stock_price_imitation 0.0.1
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- checksums.yaml +7 -0
- data/.gitignore +14 -0
- data/.travis.yml +3 -0
- data/Gemfile +4 -0
- data/LICENSE.txt +22 -0
- data/README.md +37 -0
- data/Rakefile +9 -0
- data/bin/price-imi +17 -0
- data/lib/stock_price_imitation/generator.rb +65 -0
- data/lib/stock_price_imitation/version.rb +3 -0
- data/lib/stock_price_imitation.rb +5 -0
- data/stock_price_imitation.gemspec +24 -0
- data/test/minitest_helper.rb +4 -0
- data/test/test_generator.rb +70 -0
- data/test/test_stock_price_imitation.rb +7 -0
- metadata +105 -0
checksums.yaml
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---
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SHA1:
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metadata.gz: 2dd73be18d3ae23f78d5327b396c9d7e28d18a02
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data.tar.gz: e135ffb89f066a4517318e95babf04c273f1c8b9
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SHA512:
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metadata.gz: f064bacd89117334e14dd8bdbd46e675ba03d32951558cd578806b227ba63f75a296284dc745a0003b54968925182685c05e8ee87b9892cdbb47fe2dfea6770d
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data.tar.gz: a60b70e65c427ea6c27691d9ba0ad6ee44c60ff8b0ae46e35761e181bb88b5dbe24baea879e42aa170b3984e7ec6c76a69f4ed6e4d2fb9375cb3e14bd9606c12
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data/.gitignore
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data/.travis.yml
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data/Gemfile
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data/LICENSE.txt
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Copyright (c) 2015 Shinya131
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MIT License
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Permission is hereby granted, free of charge, to any person obtaining
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a copy of this software and associated documentation files (the
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"Software"), to deal in the Software without restriction, including
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without limitation the rights to use, copy, modify, merge, publish,
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distribute, sublicense, and/or sell copies of the Software, and to
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permit persons to whom the Software is furnished to do so, subject to
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the following conditions:
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The above copyright notice and this permission notice shall be
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included in all copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
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EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
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MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
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LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
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OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
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WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
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data/README.md
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# StockPriceImitation
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Stock price movement imitation generator. It is generate by random number.
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## Installation
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Add this line to your application's Gemfile:
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```ruby
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gem 'stock_price_imitation'
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```
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And then execute:
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$ bundle
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Or install it yourself as:
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$ gem install stock_price_imitation
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## Usage
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```ruby
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step = 100
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first_step_price_range = 10..10000
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volatility = 0.2
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StockPriceImitation::Generator.new(step, first_step_price_range, volatility).execute
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#=>
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# [
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# {opening_price: 5558, closing_price: 5191, low_price: 4483, high_price: 6725},
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# {opening_price: 5404, closing_price: 7439, low_price: 5170, high_price: 7756},
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# {opening_price: 5260, closing_price: 5581, low_price: 4463, high_price: 6695},
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# {opening_price: 6840, closing_price: 6310, low_price: 4632, high_price: 6948},
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# ....
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# ]
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```
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data/Rakefile
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data/bin/price-imi
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#!/usr/bin/env ruby
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$LOAD_PATH.unshift File.expand_path('../../lib', __FILE__)
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require 'stock_price_imitation'
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step = ARGV.pop || 100
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first_step_price_range = 10..10000
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volatility = 0.2
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prices = StockPriceImitation::Generator.new(step, first_step_price_range, volatility).execute
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header = prices.first.keys.join("\t")
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puts header
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prices.each do |price|
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puts price.values.join("\t")
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end
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class StockPriceImitation::Generator
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def initialize(step_count, first_step_price_range=100..1000, volatility=0.1)
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@step_count = step_count
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@first_step_price_range = first_step_price_range
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@volatility = volatility
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@steps = []
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end
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def execute
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generate_steps!
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@steps.map{|s| to_hash(s) }
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end
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private
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def generate_steps!
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@step_count.times.each.with_index do |i|
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seed_price = rand seed_price_range(i)
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@steps << Step.new(seed_price, @volatility)
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end
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end
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def seed_price_range(index)
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case index
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when 0
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@first_step_price_range
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else
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previous_step = @steps[index - 1]
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previous_step.low_price..previous_step.high_price
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end
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end
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def to_hash(step)
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{
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opening_price: step.opening_price,
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closing_price: step.closing_price,
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low_price: step.low_price,
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high_price: step.high_price,
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}
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end
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class Step
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def initialize(seed_price, volatility)
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@low_price = (seed_price - (seed_price * volatility)).round
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@high_price = (seed_price + (seed_price * volatility)).round
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end
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def low_price
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@low_price
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end
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def high_price
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@high_price
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end
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def opening_price
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rand low_price..high_price
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end
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def closing_price
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rand low_price..high_price
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end
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end
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end
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# coding: utf-8
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lib = File.expand_path('../lib', __FILE__)
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$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
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require 'stock_price_imitation/version'
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Gem::Specification.new do |spec|
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spec.name = "stock_price_imitation"
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spec.version = StockPriceImitation::VERSION
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spec.authors = ["Shinya131"]
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spec.email = ["nagai3mt5b@gmail.com"]
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spec.summary = "Stock price movement imitation generator."
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spec.description = "Stock price movement imitation generator. It is generate by random number."
