sqa 0.0.6 → 0.0.8

data/lib/sqa/analysis.rb

@@ -0,0 +1,306 @@
+# lib/sqa/command/analysis.rb
+
+module SQA
+	class Analysis < CLI
+    include TTY::Option
+
+    command "Analysis"
+
+    desc "Provide an Analysis of a Portfolio"
+
+
+		def initialize
+      # TODO: something
+		end
+	end
+end
+
+__END__
+
+
+
+###################################################
+## This is the old thing that got me started ...
+
+#!/usr/bin/env ruby
+# experiments/stocks/analysis.rb
+#
+# Some technical indicators from FinTech gem
+#
+# optional date CLI option in format YYYY-mm-dd
+# if not present uses Date.today
+#
+
+
+INVEST = 1000.00
+
+require 'pathname'
+
+require_relative 'stock'
+require_relative 'datastore'
+
+
+STOCKS = Pathname.pwd + "stocks.txt"
+TRADES = Pathname.pwd + "trades.csv"
+
+TRADES_FILE = File.open(TRADES, 'a')
+
+unless STOCKS.exist?
+  puts
+  puts "ERROR: The 'stocks.txt' file does not exist."
+  puts
+  exot(-1)
+end
+
+require 'debug_me'
+include DebugMe
+
+require 'csv'
+require 'date'
+require 'tty-table'
+
+require 'fin_tech'
+require 'previous_dow'
+
+class NilClass
+  def blank?() = true
+end
+
+class String
+  def blank?() = strip().empty?
+end
+
+class Array
+  def blank?() = empty?
+end
+
+
+def tickers
+  return @tickers unless @tickers.blank?
+
+  @tickers = []
+
+  STOCKS.readlines.each do |a_line|
+    ticker_symbol = a_line.chomp.strip.split()&.first&.downcase
+    next if ticker_symbol.blank? || '#' == ticker_symbol
+    @tickers << ticker_symbol unless @tickers.include?(ticker_symbol)
+  end
+
+  @tickers.sort!
+end
+
+given_date = ARGV.first ? Date.parse(ARGV.first) : Date.today
+
+start_date  = Date.new(2019, 1, 1)
+end_date    = previous_dow(:friday, given_date)
+
+ASOF = end_date.to_s.tr('-','')
+
+
+#######################################################################
+# download a CSV file from https://query1.finance.yahoo.com
+# given a stock ticker symbol as a String
+# start and end dates
+#
+# For ticker "aapl" the downloaded file will be named "aapl.csv"
+# That filename will be renamed to "aapl_YYYYmmdd.csv" where the
+# date suffix is the end_date of the historical data.
+#
+def download_historical_prices(ticker, start_date, end_date)
+  data_path       = Pathname.pwd + "#{ticker}_#{ASOF}.csv"
+  return if data_path.exist?
+
+  mew_path        = Pathname.pwd + "#{ticker}.csv"
+
+  start_timestamp = start_date.to_time.to_i
+  end_timestamp   = end_date.to_time.to_i
+  ticker_upcase   = ticker.upcase
+  filename        = "#{ticker.downcase}.csv"
+
+  `curl -o #{filename} "https://query1.finance.yahoo.com/v7/finance/download/#{ticker_upcase}?period1=#{start_timestamp}&period2=#{end_timestamp}&interval=1d&events=history&includeAdjustedClose=true"`
+
+  mew_path.rename data_path
+end
+
+
+#######################################################################
+# Read the CSV file associated with the give ticker symbol
+# and the ASOF date.
+#
+def read_csv(ticker)
+  filename  = "#{ticker.downcase}_#{ASOF}.csv"
+  data      = []
+
+  CSV.foreach(filename, headers: true) do |row|
+    data << row.to_h
+  end
+
+  data
+end
+
+##########################
+# record a recommend trade
+
+def trade(ticker, signal, shares, price)
+  TRADES_FILE.puts "#{ticker},#{ASOF},#{signal},#{shares},#{price}"
+end
+
+#######################################################################
+###
+##  Main
+#
+
+
+tickers.each do |ticker|
+  download_historical_prices(ticker, start_date, end_date)
+end
+
+result = {}
+
+mwfd = 14 # moving_window_forcast_days
+
+headers = %w[ Ticker AdjClose Trend Slope M'tum RSI Analysis MACD Target Signal $]
+values  = []
+
+tickers.each do |ticker|
+
+  data            = read_csv ticker
+  prices          = data.map{|r| r["Adj Close"].to_f}
+  volumes         = data.map{|r| r["volume"].to_f}
+
+  if data.blank?
