stock_price_imitation 0.0.1

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data/.gitignore

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+/.bundle/
+/.yardoc
+/Gemfile.lock
+/_yardoc/
+/coverage/
+/doc/
+/pkg/
+/spec/reports/
+/tmp/
+*.bundle
+*.so
+*.o
+*.a
+mkmf.log

data/.travis.yml

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+language: ruby
+rvm:
+  - 2.1.0

data/Gemfile

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+source 'https://rubygems.org'
+
+# Specify your gem's dependencies in stock_price_imitation.gemspec
+gemspec

data/LICENSE.txt

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+Copyright (c) 2015 Shinya131
+
+MIT License
+
+Permission is hereby granted, free of charge, to any person obtaining
+a copy of this software and associated documentation files (the
+"Software"), to deal in the Software without restriction, including
+without limitation the rights to use, copy, modify, merge, publish,
+distribute, sublicense, and/or sell copies of the Software, and to
+permit persons to whom the Software is furnished to do so, subject to
+the following conditions:
+
+The above copyright notice and this permission notice shall be
+included in all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
+MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
+LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
+OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
+WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

data/README.md

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+# StockPriceImitation
+
+Stock price movement imitation generator. It is generate by random number.
+
+## Installation
+
+Add this line to your application's Gemfile:
+
+```ruby
+gem 'stock_price_imitation'
+```
+
+And then execute:
+
+    $ bundle
+
+Or install it yourself as:
+
+    $ gem install stock_price_imitation
+
+## Usage
+
+```ruby
+step = 100
+first_step_price_range = 10..10000
+volatility = 0.2
+
+StockPriceImitation::Generator.new(step, first_step_price_range, volatility).execute
+#=>
+# [
+#   {opening_price: 5558, closing_price: 5191, low_price: 4483, high_price: 6725},
+#   {opening_price: 5404, closing_price: 7439, low_price: 5170, high_price: 7756},
+#   {opening_price: 5260, closing_price: 5581, low_price: 4463, high_price: 6695},
+#   {opening_price: 6840, closing_price: 6310, low_price: 4632, high_price: 6948},
+#   ....
+# ]
+```

data/Rakefile

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+require "bundler/gem_tasks"
+require "rake/testtask"
+
+Rake::TestTask.new(:test) do |t|
+  t.libs << "test"
+end
+
+task :default => :test
+

data/bin/price-imi

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+#!/usr/bin/env ruby
+
+$LOAD_PATH.unshift File.expand_path('../../lib', __FILE__)
+require 'stock_price_imitation'
+
+step = ARGV.pop || 100
+first_step_price_range = 10..10000
+volatility = 0.2
+
+prices = StockPriceImitation::Generator.new(step, first_step_price_range, volatility).execute
+
+header = prices.first.keys.join("\t")
+puts header
+
+prices.each do |price|
+  puts price.values.join("\t")
+end

data/lib/stock_price_imitation/generator.rb

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+class StockPriceImitation::Generator
+  def initialize(step_count, first_step_price_range=100..1000, volatility=0.1)
+    @step_count = step_count
+    @first_step_price_range = first_step_price_range
+    @volatility = volatility
+
+    @steps = []
+  end
+
+  def execute
+    generate_steps!
+    @steps.map{|s| to_hash(s) }
+  end
+
+  private
+
+  def generate_steps!
+    @step_count.times.each.with_index do |i|
+      seed_price = rand seed_price_range(i)
+      @steps << Step.new(seed_price, @volatility)
+    end
+  end
+
+  def seed_price_range(index)
+    case index
+    when 0
+      @first_step_price_range
+    else
+      previous_step = @steps[index - 1]
+      previous_step.low_price..previous_step.high_price
+    end
+  end
+
+  def to_hash(step)
+    {
+      opening_price: step.opening_price,
+      closing_price: step.closing_price,
+      low_price:     step.low_price,
+      high_price:    step.high_price,
+    }
+  end
+
+  class Step
+    def initialize(seed_price, volatility)
+      @low_price = (seed_price - (seed_price * volatility)).round
+      @high_price = (seed_price + (seed_price * volatility)).round
+    end
+
+    def low_price
+      @low_price
+    end
+
+    def high_price
+      @high_price
+    end
+
+    def opening_price
+      rand low_price..high_price
+    end
+
+    def closing_price
+      rand low_price..high_price
+    end
+  end
+end

data/lib/stock_price_imitation/version.rb

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+module StockPriceImitation
+  VERSION = "0.0.1"
+end

data/lib/stock_price_imitation.rb

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+require "stock_price_imitation/version"
+
+module StockPriceImitation
+  require 'stock_price_imitation/generator'
+end