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spec.homepage = "https://github.com/Shinya131/stock_price_imitation"
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spec.license = "MIT"
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spec.files = `git ls-files -z`.split("\x0")
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spec.executables = spec.files.grep(%r{^bin/}) { |f| File.basename(f) }
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spec.test_files = spec.files.grep(%r{^(test|spec|features)/})
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spec.require_paths = ["lib"]
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spec.add_development_dependency "bundler", "~> 1.6"
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spec.add_development_dependency "rake", "~> 10.0"
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spec.add_development_dependency "minitest"
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end
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require 'minitest_helper'
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describe StockPriceImitation::Generator do
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describe '#initialize' do
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it 'new instance' do
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generator = StockPriceImitation::Generator
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step_count = 10
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assert generator.new(step_count).class == generator
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end
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end
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describe '#execute' do
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before do
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@step_count = 100
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@first_price_range = 100..10000
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@volatility = 0.1
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@generator = StockPriceImitation::Generator.new(@step_count, @first_price_range, @volatility)
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@price_movement = @generator.execute
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end
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it 'is a Array' do
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assert @price_movement.is_a? Array
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end
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it 'length is step_count' do
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assert @price_movement.size == @step_count
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end
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it 'a step is a hash' do
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@price_movement.each do |step|
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assert step.is_a? Hash
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end
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end
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it 'high price is bigger than low price' do
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@price_movement.each do |step|
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assert step[:high_price] >= step[:low_price]
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end
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end
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it 'opening_price between low_price and high_price' do
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@price_movement.each do |step|
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expect_price_range = (step[:low_price]..step[:high_price])
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assert expect_price_range.include? step[:opening_price]
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end
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end
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it 'first step between first_price_range' do
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first_step = @price_movement.first
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assert @first_price_range.include? first_step[:low_price]
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assert @first_price_range.include? first_step[:high_price]
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end
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it 'step between (previous * volatility)' do
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@price_movement.each.with_index do |step, i|
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next if i == 0
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previous_low_price = @price_movement[i - 1][:low_price]
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current_low_price = step[:low_price]
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min = previous_low_price - (previous_low_price * @volatility)
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max = previous_low_price + (previous_low_price * @volatility)
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assert (min..max).include? current_low_price
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end
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end
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end
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end
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metadata
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--- !ruby/object:Gem::Specification
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name: stock_price_imitation
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version: !ruby/object:Gem::Version
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version: 0.0.1
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platform: ruby
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authors:
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- Shinya131
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autorequire:
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bindir: bin
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cert_chain: []
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date: 2015-03-08 00:00:00.000000000 Z
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dependencies:
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- !ruby/object:Gem::Dependency
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name: bundler
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requirement: !ruby/object:Gem::Requirement
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requirements:
|
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- - "~>"
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- !ruby/object:Gem::Version
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version: '1.6'
|
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type: :development
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prerelease: false
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version_requirements: !ruby/object:Gem::Requirement
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requirements:
|
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+
- - "~>"
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+
- !ruby/object:Gem::Version
|
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version: '1.6'
|
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- !ruby/object:Gem::Dependency
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name: rake
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requirement: !ruby/object:Gem::Requirement
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requirements:
|
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- - "~>"
|
32
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+
- !ruby/object:Gem::Version
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version: '10.0'
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type: :development
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prerelease: false
|
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version_requirements: !ruby/object:Gem::Requirement
|
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requirements:
|
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+
- - "~>"
|
39
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+
- !ruby/object:Gem::Version
|
40
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version: '10.0'
|
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+
- !ruby/object:Gem::Dependency
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name: minitest
|
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requirement: !ruby/object:Gem::Requirement
|
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requirements:
|
45
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+
- - ">="
|
46
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+
- !ruby/object:Gem::Version
|
47
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+
version: '0'
|
48
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+
type: :development
|
49
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+
prerelease: false
|
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+
version_requirements: !ruby/object:Gem::Requirement
|
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requirements:
|
52
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+
- - ">="
|
53
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+
- !ruby/object:Gem::Version
|
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version: '0'
|
55
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description: Stock price movement imitation generator. It is generate by random number.
|
56
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email:
|
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- nagai3mt5b@gmail.com
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executables:
|
59
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+
- price-imi
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extensions: []
|
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extra_rdoc_files: []
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files:
|
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- ".gitignore"
|
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- ".travis.yml"
|
65
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+
- Gemfile
|
66
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+
- LICENSE.txt
|
67
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+
- README.md
|
68
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+
- Rakefile
|
69
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+
- bin/price-imi
|
70
|
+
- lib/stock_price_imitation.rb
|
71
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+
- lib/stock_price_imitation/generator.rb
|
72
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+
- lib/stock_price_imitation/version.rb
|
73
|
+
- stock_price_imitation.gemspec
|
74
|
+
- test/minitest_helper.rb
|
75
|
+
- test/test_generator.rb
|
76
|
+
- test/test_stock_price_imitation.rb
|
77
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+
homepage: https://github.com/Shinya131/stock_price_imitation
|
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licenses:
|
79
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- MIT
|
80
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metadata: {}
|
81
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+
post_install_message:
|
82
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rdoc_options: []
|
83
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+
require_paths:
|
84
|
+
- lib
|
85
|
+
required_ruby_version: !ruby/object:Gem::Requirement
|
86
|
+
requirements:
|
87
|
+
- - ">="
|
88
|
+
- !ruby/object:Gem::Version
|
89
|
+
version: '0'
|
90
|
+
required_rubygems_version: !ruby/object:Gem::Requirement
|
91
|
+
requirements:
|
92
|
+
- - ">="
|
93
|
+
- !ruby/object:Gem::Version
|
94
|
+
version: '0'
|
95
|
+
requirements: []
|
96
|
+
rubyforge_project:
|
97
|
+
rubygems_version: 2.2.0
|
98
|
+
signing_key:
|
99
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specification_version: 4
|
100
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summary: Stock price movement imitation generator.
|
101
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test_files:
|
102
|
+
- test/minitest_helper.rb
|
103
|
+
- test/test_generator.rb
|
104
|
+
- test/test_stock_price_imitation.rb
|
105
|
+
has_rdoc:
|