sqa 0.0.11 → 0.0.12

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: a524561e1371d56e98fb6f217ba88e377c142e06b93233eeae92cf9adeff3687
-  data.tar.gz: ce938d1e68f85f66da30e22428c166f28c8ea13cd93c9d8a42255390f645c034
+  metadata.gz: 39185fb1deccd8cc248d4ad776b724ea5ebe1a7e93fdc1d6ada4f53661a55bba
+  data.tar.gz: 3b394f997cdcdd67ec9eced2cd7bc08c1af2b407b8945e1a76e0383591ca3495
 SHA512:
-  metadata.gz: f88857d621fc46c3d5af5e0e3735304ee1f390cf5dd9ceceab25741eed080287ecdd6f46113e91ebed832baef9e78c99222cd84f6e4c2e666b0bb8a1fa82bb97
-  data.tar.gz: b462fe96808649c282e4ff2eddde19b0dadb8ff22e598d6b64064262e47231504ae2bef27a21960a9660ce52dbd92e0691cc5f47eb0df857b50ff4f2d3779fc1
+  metadata.gz: 3d805f6db11375738db0cdad8385f7a74c26c3fba39f0a7aa88593532e1127af7c4c690844eae56f6203696743e1b655bb9d996f2e71745cefb4f04227bbe622
+  data.tar.gz: c52327bfbf15f25159a14af31be0881112e169dc73dbdab7d7c7ac7519208e366314e4ab6bd31d44134fbda5238dc7b56e553dcc8c7d231938b78af3ec17d137

data/checksums/sqa-0.0.12.gem.sha512

@@ -0,0 +1 @@
+2d4a5156118549d604963b8f4dd0b311459f5ad6a1747f2c4925d45f12fe94a863eb225d3c593f82face964773ccbf59478612a014ee9fc32814baf627f730c7

data/lib/sqa/config.rb

@@ -86,17 +86,23 @@ module SQA
       # TODO: arrange order in mostly often used
 
       if ".json" == type
-        form_json
+        incoming = form_json
 
       elsif %w[.yml .yaml].include?(type)
-        from_yaml
+        incoming = from_yaml
 
       elsif ".toml" == type
-        from_toml
+        incoming = from_toml
 
       else
         raise BadParameterError, "Invalid Config File: #{config_file}"
       end
+
+      if incoming.has_key? :data_dir
+        incoming[:data_dir] = incoming[:data_dir].gsub(/^~/, Nenv.home)
+      end
+
+      merge! incoming
     end
 
     def dump_file
@@ -142,19 +148,15 @@ module SQA
     ## override values from a config file
 
     def from_json
-      incoming  = ::JSON.load(File.open(config_file).read)
-      debug_me{[ :incoming ]}
+      ::JSON.load(File.open(config_file).read).symbolize_keys
     end
 
     def from_toml
-      incoming  = TomlRB.load_file(config_file)
-      debug_me{[ :incoming ]}
+      TomlRB.load_file(config_file).symbolize_keys
     end
 
     def from_yaml
-      incoming = ::YAML.load_file(config_file)
-      debug_me{[ :incoming ]}
-      merge! incoming
+      ::YAML.load_file(config_file).symbolize_keys
     end
 
 

data/lib/sqa/data_frame.rb

@@ -35,7 +35,7 @@ class SQA::DataFrame < Daru::DataFrame
   #################################################
 
   def self.path(filename)
-    Pathname.new SQA.config.data_dir + filename
+    Pathname.new(SQA.config.data_dir) + filename
   end
 
   def self.load(filename, options={}, &block)

