yfinrb 0.1.0 → 0.2.15
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- checksums.yaml +4 -4
- data/README.md +160 -5
- data/chart.png +0 -0
- data/lib/yfinrb/analysis.rb +1 -1
- data/lib/yfinrb/financials.rb +6 -4
- data/lib/yfinrb/fundamentals.rb +1 -2
- data/lib/yfinrb/holders.rb +1 -8
- data/lib/yfinrb/multi.rb +8 -8
- data/lib/yfinrb/price_history.rb +22 -14
- data/lib/yfinrb/price_technical.rb +579 -0
- data/lib/yfinrb/quote.rb +4 -3
- data/lib/yfinrb/ticker.rb +11 -12
- data/lib/yfinrb/tickers.rb +1 -3
- data/lib/yfinrb/utils.rb +26 -31
- data/lib/yfinrb/version.rb +2 -4
- data/lib/yfinrb/yf_connection.rb +15 -11
- data/lib/yfinrb/yfinance_exception.rb +1 -2
- data/lib/yfinrb.rb +18 -12
- data/yfinrb-0.2.13.gem +0 -0
- metadata +20 -3
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require 'tulirb'
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class Yfinrb
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module PriceTechnical
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extend ActiveSupport::Concern
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include ActionView::Helpers::NumberHelper
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def ad(df)
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inputs = ['High', 'Low','Adj Close','Volume'].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.ad(inputs).first
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Polars::Series.new("Accum-Distrib Ln", [nil]*(df.rows.length - output.length)+output)
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end
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def adosc(df, short_window: 2, long_window: 5)
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inputs = ['High', 'Low','Adj Close','Volume'].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.adosc(inputs, short_period: short_window, long_period: long_window).first
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Polars::Series.new("#{short_window}/#{long_window} Accum-Distrib Osc", [nil]*(df.rows.length - output.length)+output)
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end
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def adx(df, column: 'Adj Close', window: 5)
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input = Polars::Series.new(df[column]).to_a
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output = Tulirb.adx([input], period: window).first
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Polars::Series.new("#{window}-day Avg Dir Movemt Idx for #{column}", [nil]*(df.rows.length - output.length)+output)
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end
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alias_method :avg_dir_index, :adx
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def adxr(df, column: 'Adj Close', window: 5)
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input = Polars::Series.new(df[column]).to_a
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output = Tulirb.adxr([input], period: window).first
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Polars::Series.new("#{window}-day Avg Dir Movemt Rating for #{column}", [nil]*(df.rows.length - output.length)+output) #)
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end
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alias_method :avg_dir_movement_rating, :adxr
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def avg_daily_trading_volume(df, window: 20)
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df.insert_at_idx(0, Polars::Series.new('idx', (1..df.length).to_a))
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df = df.set_sorted('idx', descending: false)
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adtv = df.group_by_rolling(index_column: 'idx', period: "#{window}i").
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agg([Polars.mean('Volume').alias("ADTV(#{window})")]).to_series(1)
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df = df.drop('idx')
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adtv
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end
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def ao(df)
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inputs = ['High', 'Low'].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.ao(inputs).first
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Polars::Series.new("Accum-Distrib Ln", [nil]*(df.rows.length - output.length)+output) #)
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end
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def apo(df, column: 'Adj Close', short_window: 12, long_window: 29)
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input = Polars::Series.new(df[column]).to_a
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output = Tulirb.ao([input], short_period: short_window, long_period: long_window).first
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Polars::Series.new("#{short_window}/#{long_window} Abs Price Osc for #{column}", [nil]*(df.rows.length - output.length)+output) #)
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end
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def aroon(df, window: 20)
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inputs = ['High', 'Low'].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.aroon(inputs, period: window).first
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Polars::Series.new("#{window} Aroon Ind", [nil]*(df.rows.length - output.length)+output) #)
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end
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def aroonosc(df, window: 20)
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inputs = ['High', 'Low'].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.aroonosc(inputs, period: window).first
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Polars::Series.new("#{window} Aroon Osc Ind", [nil]*(df.rows.length - output.length)+output) #)
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end
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def avg_price(df)
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inputs = ['Open', 'High', 'Low', 'Adj Close'].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.avgprice(inputs).first
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Polars::Series.new("Avg Price", [nil]*(df.rows.length - output.length)+output) #)
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end
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alias_method :avgprice, :avg_price
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def atr(df, window: 20)
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inputs = ['High', 'Low', 'Adj Close'].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.atr(inputs, period: window).first
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Polars::Series.new("#{window}-day Avg True Range", [nil]*(df.rows.length - output.length)+output)#)
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end
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alias_method :avg_true_range, :atr
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def bbands(df, column: 'Adj Close', window: 20, stddev: 1 )
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inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.bbands(inputs, period: window, stddev: stddev).first
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Polars::Series.new("#{window}-day Boll Band for #{column}", [nil]*(df.rows.length - output.length)+output) #)
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end
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def bop(df)
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inputs = ['Open', 'High', 'Low', 'Adj Close'].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.bop(inputs).first
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Polars::Series.new("Bal of Power", [nil]*(df.rows.length - output.length)+output) #)
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end
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def cci(df, window: 20)
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inputs = ['High', 'Low', 'Adj Close'].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.cci(inputs, period: window).first
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Polars::Series.new("#{window}-day Comm Channel Idx", [nil]*(df.rows.length - output.length)+output) #)
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end
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def cmo(df, column: 'Adj Close', window: 20)
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inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.cmo(inputs, period: window).first
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Polars::Series.new("#{window}-day Chande Mom Osc for #{column}", [nil]*(df.rows.length - output.length)+output) #)
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end
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def cvi(df, window: 20)
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inputs = ['High', 'Low'].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.cvi(inputs, period: window).first
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Polars::Series.new("#{window}-day Chaikins Volatility", [nil]*(df.rows.length - output.length)+output) #)
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end
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def dema(df, column: 'Adj Close', window: 20)
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inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.dema(inputs, period: window).first
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Polars::Series.new("Dbl EMA(#{window})", [nil]*(df.rows.length - output.length)+output) #)
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end
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def di(df, window: 20)
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inputs = ['High','Low','Close'].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.di(inputs, period: window).first
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Polars::Series.new("#{window}-day Dir Idx", [nil]*(df.rows.length - output.length)+output) #)
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end
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def dm(df, window: 20)
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inputs = ['High','Low'].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.dm(inputs, period: window).first
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Polars::Series.new("#{window}-day Dir Movemt", [nil]*(df.rows.length - output.length)+output) #)
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end
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def dpo(df, column: 'Adj Close', window: 20)
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inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.dpo(inputs, period: window).first
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Polars::Series.new("#{window}-day Detrend Price Osc of #{column}", [nil]*(df.rows.length - output.length)+output) #)
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end
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def dx(df, window: 20)
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inputs = ['High','Low', 'Adj Close'].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.dx(inputs, period: window).first
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Polars::Series.new("#{window}-day Dir Movemt Idx", [nil]*(df.rows.length - output.length)+output) #)
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end
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def ema(df, column: 'Adj Close', window: 5)
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inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.ema(inputs, period: window).first
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Polars::Series.new("EMA(#{window}) for #{column}", [nil]*(df.rows.length - output.length)+output) #)
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end
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def emv(df)
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inputs = ['High', 'Low', 'Volume'].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.emv(inputs).first
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Polars::Series.new("Ease of Mvmt", [nil]*(df.rows.length - output.length)+output) #)
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end
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def fisher(df, window: 20)
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inputs = ['High', 'Low'].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.fisher(inputs, period: window).first
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Polars::Series.new("#{window}-day Fisher Xform", [nil]*(df.rows.length - output.length)+output) #)
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end
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def fosc(df, window: 20)
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inputs = ['Adj Close'].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.fosc(inputs, period: window).first
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Polars::Series.new("Fcast Osc", [nil]*(df.rows.length - output.length)+output) #)
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end
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def hma(df, column: 'Adj Close', window: 5)
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inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.ema(inputs, period: window).first
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Polars::Series.new("EMA(#{window}) for #{column}", [nil]*(df.rows.length - output.length)+output) #)
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end
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def kama(df, column: 'Adj Close', window: 5)
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inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.kama(inputs, period: window).first
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Polars::Series.new("KAMA(#{window}) for #{column}", [nil]*(df.rows.length - output.length)+output) #)
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end
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def kvo(df, short_window: 5, long_window: 20)
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inputs = ['High', 'Low', 'Adj Close', 'Volume'].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.kvo(inputs, short_period: short_window, long_period: long_window).first
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Polars::Series.new("#{short_window}/#{long_window} Klinger Vol Osc", [nil]*(df.rows.length - output.length)+output) #)
