sqa 0.0.7 → 0.0.9

data/lib/sqa/cli.rb

@@ -1,324 +1,173 @@
 # lib/sqa/cli.rb
 
-require_relative '../sqa'
-
-module SQA
-	class CLI
-    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
-
-__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
-
+require 'tty-option'
 
-def tickers
-  return @tickers unless @tickers.blank?
+require_relative '../sqa'
 
-  @tickers = []
+# SMELL:  Architectyre has become confused between CLI and Command
 
-  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
+# TODO: Fix the mess between CLI and Command
 
-  @tickers.sort!
-end
 
-given_date = ARGV.first ? Date.parse(ARGV.first) : Date.today
+module SQA
+	class CLI
+    include TTY::Option
 
-start_date  = Date.new(2019, 1, 1)
-end_date    = previous_dow(:friday, given_date)
+    header "Stock Quantitative Analysis (SQA)"
+    footer "WARNING: This is a toy, a play thing, not intended for serious use."
 
-ASOF = end_date.to_s.tr('-','')
+    program "sqa"
+    desc    "A collection of things"
 
+    example "sqa -c ~/.sqa.yml -p portfolio.csv -t trades.csv --data-dir ~/sqa_data"
 
-#######################################################################
-# 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"
+    option :config_file do
+      short "-c string"
+      long  "--config string"
+      desc  "Path to the config file"
+    end
 
-  start_timestamp = start_date.to_time.to_i
-  end_timestamp   = end_date.to_time.to_i
-  ticker_upcase   = ticker.upcase
-  filename        = "#{ticker.downcase}.csv"
+    option :log_level do
+      short   "-l string"
+      long    "--log_level string"
+      # default SQA.config.log_level
+      desc    "Set the log level (debug, info, warn, error, fatal)"
+    end
 
-  `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"`
+    option :portfolio do
+      short   "-p string"
+      long    "--portfolio string"
+      # default SQA.config.portfolio_filename
+      desc    "Set the filename of the portfolio"
+    end
 
-  mew_path.rename data_path
-end
 
+    option :trades do
+      short   "-t string"
+      long    "--trades string"
+      # default SQA.config.trades_filename
+      desc    "Set the filename into which trades are stored"
+    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
+    option :data_dir do
+      long    "--data-dir string"
+      # default SQA.config.data_dir
+      desc    "Set the directory for the SQA data"
+    end
 
-  data
-end
+    option :dump_config do
+      long "--dump-config path_to_file"
+      desc "Dump the current configuration"
+    end
 
-##########################
-# record a recommend trade
+    flag :help do
+      short "-h"
+      long "--help"
+      desc "Print usage"
+    end
 
-def trade(ticker, signal, shares, price)
-  TRADES_FILE.puts "#{ticker},#{ASOF},#{signal},#{shares},#{price}"
-end
+    flag :version do
+      long "--version"
+      desc "Print version"
+    end
 
-#######################################################################
-###
-##  Main
-#
+    flag :debug do
+      short   "-d"
+      long    "--debug"
+      # default SQA.config.debug
+      desc    "Turn on debugging output"
+    end
 
+    flag :verbose do
+      short   "-v"
+      long    "--verbose"
+      # default SQA.config.debug
+      desc    "Print verbosely"
+    end
 
-tickers.each do |ticker|
-  download_historical_prices(ticker, start_date, end_date)
+    class << self
+      @@subclasses          = []
+      @@commands_available  = []
+
+      def names
+        '['+ @@commands_available.join('|')+']'
+      end
+
+      def inherited(subclass)
+        super
+        @@subclasses          << subclass
+        @@commands_available  << subclass.command.join
+      end
+
+      def command_descriptions
+        help_block = "Optional Command Available:"
+
+        @@commands_available.size.times do |x|
+          klass = @@subclasses[x]
+          help_block << "\n  " + @@commands_available[x] + " - "
+          help_block << klass.desc.join
+        end
+
+        help_block
+      end
+
+
+      ##################################################
+      def run(argv = ARGV)
+        cli    = new
+        parser = cli.parse(argv)
+        params = parser.params
+
+        if params[:help]
+          print parser.help
+          exit(0)
+
+        elsif params.errors.any?
+          puts params.errors.summary
+          exit(1)
+
+        elsif params[:version]
+          puts SQA.version
+          exit(0)
+
+        elsif params[:dump_config]
+          SQA.config.config_file  = params[:dump_config]
+          `touch #{SQA.config.config_file}`
+          SQA.config.dump_file
+          exit(0)
+
+        elsif params[:config_file]
+          # Override the defaults <- envars <- config file content
+          SQA.config.config_file = params[:config_file]
+          SQA.config.from_file
+        end
+
+        # Override the defaults <- envars <- config file <- cli parameters
+        SQA.config.merge!(remove_temps params.to_h)
+
+        if SQA.debug? || SQA.verbose?
+          debug_me("config after CLI parameters"){[
+            "SQA.config"
+          ]}
+        end
+      end
+
+      def remove_temps(a_hash)
+        temps = %i[ help version dump ]
+        # debug_me{[ :a_hash ]}
+        a_hash.reject{|k, _| temps.include? k}
+      end
+    end
+	end
 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
+require_relative 'analysis'
+require_relative 'web'
 