data/stock_price_imitation.gemspec

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+# coding: utf-8
+lib = File.expand_path('../lib', __FILE__)
+$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
+require 'stock_price_imitation/version'
+
+Gem::Specification.new do |spec|
+  spec.name          = "stock_price_imitation"
+  spec.version       = StockPriceImitation::VERSION
+  spec.authors       = ["Shinya131"]
+  spec.email         = ["nagai3mt5b@gmail.com"]
+  spec.summary       = "Stock price movement imitation generator."
+  spec.description   = "Stock price movement imitation generator. It is generate by random number."
+  spec.homepage      = "https://github.com/Shinya131/stock_price_imitation"
+  spec.license       = "MIT"
+
+  spec.files         = `git ls-files -z`.split("\x0")
+  spec.executables   = spec.files.grep(%r{^bin/}) { |f| File.basename(f) }
+  spec.test_files    = spec.files.grep(%r{^(test|spec|features)/})
+  spec.require_paths = ["lib"]
+
+  spec.add_development_dependency "bundler", "~> 1.6"
+  spec.add_development_dependency "rake", "~> 10.0"
+  spec.add_development_dependency "minitest"
+end

data/test/minitest_helper.rb

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+$LOAD_PATH.unshift File.expand_path('../../lib', __FILE__)
+require 'stock_price_imitation'
+
+require 'minitest/autorun'

data/test/test_generator.rb

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+require 'minitest_helper'
+
+describe StockPriceImitation::Generator do
+  describe '#initialize' do
+    it 'new instance' do
+      generator = StockPriceImitation::Generator
+      step_count = 10
+
+      assert generator.new(step_count).class == generator
+    end
+  end
+
+  describe '#execute' do
+    before do
+      @step_count = 100
+      @first_price_range = 100..10000
+      @volatility = 0.1
+
+      @generator = StockPriceImitation::Generator.new(@step_count, @first_price_range, @volatility)
+      @price_movement = @generator.execute
+    end
+
+    it 'is a Array' do
+      assert @price_movement.is_a? Array
+    end
+
+    it 'length is step_count' do
+      assert @price_movement.size == @step_count
+    end
+
+    it 'a step is a hash' do
+      @price_movement.each do |step|
+        assert step.is_a? Hash
+      end
+    end
+
+    it 'high price is bigger than low price' do
+      @price_movement.each do |step|
+        assert step[:high_price] >= step[:low_price]
+      end
+    end
+
+    it 'opening_price between low_price and high_price' do
+      @price_movement.each do |step|
+        expect_price_range = (step[:low_price]..step[:high_price])
+        assert expect_price_range.include? step[:opening_price]
+      end
+    end
+
+    it 'first step between first_price_range' do
+      first_step = @price_movement.first
+      assert @first_price_range.include? first_step[:low_price]
+      assert @first_price_range.include? first_step[:high_price]
+    end
+
+    it 'step between (previous * volatility)' do
+      @price_movement.each.with_index do |step, i|
+        next if i == 0
+
+        previous_low_price = @price_movement[i - 1][:low_price]
+        current_low_price = step[:low_price]
+
+        min = previous_low_price - (previous_low_price * @volatility)
+        max = previous_low_price + (previous_low_price * @volatility)
+
+        assert (min..max).include? current_low_price
+      end
+    end
+  end
+end

data/test/test_stock_price_imitation.rb

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+require 'minitest_helper'
+
+class TestStockPriceImitation < MiniTest::Unit::TestCase
+  def test_that_it_has_a_version_number
+    refute_nil ::StockPriceImitation::VERSION
+  end
+end

metadata

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+--- !ruby/object:Gem::Specification
+name: stock_price_imitation
+version: !ruby/object:Gem::Version
+  version: 0.0.1
+platform: ruby
+authors:
+- Shinya131
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2015-03-08 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: bundler
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.6'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.6'
+- !ruby/object:Gem::Dependency
+  name: rake
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '10.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '10.0'
+- !ruby/object:Gem::Dependency
+  name: minitest
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+description: Stock price movement imitation generator. It is generate by random number.
+email:
+- nagai3mt5b@gmail.com
+executables:
+- price-imi
+extensions: []
+extra_rdoc_files: []
+files:
+- ".gitignore"
+- ".travis.yml"
+- Gemfile
+- LICENSE.txt
+- README.md
+- Rakefile
+- bin/price-imi
+- lib/stock_price_imitation.rb
+- lib/stock_price_imitation/generator.rb
+- lib/stock_price_imitation/version.rb
+- stock_price_imitation.gemspec
+- test/minitest_helper.rb
+- test/test_generator.rb
+- test/test_stock_price_imitation.rb
+homepage: https://github.com/Shinya131/stock_price_imitation
+licenses:
+- MIT
+metadata: {}
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubyforge_project: 
+rubygems_version: 2.2.0
+signing_key: 
+specification_version: 4
+summary: Stock price movement imitation generator.
+test_files:
+- test/minitest_helper.rb
+- test/test_generator.rb
+- test/test_stock_price_imitation.rb
+has_rdoc: