sqa 0.0.6 → 0.0.8

checksums.yaml

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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

@@ -1 +1 @@
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data/checksums/sqa-0.0.7.gem.sha512

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data/checksums/sqa-0.0.8.gem.sha512

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data/docs/.gitignore

@@ -0,0 +1 @@
+*.html

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  There is a Ruby gem that uses PyCall to access Pandas but it is a few years out of date with open issues.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/docs/predict_next_value.md

@@ -0,0 +1,15 @@
+# Predict Next Value
+
+As a stock quantitative analyst, having a predict next value method on a timeseries array of closing day stock price data would be extremely helpful. This method would enable us to forecast the future values of stock prices based on historical data patterns.
+
+- **Forecasting**: The predict next value method would allow us to predict the future movement of stock prices. By analyzing trends and patterns in the historical data, we can estimate the potential direction and magnitude of future price movements. This forecast can help in making informed investment decisions and developing trading strategies.
+
+- **Risk Management**: Predicting the next value in a timeseries array of stock prices can assist in assessing and managing risks. By having an idea of the potential future price movements, we can identify potential pitfalls and take appropriate measures to mitigate losses. This method would enable us to set stop loss orders or implement hedging strategies to protect our investments.
+
+- **Trading Strategies**: A predict next value method would be invaluable in developing trading strategies. By accurately forecasting future stock price movements, we can identify profitable trading opportunities. For example, if the model predicts an uptrend, we may consider buying stocks, or if it predicts a downtrend, we may consider selling or shorting stocks. This method can help optimize entry and exit points, resulting in improved trading performance.
+
+- **Quantitative Analysis**: As a quantitative analyst, this predictive method provides a quantitative approach to analyzing stock prices. By utilizing mathematical models and statistical techniques, we can determine the probability of various price scenarios. This adds rigor and objectivity to the analysis process, giving us a deeper understanding of the underlying data.
+
+- **Automation and Efficiency**: Automating the predict next value method allows for efficient analysis of large datasets. Instead of manually analyzing each data point, the algorithm can quickly process the time series array of prices and generate predictions. This saves significant time and effort, allowing us to focus on interpreting and using the predictions for decision-making purposes.
+
+In summary, having a predict next value method on a timeseries array of closing day stock price data would be an invaluable tool for a stock quantitative analyst. It would aid in forecasting, risk management, trading strategy development, quantitative analysis, and automation, ultimately enhancing the accuracy and efficiency of our analysis and decision-making processes.

data/lib/patches/daru/category.rb

@@ -0,0 +1,19 @@
+# lib/patches/daru/category.rb
+
+module Daru
+	module Category
+
+		def plotting_lig lib
+			if :svg_graph = lib
+        @plotting_library = lib
+        if Daru.send("has_#{lib}?".to_sym)
+          extend Module.const_get(
+            "Daru::Plotting::Category::#{lib.to_s.capitalize}Library"
+          )
+        end
+			else
+				super
+			end
+		end
+	end
+end

data/lib/patches/daru/data_frame.rb

@@ -0,0 +1,19 @@
+# lib/patches/daru/data_frame.rb
+
+module Daru
+	module DataFrame
+
+		def plotting_lig lib
+			if :svg_graph = lib
+        @plotting_library = lib
+        if Daru.send("has_#{lib}?".to_sym)
+          extend Module.const_get(
+            "Daru::Plotting::DataFrame::#{lib.to_s.capitalize}Library"
+          )
+        end
+			else
+				super
+			end
+		end
+	end
+end

data/lib/patches/daru/plotting/svg-graph/category.rb

@@ -0,0 +1,55 @@
+# lib/patches/daru/plotting/svg-graph/category.rb
+
+# NOTE: Code originally from Gruff
+# TODO: Tailor the code to SvgGraph
+
+module Daru
+  module Plotting
+    module Category
+      module SvgGraphLibrary
+        def plot opts={}
+          type = opts[:type] || :bar
+          size = opts[:size] || 500
+          case type
+          when :bar, :pie, :sidebar
+            plot = send("category_#{type}_plot".to_sym, size, opts[:method])
+          else
+            raise ArgumentError, 'This type of plot is not supported.'
+          end
+          yield plot if block_given?
+          plot
+        end
+
+        private
+
+        def category_bar_plot size, method
+          plot = SvgGraph::Bar.new size
+          method ||= :count
+          dv = frequencies(method)
+          plot.labels = size.times.to_a.zip(dv.index.to_a).to_h
+          plot.data name || :vector, dv.to_a
+          plot
+        end
+
+        def category_pie_plot size, method
+          plot = SvgGraph::Pie.new size
+          method ||= :count
+          frequencies(method).each_with_index do |data, index|
+            plot.data index, data
+          end
+          plot
+        end
+
+        def category_sidebar_plot size, method
+          plot = SvgGraph::SideBar.new size
+          plot.labels = {0 => (name.to_s || 'vector')}
+          method ||= :count
+          frequencies(method).each_with_index do |data, index|
+            plot.data index, data
+          end
+          plot
+        end
+      end
+    end
+  end
+end