data/lib/sqa/indicator/predict_next_value.rb

@@ -5,19 +5,91 @@ end
 
 class SQA::Indicator; class << self
 
-  def predict_next_values(array, predictions)
-    result = []
-
-    array.each_cons(2) do |a, b|
-      # TODO: take 3 at a time. compare 3rd
-      #       prediction. Generate an average delta
-      #       between predicted and actual.  Return
-      #       the prediction as a range???
+  # Produce a Table show actual values and forecasted values
+  #
+  # actual .... Array of Float
+  # forecast .. Array of Float or Array of Array of Float
+  #             entry is either a single value or
+  #             an Array [high, guess, low]
+  #
+  def prediction_test(actual, forecast)
+
+    unless actual.size == forecast.size
+      debug_me("== ERROR =="){[
+        "actual.size",
+        "forecast.size"
+      ]}
+    end
+
+    # Method Under Test (MUT)
+    mut     = caller[0][/`([^']*)'/, 1]
+    window  = actual.size
+    hgl     = forecast.first.is_a?(Array)
+
+    if hgl
+      headers = %w[ Actual Forecast Diff %off InRange? High Low ]
+    else
+      headers = %w[ Actual Forecast Diff %off ]
+    end
+
+    diff    = []
+    percent = []
+    values  = []
+
+    actual.map!{|v| v.round(3)}
+
+    if hgl
+      high  = forecast.map{|v| v[0].round(3)}
+      guess = forecast.map{|v| v[1].round(3)}
+      low   = forecast.map{|v| v[2].round(3)}
+    else
+      guess = forecast.map{|v| v.round(3)}
+    end
+
+    window.times do |x|
+      diff    << (actual[x] - guess[x]).round(3)
+      percent << ((diff.last / guess[x])*100.0).round(3)
+
+      entry = [
+        actual[x], guess[x],
+        diff[x], percent[x],
+      ]
+
+      if hgl
+        entry << ( (high[x] >= actual[x] && actual[x] >= low[x]) ? "Yes" : "" )
+        entry << high[x]
+        entry << low[x]
+      end
+
+      values << entry
+    end
+
+    the_table = TTY::Table.new(headers, values)
+
+    puts "\n#{mut} Result Validation"
+
+    puts  the_table.render(
+            :unicode,
+            {
+              padding:    [0, 0, 0, 0],
+              alignments:  [:right]*values.first.size,
+            }
+          )
+    puts
+  end
+
+
+  def predict_next_values(stock, window, testing=false)
+    prices  = stock.df.adj_close_price.to_a
+    known   = prices.pop(window) if testing
+    result  = []
+
+    prices.each_cons(2) do |a, b|
       result << b + (b - a)
     end
 
-    if predictions > 0
-      (1..predictions).each do |_|
+    if window > 0
+      (1..window).each do |_|
         last_two_values = result.last(2)
         delta           = last_two_values.last - last_two_values.first
         next_value      = last_two_values.last + delta
@@ -25,64 +97,106 @@ class SQA::Indicator; class << self
       end
     end
 
-    result.last(predictions)
+    prediction_test(known, result.last(window)) if testing
+
+    result.last(window)
   end
   alias_method :pnv, :predict_next_values
 
 
-  # Returns a forecast for future values based on the near past
-  #
-  # When I wrote this I was thinking of hurricane forecasting and how
-  # the cone of probability gets larger the further into the future
-  # the forecast goes.  This does not produce that kind of probability
-  # cone; but, that was hwat I was thinking about
-  #
-  # array is an Array - for example historical price data
-  # predictions is an Integer for how many predictions into the future
-  #
-  def pnv2(array, predictions)
+  def pnv2(stock, window, testing=false)
+    prices  = stock.df.adj_close_price.to_a
+    known   = prices.pop(window) if testing
+
     result    = []
-    last_inx  = array.size - 1 # indexes are zero based
+    last_inx  = prices.size - 1 # indexes are zero based
 
-    predictions.times do |x|
+    window.times do |x|
       x += 1 # forecasting 1 day into the future needs 2 days of near past data
 
       # window is the near past values
-      window  = array[last_inx-x..]
+      window  = prices[last_inx-x..]
 
       high      = window.max
       low       = window.min
       midpoint  = (high + low) / 2.0
 