-# 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
+# First Load TTY-Option's command content with all available commands
+# then these have access to the entire ObjectSpace ...
+SQA::CLI.command SQA::CLI.names
+SQA::CLI.example SQA::CLI.command_descriptions
 

data/lib/sqa/config.rb

@@ -0,0 +1,179 @@
+# lib/sqa/config.rb
+
+# The hierarchies of values should be:
+#   default
+#   envar ..... overrides default
+#   config file ..... overrides envar
+#   command line parameters ...... overrides config file
+
+require 'hashie'
+require 'yaml'
+require 'json'
+require 'toml-rb'
+
+
+module SQA
+	class Config < Hashie::Dash
+    include Hashie::Extensions::Dash::PropertyTranslation
+    include Hashie::Extensions::Coercion
+    include Hashie::Extensions::Dash::PredefinedValues
+
+    property :config_file   #,a String filepath for the current config overriden by cli options
+    property :dump_config   # a String filepath into which to dump the current config
+
+    property :data_dir,     default: Nenv.home + "/sqa_data"
+
+    # TODO: If no path is given, these files will be in
+    #       data directory, otherwise, use the given path
+    property :portfolio_filename, from: :portfolio, default: "portfolio.csv"
+    property :trades_filename,    from: :trades,    default: "trades.csv"
+
+    property :log_level,    default: :info,  coerce: Symbol, values: %i[debug info warn error fatal]
+
+    # TODO: need a custom proc since there is no Boolean class in Ruby
+    property :debug,        default: false  #, coerce: Boolean
+    property :verbose,      default: false  #, coerce: Boolean
+
+    # TODO: use svggraph
+    property :plotting_library, from: :plot_lib,  default: :gruff, coerce: Symbol
+    property :lazy_update,      from: :lazy,      default: false
+
+
+    coerce_key :debug, ->(v) do
+      case v
+      when String
+        !!(v =~ /\A(true|t|yes|y|1)\z/i)
+      when Numeric
+        !v.to_i.zero?
+      else
+        v == true
+      end
+    end
+
+    coerce_key :verbose, ->(v) do
+      case v
+      when String
+        !!(v =~ /\A(true|t|yes|y|1)\z/i)
+      when Numeric
+        !v.to_i.zero?
+      else
+        v == true
+      end
+    end
+
+    ########################################################
+    def initialize(a_hash={})
+      super(a_hash)
+      override_with_envars
+    end
+
+    def debug?    = debug
+    def verbose?  = verbose
+
+
+    ########################################################
+    def from_file
+      return if config_file.nil?
+
+      if  File.exist?(config_file)    &&
+          File.file?(config_file)     &&
+          File.readable?(config_file)
+        type = File.extname(config_file).downcase
+      else
+        type = "invalid"
+      end
+
+      # TODO: arrange order in mostly often used
+
+      if ".json" == type
+        form_json
+
+      elsif %w[.yml .yaml].include?(type)
+        from_yaml
+
+      elsif ".toml" == type
+        from_toml
+
+      else
+        raise BadParameterError, "Invalid Config File: #{config_file}"
+      end
+    end
+
+    def dump_file
+      if config_file.nil?
+        raise BadParameterError, "No config file given"
+      end
+
+      if  File.exist?(config_file)    &&
+          File.file?(config_file)     &&
+          File.writable?(config_file)
+        type = File.extname(config_file).downcase
+      else
+        type = "invalid"
+      end
+
+      if ".json" == type
+        dump_json
+
+      elsif %w[.yml .yaml].include?(type)
+        dump_yaml
+
+      elsif ".toml" == type
+        dump_toml
+
+      else
+        raise BadParameterError, "Invalid Config File: #{config_file}"
+      end
+    end
+
+
+    ########################################################
+    private
+
+    def override_with_envars(prefix = "SQA_")
+      keys.each do |key|
+        envar = ENV["#{prefix}#{key.to_s.upcase}"]
+        send("#{key}=", envar) unless envar.nil?
+      end
+    end
+
+
+    #####################################
+    ## override values from a config file
+
+    def from_json
+      incoming  = ::JSON.load(File.open(config_file).read)
+      debug_me{[ :incoming ]}
+    end
+
+    def from_toml
+      incoming  = TomlRB.load_file(config_file)
+      debug_me{[ :incoming ]}
+    end
+
+    def from_yaml
+      incoming = ::YAML.load_file(config_file)
+      debug_me{[ :incoming ]}
+      merge! incoming
+    end
+
+
+    #####################################
+    ## dump values to a config file
+
+    def as_hash   = to_h.reject{|k, _| :config_file == k}
+    def dump_json = File.open(config_file, "w") { |f| f.write JSON.pretty_generate(as_hash)}
+    def dump_toml = File.open(config_file, "w") { |f| f.write TomlRB.dump(as_hash)}
+    def dump_yaml = File.open(config_file, "w") { |f| f.write as_hash.to_yaml}
+
+
+    #####################################
+    class << self
+      def reset
+        SQA.config = new
+      end
+    end
+  end
+end
+
+SQA::Config.reset

data/lib/sqa/constants.rb

@@ -0,0 +1,23 @@
+# lib/sqa/constants.rb
+
+module SQA
+	module Constants
+		Signal = {
+			hold: 0,
+			buy: 	1,
+			sell: 2
+		}.freeze
+
+		Trend = {
+			up: 	0,
+			down: 1
+		}.freeze
+
+		Swing = {
+			valley: 0,
+			peak: 	1,
+		}.freeze
+	end
+
+	include Constants
+end

data/lib/sqa/data_frame.rb

@@ -5,7 +5,7 @@ require_relative  'data_frame/yahoo_finance'
 
 class SQA::DataFrame < Daru::DataFrame
   def self.path(filename)
-    SQA::Config.data_dir + filename
+    Pathname.new SQA.config.data_dir + filename
   end
 
   def self.load(filename, options={}, &block)