stocks 0.0.1

checksums.yaml

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+  data.tar.gz: 29f789edf2db4baeb8d0b4b33ce49a4330150f92
+SHA512:
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data/lib/stocks/errors.rb

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+# Author::    Matt Fornaciari (mailto:mattforni@gmail.com)
+# License::   MIT
+
+module Stocks
+  class RetrievalError < RuntimeError
+    def new(message)
+      super(message)
+    end
+  end
+end
+

data/lib/stocks/historical.rb

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+# Author::    Matt Fornaciari (mailto:mattforni@gmail.com)
+# License::   MIT
+
+require 'active_support/core_ext/integer/time'
+
+module Stocks
+  module Historical
+    PERIODS = {
+      one_month: {label: '1 Month', offset: 1.months},
+      three_months: {label: '3 Months', offset: 3.months},
+      six_months: {label: '6 Months', offset: 6.months},
+      one_year: {label: '1 Year', offset: 1.years},
+      five_years: {label: '5 Years', offset: 5.years}
+    }
+
+    def self.macd(symbol, days)
+      sma12 = self.sma(symbol, 12, days)
+      sma26 = self.sma(symbol, 26, days)
+      (0...days).collect { |day| sma12[day] - sma26[day] }
+    end
+
+    def self.sma(symbol, periods, days)
+      sma = []
+      days.downto(1).each do |day|
+        date = Date.today - day
+        quotes = YahooFinance::get_HistoricalQuotes(symbol, date - periods, date)
+        sma << quotes.reduce(0) { |total, q| total += q.close } / quotes.size
+      end
+      sma
+    end
+
+    def self.quote(symbol, period)
+      raise ArgumentError.new("Period must be provided for a historical quote") if period.nil?
+      raise ArgumentError.new("'#{period}' is not a supported period") if !PERIODS.has_key?(period.to_sym)
+      YahooFinance::get_HistoricalQuotes(symbol, Date.today - PERIODS[period.to_sym][:offset], Date.today)
+    end
+  end
+end
+

data/lib/stocks/validators/exists.rb

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+# Author::    Matt Fornaciari (mailto:mattforni@gmail.com)
+# License::   MIT
+
+require 'active_model/validator'
+
+module Stocks 
+  module Validators
+    class Exists < ActiveModel::Validator
+      def validate(record)
+        if (!Stocks.exists?(record.symbol))
+          record.errors[:symbol] << "'#{record.symbol}' is not a valid symbol."
+        end
+      end
+    end
+  end
+end
+

data/lib/stocks.rb

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+# Author::    Matt Fornaciari (mailto:mattforni@gmail.com)
+# License::   MIT
+
+# Require external libraries
+require 'yahoofinance'
+
+# Require all Stocks related files
+require 'stocks/errors'
+require 'stocks/historical'
+require 'stocks/validators/exists'
+
+# TODO test this module
+# TODO add a caching layer with 1-min TTL
+module Stocks
+  COMMISSION_RANGE = {greater_than_or_equal_to: 0}
+  EPSILON = 0.00001
+  NA = 'N/A'
+  PRICE_RANGE = {greater_than: 0}
+  PRICE_SCALE = 5
+  PERCENTAGE_RANGE =  {greater_than: 0, less_than: 100}
+  QUANTITY_RANGE = {greater_than: 0}
+
+  # TODO move to another lib module
+  def self.equal?(value, other)
+    (value-other).abs < EPSILON
+  end
+
+  # Determines whether or not the provided symbol exists.
+  #
+  # * *Args*:
+  #   - +symbol+ The symbol to evaluate
+  # * *Returns*:
+  #   - Whether or not the provided symbol exists
+  def self.exists?(symbol)
+    quote(symbol.upcase, [:date])[:date] != NA
+  end
+
+  # Fetches the last trade for the provided symbol.
+  #
+  # * *Args*:
+  #   - +symbol+ The symbol to evaluate
+  # * *Returns*:
+  #   - The last trade for the provided symbol
+  # * *Raises*:
+  #   - +RetrievalError+ If the provided symbol does not exist
+  def self.last_trade(symbol)
+    last_trade = quote(symbol)[:lastTrade]
+    raise RetrievalError.new("Could not retrieve last trade for '#{symbol}'") if last_trade == 0 or last_trade == NA
+    last_trade
+  end
+
+  private
+
+  def self.quote(symbol, fields = [:lastTrade])
+    data = {}
+    # TODO use the fields map to decide which method to use
+    standard_quote = YahooFinance::get_standard_quotes(symbol)[symbol]
+    fields.each do |field|
+      data[field] = standard_quote.send(field) rescue NA
+    end
+    data
+  end
+end
+

metadata

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+--- !ruby/object:Gem::Specification
+name: stocks
+version: !ruby/object:Gem::Version
+  version: 0.0.1
+platform: ruby
+authors:
+- Matthew Fornaciari
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2015-05-05 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: yahoofinance
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.2'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.2'
+- !ruby/object:Gem::Dependency
+  name: activesupport
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '4.2'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '4.2'
+- !ruby/object:Gem::Dependency
+  name: activerecord
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '4.2'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '4.2'
+- !ruby/object:Gem::Dependency
+  name: rspec
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '2'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '2'
+description: A programmatic approach to performing various financial analysis
+email: mattforni@gmail.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- lib/stocks.rb
+- lib/stocks/errors.rb
+- lib/stocks/historical.rb
+- lib/stocks/validators/exists.rb
+homepage: http://rubygems.org/gems/stocks
+licenses:
+- MIT
+metadata: {}
+post_install_message: Now go make yourself some money!
+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: 2.4.6
+signing_key: 
+specification_version: 4
+summary: Provides a library for analyzing stocks
+test_files: []