sqa 0.0.8 → 0.0.10

checksums.yaml

@@ -1,7 +1,7 @@
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data/README.md

@@ -8,6 +8,12 @@ The BUY/SELL signals that it generates are part of a game.  **DO NOT USE** when
 
 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.
 
+### DARU or RedAmber
+
+I'm just really using `daru` for its data frame object;  However, I just learned about the RedAmber data frame object in Ruby based off of Apache Arrow.  I'm going to look at that product since it is actively maintained.
+
+https://github.com/red-data-tools/red_amber
+
 ## Installation
 
 Install the gem and add to the application's Gemfile by executing:

data/Rakefile

@@ -1,4 +1,13 @@
 # frozen_string_literal: true
 
 require "bundler/gem_tasks"
+require "minitest/test_task"
+
+Minitest::TestTask.create(:test) do |t|
+  t.libs << "test"
+  t.libs << "lib"
+  t.warning = false
+  t.test_globs = ["test/**/*_test.rb"]
+end
+
 task default: %i[]

data/checksums/sqa-0.0.10.gem.sha512

@@ -0,0 +1 @@
+2df18c06074d6725d838fcda7a72d5053859cc677898f799215a223720eadfc6eb393ab765b074926040b7509b6bb8e0a0b13e1181b0d1713951445a87ac7a6e

data/checksums/sqa-0.0.9.gem.sha512

@@ -0,0 +1 @@
+2a8a31c1dced7189c4b5c2a53a14fd222b28bad3de103bab088e5a1ee49c3dcb9f9632e8fa84ad11a28749477dfb9b6a79e3b86cb1cd26ac88517b27e3a5ad99

data/lib/sqa/cli.rb

@@ -57,7 +57,7 @@ module SQA
       desc    "Set the directory for the SQA data"
     end
 
-    flag :dump_config do
+    option :dump_config do
       long "--dump-config path_to_file"
       desc "Dump the current configuration"
     end
@@ -156,7 +156,7 @@ module SQA
 
       def remove_temps(a_hash)
         temps = %i[ help version dump ]
-        debug_me{[ :a_hash ]}
+        # debug_me{[ :a_hash ]}
         a_hash.reject{|k, _| temps.include? k}
       end
     end

data/lib/sqa/config.rb

@@ -18,7 +18,9 @@ module SQA
     include Hashie::Extensions::Coercion
     include Hashie::Extensions::Dash::PredefinedValues
 
-    property :config_file   #,  default: Nenv.home + "/.sqa.yml"
+    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
@@ -163,7 +165,15 @@ module SQA
     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}
-	end
+
+
+    #####################################
+    class << self
+      def reset
+        SQA.config = new
+      end
+    end
+  end
 end
 
-SQA.config = SQA::Config.new
+SQA::Config.reset

data/lib/sqa/data_frame/yahoo_finance.rb

@@ -1,28 +1,105 @@
 # lib/sqa/data_frame/yahoo_finance.rb
 # frozen_string_literal: true
 
+require 'faraday'
+require 'nokogiri'
+
 class SQA::DataFrame < Daru::DataFrame
   class YahooFinance
-    def self.load(filename, options={}, &block)
-      df = SQA::DataFrame.load(filename, options={}, &block)
+    CONNECTION  = Faraday.new(url: 'https://finance.yahoo.com')
+    HEADERS     = %i[
+                    timestamp       # 0
+                    open_price      # 1
+                    high_price      # 2
+                    low_price       # 3
+                    close_price     # 4
+                    adj_close_price # 5
+                    volume          # 6
+                  ]
 
-      # 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.
+      # The Yahoo Finance Headers are being remapped so that
+      # the header can be used as a method name to access the
+      # vector.
       #
-      new_names = {
-        "Date"      => :timestamp,
-        "Open"      => :open_price,
-        "High"      => :high_price,
-        "Low"       => :low_price,
-        "Close"     => :close_price,
-        "Adj Close" => :adj_close_price,
-        "Volume"    => :volume
+      HEADER_MAPPING = {
+        "Date"      => HEADERS[0],
+        "Open"      => HEADERS[1],
+        "High"      => HEADERS[2],
+        "Low"       => HEADERS[3],
+        "Close"     => HEADERS[4],
+        "Adj Close" => HEADERS[5],
+        "Volume"    => HEADERS[6]
       }
 
-      df.rename_vectors(new_names)
+    ################################################################
+    def self.load(filename, options={}, &block)
+      df = SQA::DataFrame.load(filename, options={}, &block)
+
+      headers = df.vectors
+
+      if headers.first == HEADERS.first.to_s
+        a_hash = {}
+        HEADERS.each {|k| a_hash[k.to_s] = k}
+        df.rename_vectors(a_hash)
+      else
+        df.rename_vectors(HEADER_MAPPING)
+      end
 
