(/^~/, Nenv.home)
+	end
 end
 
+# require_relative "patches/daru" # TODO: extract Daru::DataFrame in new gem sqa-data_frame
+
 require_relative "sqa/data_frame"
 require_relative "sqa/errors"
 require_relative "sqa/indicator"

metadata

@@ -1,17 +1,17 @@
 --- !ruby/object:Gem::Specification
 name: sqa
 version: !ruby/object:Gem::Version
-  version: 0.0.5
+  version: 0.0.7
 platform: ruby
 authors:
 - Dewayne VanHoozer
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2023-08-18 00:00:00.000000000 Z
+date: 2023-08-19 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
-  name: active_support
+  name: activesupport
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
@@ -53,7 +53,7 @@ dependencies:
       - !ruby/object:Gem::Version
         version: '0'
 - !ruby/object:Gem::Dependency
-  name: gruff
+  name: mixlib-cli
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
@@ -198,6 +198,7 @@ files:
 - checksums/sqa-0.0.3.gem.sha512
 - checksums/sqa-0.0.4.gem.sha512
 - checksums/sqa-0.0.5.gem.sha512
+- checksums/sqa-0.0.6.gem.sha512
 - docs/README.md
 - docs/average_true_range.md
 - docs/bollinger_bands.md
@@ -209,6 +210,7 @@ files:
 - docs/fibonacci_retracement.md
 - docs/head_and_shoulders_pattern.md
 - docs/identify_wave_condition.md
+- docs/libsvm_file_format.md
 - docs/market_profile.md
 - docs/mean_reversion.md
 - docs/momentum.md