-      result << [high, midpoint, low]
+      result   << [high, midpoint, low]
+    end
+
+    prediction_test(known, result) if testing
+
+    result
+  end
+
+
+  def pnv3(stock, window, testing=false)
+    prices  = stock.df.adj_close_price.to_a
+    known   = prices.pop(window) if testing
+
+    result  = []
+    known   = prices.last(window)
+
+    last_inx = prices.size - 1
+
+    (0..window-1).to_a.reverse.each do |x|
+      curr_inx          = last_inx - x
+      prev_inx          = curr_inx - 1
+      current_price     = prices[curr_inx]
+      percentage_change = (current_price - prices[prev_inx]) / prices[prev_inx]
+
+      result << current_price + (current_price * percentage_change)
     end
 
+    prediction_test(known, result) if testing
+
     result
   end
 
 
-  def pnv3(prices, prediction_window)
-    predicted_prices  = []
-    known             = prices.last(prediction_window+2).dup
+  def pnv4(stock, window, testing=false)
+    prices  = stock.df.adj_close_price.to_a
+    known   = prices.pop(window) if testing
+
+    result        = []
+    known         = prices.last(window).dup
+    current_price = known.last
 
     # Loop through the prediction window size
-    (1..prediction_window).each do |x|
-      current_price = known.last
+    (1..window).each do |x|
 
       # Calculate the percentage change between the current price and its previous price
-      percentage_change = (current_price - known[-1]) / known[-1] # .to_f
+      percentage_change = (current_price - prices[-x]) / prices[-x]
 
-      # 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
+      result << current_price + (current_price * percentage_change)
     end
 
-    predicted_prices
+    prediction_test(known, result) if testing
+
+    result
   end
 
 
+  def pnv5(stock, window, testing=false)
+    prices  = stock.df.adj_close_price.to_a
+    known   = prices.pop(window) if testing
+
+    result            = []
+    current_price     = prices.last
+
+    rate              = 0.9 # convert angle into percentage
+    sma_trend         = stock.indicators.sma_trend
+    percentage_change = 1 + (sma_trend[:angle] / 100.0) * rate
+
+    # Assumes the SMA trend will continue
+    window.times do |_|
+      result       << current_price * percentage_change
+      current_price = result.last
+    end
+
+    prediction_test(known, result) if testing
+
+    result
+  end
 
 end; end

data/lib/sqa/stock.rb

@@ -4,6 +4,7 @@ class SQA::Stock
   attr_accessor :company_name
   attr_accessor :df             # The DataFrane
   attr_accessor :ticker
+  attr_accessor :indicators
 
   def initialize(ticker:, source: :yahoo_finance, type: :csv)
     @ticker       = ticker.downcase
@@ -11,6 +12,7 @@ class SQA::Stock
     @klass        = "SQA::DataFrame::#{source.to_s.camelize}".constantize
     @type         = type
     @filename     = "#{@ticker}.#{type}"
+    @indicators   = OpenStruct.new
 
     update_the_dataframe
   end

data/lib/sqa/version.rb

@@ -4,7 +4,7 @@ require 'sem_version'
 require 'sem_version/core_ext'
 
 module SQA
-  VERSION = "0.0.11"
+  VERSION = "0.0.12"
 
   class << self
     def version

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: sqa
 version: !ruby/object:Gem::Version
-  version: 0.0.11
+  version: 0.0.12
 platform: ruby
 authors:
 - Dewayne VanHoozer
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2023-09-13 00:00:00.000000000 Z
+date: 2023-09-20 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: activesupport
@@ -280,6 +280,7 @@ files:
 - checksums/sqa-0.0.1.gem.sha512
 - checksums/sqa-0.0.10.gem.sha512
 - checksums/sqa-0.0.11.gem.sha512
+- checksums/sqa-0.0.12.gem.sha512
 - checksums/sqa-0.0.2.gem.sha512
 - checksums/sqa-0.0.3.gem.sha512
 - checksums/sqa-0.0.4.gem.sha512
@@ -390,7 +391,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.4.18
+rubygems_version: 3.4.19
 signing_key:
 specification_version: 4
 summary: sqa - Stock Qualitative Analysis