sqa 0.0.9 → 0.0.11

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/checksums/sqa-0.0.10.gem.sha512

@@ -0,0 +1 @@
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data/checksums/sqa-0.0.11.gem.sha512

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data/lib/sqa/data_frame/yahoo_finance.rb

@@ -1,28 +1,115 @@
 # 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     = [
+                    :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.children[0].text}
+
+        next unless 7 == cols.size
+        next if cols[1]&.include?("Dividend")
+
+        if cols.any?(nil)
+          debug_me('== ERROR =='){[
+            :cols
+          ]}
+          next
+        end
+
+        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

@@ -3,7 +3,37 @@
 
 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)
     Pathname.new SQA.config.data_dir + filename
   end

data/lib/sqa/indicator/predict_next_value.rb

@@ -60,4 +60,29 @@ class SQA::Indicator; class << self
     result
   end
 
+
+  def pnv3(prices, prediction_window)
+    predicted_prices  = []
+    known             = prices.last(prediction_window+2).dup
+
+    # Loop through the prediction window size
+    (1..prediction_window).each do |x|
+      current_price = known.last
+
+      # Calculate the percentage change between the current price and its previous price
+      percentage_change = (current_price - known[-1]) / known[-1] # .to_f
+
+      # Calculate the predicted price based on the percentage change
+      predicted_price = current_price + (current_price * percentage_change)
+      predicted_prices.unshift(predicted_price)
+
+      # Update the prices array for the next iteration
+      known.pop
+    end
+
+    predicted_prices
+  end
+
+
+
 end; end

data/lib/sqa/stock.rb

@@ -8,10 +8,26 @@ 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)
+
+    if @df.nrows > df1.nrows
+      @df.send("to_#{@type}", SQA::DataFrame.path(@filename))
+    end
+
+    # Adding a ticker vector in case I want to do
+    # some multi-stock analysis in the same data frame.
+    @df[:ticker]  = @ticker
   end
 
   def to_s

data/lib/sqa/version.rb

@@ -4,7 +4,7 @@ require 'sem_version'
 require 'sem_version/core_ext'
 
 module SQA
-  VERSION = "0.0.9"
+  VERSION = "0.0.11"
 
   class << self
     def version

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: sqa
 version: !ruby/object:Gem::Version
-  version: 0.0.9
+  version: 0.0.11
 platform: ruby
 authors:
 - Dewayne VanHoozer
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2023-09-08 00:00:00.000000000 Z
+date: 2023-09-13 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: activesupport
@@ -278,6 +278,8 @@ files:
 - Rakefile
 - bin/sqa
 - checksums/sqa-0.0.1.gem.sha512
+- checksums/sqa-0.0.10.gem.sha512
+- checksums/sqa-0.0.11.gem.sha512
 - checksums/sqa-0.0.2.gem.sha512
 - checksums/sqa-0.0.3.gem.sha512
 - checksums/sqa-0.0.4.gem.sha512