+    puts
+    puts "ERROR: cannot get data for #{ticker}"
+    puts
+    next
+  end
+
+
+  result[ticker]  = {
+    date:       data.last["Date"],
+    adj_close:  data.last["Adj Close"].to_f
+  }
+
+  result[ticker][:market] = FinTech.classify_market_profile(
+                                      volumes.last(mwfd),
+                                      prices.last(mwfd),
+                                      prices.last(mwfd).first,
+                                      prices.last
+                                    )
+
+  fr = FinTech.fibonacci_retracement( prices.last(mwfd).first,
+                                      prices.last).map{|x| x.round(3)}
+
+
+  puts "\n#{result[ticker][:market]} .. #{ticker}\t#{fr}"
+  print "\t"
+  print FinTech.head_and_shoulders_pattern?(prices.last(mwfd))
+  print "\t"
+  print FinTech.double_top_bottom_pattern?(prices.last(mwfd))
+  print "\t"
+  mr = FinTech.mean_reversion?(prices, mwfd, 0.5)
+  print mr
+
+  if mr
+    print "\t"
+    print FinTech.mr_mean(prices, mwfd).round(3)
+  end
+
+  print "\t"
+  print FinTech.identify_wave_condition?(prices, 2*mwfd, 1.0)
+  puts
+
+  print "\t"
+  print FinTech.ema_analysis(prices, mwfd).except(:ema_values)
+
+  puts
+
+  row  = [ ticker ]
+
+  # result[ticker][:moving_averages]  = FinTech.sma(data, mwfd)
+  result[ticker][:trend]              = FinTech.sma_trend(data, mwfd)
+  result[ticker][:momentum]           = FinTech.momentum(prices, mwfd)
+  result[ticker][:rsi]                = FinTech.rsi(data, mwfd)
+  result[ticker][:bollinger_bands]    = FinTech.bollinger_bands(data, mwfd, 2)
+  result[ticker][:macd]               = FinTech.macd(data, mwfd, 2*mwfd, mwfd/2)
+
+  price = result[ticker][:adj_close].round(3)
+
+  row << price
+  row << result[ticker][:trend][:trend]
+  row << result[ticker][:trend][:angle].round(3)
+  row << result[ticker][:momentum].round(3)
+  row << result[ticker][:rsi][:rsi].round(3)
+  row << result[ticker][:rsi][:meaning]
+  row << result[ticker][:macd].first.round(3)
+  row << result[ticker][:macd].last.round(3)
+
+  analysis  = result[ticker][:rsi][:meaning]
+
+  signal    = ""
+  macd_diff = result[ticker][:macd].first
+  target    = result[ticker][:macd].last
+  current   = result[ticker][:adj_close]
+
+  trend_down = "down" == result[ticker][:trend][:trend]
+
+  if current < target
+    signal = "buy" unless "Over Bought" == analysis
+  elsif (current > target) && trend_down
+    signal = "sell" unless "Over Sold" == analysis
+  end
+
+  if "buy" == signal
+    pps     = target - price
+    shares  = INVEST.to_i / price.to_i
+    upside  = (shares * pps).round(2)
+    trade(ticker, signal, shares, price)
+  elsif "sell" == signal
+    pps     = target - price
+    shares  = INVEST.to_i / price.to_i
+    upside  = (shares * pps).round(2)
+    trade(ticker, signal, shares, price)
+  else
+    upside = ""
+  end
+
+  row << signal
+  row << upside
+
+  values << row
+end
+
+# debug_me{[
+#   :result
+# ]}
+
+
+the_table = TTY::Table.new(headers, values)
+
+puts
+puts "Analysis as of Friday Close: #{end_date}"
+
+puts  the_table.render(
+        :unicode,
+        {
+          padding:    [0, 0, 0, 0],
+          alignments: [
+            :left,    # ticker
+            :right,   # adj close
+            :center,  # trend
+            :right,   # slope
+            :right,   # momentum
+            :right,   # rsi
+            :center,  # meaning / analysis
+            :right,   # macd
+            :right,   # target
+            :center,  # signal
+            :right    # upside
+          ],
+        }
+      )
+puts
+
+TRADES_FILE.close
+
+