data/lib/patches/daru/plotting/svg-graph/dataframe.rb

@@ -0,0 +1,105 @@
+# lib/patches/daru/plotting/svg-graph/dataframe.rb
+
+# NOTE: Code originally from Gruff
+# TODO: Tailor the code to SvgGraph
+
+module Daru
+  module Plotting
+    module DataFrame
+      module SvgGraphLibrary
+        def plot opts={}
+          opts[:type] ||= :line
+          opts[:size] ||= 500
+
+          x     = extract_x_vector  opts[:x]
+          y     = extract_y_vectors opts[:y]
+
+          opts[:type]  = process_type opts[:type], opts[:categorized]
+
+          type = opts[:type]
+
+          if %o[line bar scatter].include? type
+            graph = send("#{type}_plot", size, x, y)
+
+          elsif :scatter_categorized == type
+            graph = scatter_with_category(size, x, y, opts[:categorized])
+
+          else
+            raise ArgumentError, 'This type of plot is not supported.'
+          end
+
+          yield graph if block_given?
+          graph
+        end
+
+        private
+
+        def process_type type, categorized
+          type == :scatter && categorized ? :scatter_categorized : type
+        end
+
+        ##########################################################
+        def line_plot size, x, y
+          plot = SvgGraph::Line.new size
+          plot.labels = size.times.to_a.zip(x).to_h
+          y.each do |vec|
+            plot.data vec.name || :vector, vec.to_a
+          end
+          plot
+        end
+
+        ##########################################################
+        def bar_plot size, x, y
+          plot = SvgGraph::Bar.new size
+          plot.labels = size.times.to_a.zip(x).to_h
+          y.each do |vec|
+            plot.data vec.name || :vector, vec.to_a
+          end
+          plot
+        end
+
+        ##########################################################
+        def scatter_plot size, x, y
+          plot = SvgGraph::Scatter.new size
+          y.each do |vec|
+            plot.data vec.name || :vector, x, vec.to_a
+          end
+          plot
+        end
+
+        ##########################################################
+        def scatter_with_category size, x, y, opts
+          x       = Daru::Vector.new x
+          y       = y.first
+          plot    = SvgGraph::Scatter.new size
+          cat_dv  = self[opts[:by]]
+
+          cat_dv.categories.each do |cat|
+            bools = cat_dv.eq cat
+            plot.data cat, x.where(bools).to_a, y.where(bools).to_a
+          end
+
+          plot
+        end
+
+        def extract_x_vector x_name
+          x_name && self[x_name].to_a || index.to_a
+        end
+
+        def extract_y_vectors y_names
+          y_names =
+            case y_names
+            when nil
+              vectors.to_a
+            when Array
+              y_names
+            else
+              [y_names]
+            end
+
+          y_names.map { |y| self[y] }.select(&:numeric?)
+        end
+      end
+    end
+  end
+end

data/lib/patches/daru/plotting/svg-graph/vector.rb

@@ -0,0 +1,102 @@
+# lib/patches/daru/plotting/svg-graph/vector.rb
+
+# NOTE: Code originally from Gruff
+# TODO: Tailor the code to SvgGraph
+
+module Daru
+  module Plotting
+    module Vector
+      module SvgGraphLibrary
+        def plot opts={}
+          opts[:type]   ||= :line
+          opts[:size]   ||= 500   # SMELL: What is this?
+          opts[:height] ||= 720
+          opts[:width]  ||= 720
+          opts[:title]  ||= name || :vector
+
+          debug_me{[
+            :opts,
+            :self
+          ]}
+
+          if %i[line bar pie scatter sidebar].include? type
+            graph = send("#{type}_plot", opts)
+          else
+            raise ArgumentError, 'This type of plot is not supported.'
+          end
+
+          yield graph if block_given?
+
+          graph
+        end
+
+        private
+
+        ####################################################
+        def line_plot opts={}
+          graph  = SVG::Graph::Line.new opts
+
+          graph.add_data(
+            data:   to_a,
+            title:  opts[:title]
+          )
+
+          graph
+        end
+
+
+        ####################################################
+        def bar_plot opts
+          graph  = SVG::Graph::Bar.new opts
+
+          graph.add_data(
+            data:   to_a,
+            title:  opts[:title]
+          )
+
+          graph
+        end
+
+
+        ####################################################
+        def pie_plot opts
+          graph  = SVG::Graph::Pie.new opts
+
+          graph.add_data(
+            data:   to_a,
+            title:  opts[:title]
+          )
+
+          graph
+        end
+
+
+        ####################################################
+        def scatter_plot size
+          graph  = SVG::Graph::Plot.new opts
+
+
+          graph.add_data(
+            data:   to_a.zip(index.to_a)
+            title:  opts[:title]
+          )
+
+          graph
+        end
+
+
+        ####################################################
+        def sidebar_plot size
+          graph  = SVG::Graph::BarHorizontal.new opts
+
+          graph.add_data(
+            data:   to_a,
+            title:  opts[:title]
+          )
+
+          graph
+        end
+      end
+    end
+  end
+end

data/lib/patches/daru/plotting/svg-graph.rb

@@ -0,0 +1,7 @@
+# lib/patches/daru/plotting/svg-graph.rb
+
+require 'svg-graph'
+
+require_relative 'SvgGraph/category.rb'
+require_relative 'SvgGraph/vector.rb'
+require_relative 'SvgGraph/dataframe.rb'

data/lib/patches/daru/vector.rb

@@ -0,0 +1,19 @@
+# lib/patches/daru/vector.rb
+
+module Daru
+	module Vector
+
+		def plotting_lig lib
+			if :svg_graph = lib
+        @plotting_library = lib
+        if Daru.send("has_#{lib}?".to_sym)
+          extend Module.const_get(
+            "Daru::Plotting::Vector::#{lib.to_s.capitalize}Library"
+          )
+        end
+			else
+				super
+			end
+		end
+	end
+end

data/lib/patches/daru.rb

@@ -0,0 +1,19 @@
+# lib/patches/daru.rb
+
+require_relative 'daru/category'
+require_relative 'daru/data_frame'
+require_relative 'daru/vector'
+
+module Daru
+	create_has_library :svg_graph
+
+  class << self
+		def plotting_library lib
+			if :svg_graph = lib
+				@plotting_library = lib
+			else
+				super
+			end
+		end
+	end
+end