       df
     end
+
+
+    # Scrape the Yahoo Finance website to get recent
+    # historical prices for a specific ticker
+    #
+    # ticker String the security to retrieve
+    # returns a DataFrame
+    #
+    def self.recent(ticker)
+      response  = CONNECTION.get("/quote/#{ticker.upcase}/history")
+      doc       = Nokogiri::HTML(response.body)
+      table     = doc.css('table').first
+      rows      = table.css('tbody tr')
+
+      data = []
+
+      rows.each do |row|
+        cols = row.css('td').map{|c| c&.text}
+        next if cols[1]&.include?("Dividend")
+        cols[0] = Date.parse(cols[0]).to_s
+        cols[6] = cols[6].tr(',','').to_i
+        (1..5).each {|x| cols[x] = cols[x].to_f}
+        data << HEADERS.zip(cols).to_h
+      end
+
+      Daru::DataFrame.new(data)
+    end
+
+
+    # Append update_df rows to the base_df
+    #
+    # base_df is ascending on timestamp
+    # update_df is descending on timestamp
+    #
+    # base_df content came from CSV file downloaded
+    # from Yahoo Finance.
+    #
+    # update_df came from scraping the webpage
+    # at Yahoo Finance for the recent history.
+    #
+    # Returns a combined DataFrame.
+    #
+    def self.append(base_df, updates_df)
+      last_timestamp  = Date.parse base_df.timestamp.last
+      filtered_df     = updates_df.filter_rows { |row| Date.parse(row[:timestamp]) > last_timestamp }
+
+      last_inx = filtered_df.size - 1
+
+      (0..last_inx).each do |x|
+        base_df.add_row filtered_df.row[last_inx-x]
+      end
+
+      base_df
+    end
   end
 end

data/lib/sqa/data_frame.rb

@@ -3,9 +3,39 @@
 
 require_relative  'data_frame/yahoo_finance'
 
+class Daru::DataFrame
+
+  def to_csv(path_to_file, opts={})
+    options = {
+      converters: :numeric
+    }.merge(opts)
+
+    writer = ::CSV.open(path_to_file, 'wb')
+
+    writer << vectors.to_a unless options[:headers] == false
+
+    each_row do |row|
+      writer << if options[:convert_comma]
+                  row.map { |v| v.to_s.tr('.', ',') }
+                else
+                  row.to_a
+                end
+    end
+
+    writer.close
+  end
+end
+
+
+
+
 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)

data/lib/sqa/stock.rb

@@ -8,10 +8,24 @@ class SQA::Stock
   def initialize(ticker:, source: :yahoo_finance, type: :csv)
     @ticker       = ticker.downcase
     @company_name = "Company Name"
-    klass         = "SQA::DataFrame::#{source.to_s.camelize}".constantize
-    filename      = "#{@ticker}.#{type}"
-    @df           = klass.send(:load, filename)
-    @df[:ticker]  = ticker
+    @klass        = "SQA::DataFrame::#{source.to_s.camelize}".constantize
+    @type         = type
+    @filename     = "#{@ticker}.#{type}"
+
+    update_the_dataframe
+  end
+
+
+  def update_the_dataframe
+    df1 = @klass.load(@filename)
+    df2 = @klass.recent(@ticker)
+    @df = @klass.append(df1, df2)
+
+    unless @df.size == df1.size
+      @df.send("to_#{@type}", SQA::DataFrame.path(@filename))
+    end
+
+    @df[:ticker]  = @ticker
   end
 
   def to_s

data/lib/sqa/strategy.rb

@@ -54,4 +54,12 @@ class SQA::Strategy
   end
 end
 
+require_relative 'strategy/common'
+require_relative 'strategy/consensus'
+require_relative 'strategy/ema'
+require_relative 'strategy/mp'
+require_relative 'strategy/mr'
+require_relative 'strategy/random'
+require_relative 'strategy/rsi'
+require_relative 'strategy/sma'
 

data/lib/sqa/version.rb

@@ -4,7 +4,7 @@ require 'sem_version'
 require 'sem_version/core_ext'
 
 module SQA
-  VERSION = "0.0.8"
+  VERSION = "0.0.10"
 
   class << self
     def version

data/lib/sqa.rb

@@ -30,7 +30,13 @@ module SQA
 			# Ran at SQA::Config elaboration time
 			# @@config = Config.new
 
-			CLI.run(argv) 		if defined? CLI
+			if defined? CLI
+				CLI.run(argv)
+			else
+				# There are no real command line parameters
+				# because the sqa gem is be required within
+				# the context of a larger program.
+			end
 
 			Daru.lazy_update 			= config.lazy_update
 			Daru.plotting_library = config.plotting_library

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: sqa
 version: !ruby/object:Gem::Version
-  version: 0.0.8
+  version: 0.0.10
 platform: ruby
 authors:
 - Dewayne VanHoozer
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2023-09-05 00:00:00.000000000 Z
+date: 2023-09-09 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: activesupport
@@ -278,6 +278,7 @@ files:
 - Rakefile
 - bin/sqa
 - checksums/sqa-0.0.1.gem.sha512
+- checksums/sqa-0.0.10.gem.sha512
 - checksums/sqa-0.0.2.gem.sha512
 - checksums/sqa-0.0.3.gem.sha512
 - checksums/sqa-0.0.4.gem.sha512
@@ -285,6 +286,7 @@ files:
 - checksums/sqa-0.0.6.gem.sha512
 - checksums/sqa-0.0.7.gem.sha512
 - checksums/sqa-0.0.8.gem.sha512
+- checksums/sqa-0.0.9.gem.sha512
 - docs/.gitignore
 - docs/README.md
 - docs/average_true_range.md