sqa 0.0.9 → 0.0.10
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- checksums.yaml +4 -4
- data/README.md +6 -0
- data/checksums/sqa-0.0.10.gem.sha512 +1 -0
- data/lib/sqa/data_frame/yahoo_finance.rb +91 -14
- data/lib/sqa/data_frame.rb +30 -0
- data/lib/sqa/stock.rb +18 -4
- data/lib/sqa/version.rb +1 -1
- metadata +3 -2
checksums.yaml
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---
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SHA256:
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metadata.gz:
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data.tar.gz:
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metadata.gz: b699ff032eee80858f9cfc3c3cba7e1ad5c0b537cd9b014085d184f4ce052451
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data.tar.gz: 3c7211690c31b6486718306d7e62fdf71c9466a421cfc694955a64e0d0184e66
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SHA512:
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metadata.gz:
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data.tar.gz:
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metadata.gz: f8a319f9b59ce9af8cccf6ee0cd436e7847db90e95703da13ea50cf33d03cd5c5aeb996b87503f2ddc6f7991f18441be7c49a099377a19a89b6c8bd7ceb4eb3b
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data.tar.gz: 9b7e5b5a16f21d256c44f8a491b6f4bc0b60cc507d9124b49b12d6da9c2e487f64b0f2388ecdc4e0d24e10eb4b4f2fd69f5ca190eb5a4f51af9aba7a1123d6ea
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data/README.md
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@@ -8,6 +8,12 @@ The BUY/SELL signals that it generates are part of a game. **DO NOT USE** when
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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.
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### DARU or RedAmber
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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.
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https://github.com/red-data-tools/red_amber
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## Installation
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Install the gem and add to the application's Gemfile by executing:
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2df18c06074d6725d838fcda7a72d5053859cc677898f799215a223720eadfc6eb393ab765b074926040b7509b6bb8e0a0b13e1181b0d1713951445a87ac7a6e
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# lib/sqa/data_frame/yahoo_finance.rb
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# frozen_string_literal: true
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require 'faraday'
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require 'nokogiri'
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class SQA::DataFrame < Daru::DataFrame
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class YahooFinance
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CONNECTION = Faraday.new(url: 'https://finance.yahoo.com')
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HEADERS = %i[
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timestamp # 0
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open_price # 1
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high_price # 2
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low_price # 3
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close_price # 4
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adj_close_price # 5
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volume # 6
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]
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#
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#
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#
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# The Yahoo Finance Headers are being remapped so that
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# the header can be used as a method name to access the
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# vector.
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#
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"Date" =>
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"Open" =>
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"High" =>
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"Low" =>
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"Close" =>
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"Adj Close" =>
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"Volume" =>
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HEADER_MAPPING = {
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"Date" => HEADERS[0],
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"Open" => HEADERS[1],
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"High" => HEADERS[2],
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"Low" => HEADERS[3],
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"Close" => HEADERS[4],
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"Adj Close" => HEADERS[5],
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"Volume" => HEADERS[6]
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}
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-
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################################################################
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def self.load(filename, options={}, &block)
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df = SQA::DataFrame.load(filename, options={}, &block)
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headers = df.vectors
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if headers.first == HEADERS.first.to_s
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a_hash = {}
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HEADERS.each {|k| a_hash[k.to_s] = k}
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df.rename_vectors(a_hash)
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else
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df.rename_vectors(HEADER_MAPPING)
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end
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df
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end
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# Scrape the Yahoo Finance website to get recent
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# historical prices for a specific ticker
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#
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# ticker String the security to retrieve
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# returns a DataFrame
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#
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def self.recent(ticker)
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response = CONNECTION.get("/quote/#{ticker.upcase}/history")
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doc = Nokogiri::HTML(response.body)
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table = doc.css('table').first
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rows = table.css('tbody tr')
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data = []
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rows.each do |row|
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cols = row.css('td').map{|c| c&.text}
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next if cols[1]&.include?("Dividend")
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cols[0] = Date.parse(cols[0]).to_s
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cols[6] = cols[6].tr(',','').to_i
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(1..5).each {|x| cols[x] = cols[x].to_f}
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data << HEADERS.zip(cols).to_h
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end
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Daru::DataFrame.new(data)
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end
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# Append update_df rows to the base_df
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#
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# base_df is ascending on timestamp
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# update_df is descending on timestamp
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#
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# base_df content came from CSV file downloaded
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# from Yahoo Finance.
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#
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# update_df came from scraping the webpage
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# at Yahoo Finance for the recent history.
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#
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# Returns a combined DataFrame.
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#
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def self.append(base_df, updates_df)
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last_timestamp = Date.parse base_df.timestamp.last
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filtered_df = updates_df.filter_rows { |row| Date.parse(row[:timestamp]) > last_timestamp }
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last_inx = filtered_df.size - 1
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(0..last_inx).each do |x|
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base_df.add_row filtered_df.row[last_inx-x]
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end
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base_df
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end
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end
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end
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data/lib/sqa/data_frame.rb
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require_relative 'data_frame/yahoo_finance'
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class Daru::DataFrame
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def to_csv(path_to_file, opts={})
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options = {
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converters: :numeric
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}.merge(opts)
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writer = ::CSV.open(path_to_file, 'wb')
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writer << vectors.to_a unless options[:headers] == false
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each_row do |row|
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writer << if options[:convert_comma]
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row.map { |v| v.to_s.tr('.', ',') }
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else
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row.to_a
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end
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end
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writer.close
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end
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end
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class SQA::DataFrame < Daru::DataFrame
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#################################################
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def self.path(filename)
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Pathname.new SQA.config.data_dir + filename
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end
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data/lib/sqa/stock.rb
CHANGED
@@ -8,10 +8,24 @@ class SQA::Stock
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def initialize(ticker:, source: :yahoo_finance, type: :csv)
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@ticker = ticker.downcase
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@company_name = "Company Name"
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-
klass
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@
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@klass = "SQA::DataFrame::#{source.to_s.camelize}".constantize
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@type = type
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@filename = "#{@ticker}.#{type}"
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update_the_dataframe
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end
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def update_the_dataframe
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df1 = @klass.load(@filename)
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df2 = @klass.recent(@ticker)
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@df = @klass.append(df1, df2)
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unless @df.size == df1.size
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@df.send("to_#{@type}", SQA::DataFrame.path(@filename))
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end
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@df[:ticker] = @ticker
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end
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def to_s
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data/lib/sqa/version.rb
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metadata
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@@ -1,14 +1,14 @@
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--- !ruby/object:Gem::Specification
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name: sqa
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version: !ruby/object:Gem::Version
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version: 0.0.
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version: 0.0.10
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platform: ruby
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authors:
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- Dewayne VanHoozer
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autorequire:
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bindir: bin
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cert_chain: []
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date: 2023-09-
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date: 2023-09-09 00:00:00.000000000 Z
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dependencies:
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- !ruby/object:Gem::Dependency
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name: activesupport
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@@ -278,6 +278,7 @@ files:
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- Rakefile
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- bin/sqa
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- checksums/sqa-0.0.1.gem.sha512
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- checksums/sqa-0.0.10.gem.sha512
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- checksums/sqa-0.0.2.gem.sha512
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- checksums/sqa-0.0.3.gem.sha512
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- checksums/sqa-0.0.4.gem.sha512
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