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end
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def linreg(df, column: 'Adj Close', window: 20)
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inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.linreg(inputs, period: window).first
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Polars::Series.new("#{window}-day Lin Reg Est for #{column}", [nil]*(df.rows.length - output.length)+output) #)
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end
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def linregintercept(df, column: 'Adj Close', window: 20)
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inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.linregintercept(inputs, period: window).first
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Polars::Series.new("#{window}-day Lin Reg Int for #{column}", [nil]*(df.rows.length - output.length)+output) #)
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end
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def linregslope(df, column: 'Adj Close', window: 20)
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inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.linregslope(inputs, period: window).first
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Polars::Series.new("#{window}-day Lin Reg Slope for #{column}", [nil]*(df.rows.length - output.length)+output)
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end
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def macd(df, column: 'Adj Close', short_window: 12, long_window: 26, signal_window: 9)
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inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.macd(inputs, short_period: short_window, long_period: long_window, signal_period: signal_window).first
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Polars::Series.new("#{short_window}/#{long_window}/#{signal_window} MACD for #{column}", [nil]*(df.rows.length - output.length)+output) #)
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end
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def marketfi(df)
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inputs = ['High', 'Low', 'Volume'].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.marketfi(inputs).first
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Polars::Series.new("Mkt Facilitation Idx", [nil]*(df.rows.length - output.length)+output) #)
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end
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def mass(df, window: 20)
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inputs = ['High', 'Low'].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.mass(inputs, period: window).first
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Polars::Series.new("#{window}-day Mass Idx", [nil]*(df.rows.length - output.length)+output) #)
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end
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def max(df, column: 'Adj Close', window: 20)
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inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.max(inputs, period: window).first
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Polars::Series.new("Max of #{column} in #{window}-day pd", [nil]*(df.rows.length - output.length)+output) #)
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end
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def md(df, column: 'Adj Close', window: 20)
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inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.md(inputs, period: window).first
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Polars::Series.new("Mean Dev of #{column} in #{window}-day pd", [nil]*(df.rows.length - output.length)+output) #)
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end
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def median_price(df)
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inputs = ['High', 'Low'].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.medprice(inputs).first
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Polars::Series.new("Med Price", [nil]*(df.rows.length - output.length)+output) #)
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end
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alias_method :medprice, :median_price
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def mfi(df, window: 20)
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inputs = ['High', 'Low', 'Adj Close'].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.mfi(inputs, period: window).first
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Polars::Series.new("#{window}-day Money Flow Idx", [nil]*(df.rows.length - output.length)+output) #)
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end
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def min(df, column: 'Adj Close', window: 20)
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inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.min(inputs, period: window).first
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Polars::Series.new("Min of #{column} in #{window}-day pd", [nil]*(df.rows.length - output.length)+output) #)
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end
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def mom(df, column: 'Adj Close', window: 5)
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inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
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output = Tulirb.mom(inputs, period: window).first
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Polars::Series.new("#{window}-day Momentum of #{column}", [nil]*(df.rows.length - output.length)+output) #)
|
295
|
+
end
|
296
|
+
|
297
|
+
alias_method :momentum, :mom
|
298
|
+
|
299
|
+
def moving_avgs(df, window: 20)
|
300
|
+
df.insert_at_idx(0, Polars::Series.new('idx', (1..df.length).to_a))
|
301
|
+
df = df.set_sorted('idx', descending: false)
|
302
|
+
s = df.group_by_rolling(index_column: 'idx', period: "#{window}i").agg([Polars.mean('Adj Close').alias("MA(#{window})")]).to_series(1) #)
|
303
|
+
df = df.drop('idx')
|
304
|
+
s
|
305
|
+
end
|
306
|
+
|
307
|
+
def natr(df, window: 20)
|
308
|
+
inputs = ['High', 'Low', 'Adj Close'].map{|col| Polars::Series.new(df[col]).to_a}
|
309
|
+
output = Tulirb.natr(inputs, period: window).firs
|
310
|
+
Polars::Series.new("#{window}-day Norm Avg True Range", [nil]*(df.rows.length - output.length)+output) #)
|
311
|
+
end
|
312
|
+
|
313
|
+
alias_method :normalized_avg_true_range, :natr
|
314
|
+
|
315
|
+
|
316
|
+
# def norm_momentum(period: '1y')
|
317
|
+
# df = history(period: period, interval: "1d")
|
318
|
+
# dat = df['Adj Close'].to_a
|
319
|
+
# mn = dat.sum.to_f / dat.count.to_f
|
320
|
+
# std = dat.map{|d| (d-mn)}.sum.to_f/dat.count.to_f
|
321
|
+
# all_times = df['Timestamps'].to_a
|
322
|
+
# min_time = all_times.min
|
323
|
+
|
324
|
+
# WINDOWS.each_with_index do |n, ndex|
|
325
|
+
# s = [nil] * all_times.length
|
326
|
+
# dat.length.times do |t_ndex|
|
327
|
+
# next if t_ndex < n
|
328
|
+
# later_row = df[t_ndex]
|
329
|
+
# earlier_row = df[t_ndex - n]
|
330
|
+
# s[t_ndex] = (later_row['Adj Close'][0]) - (earlier_row['Adj Close'][0])/std
|
331
|
+
# end
|
332
|
+
# next if s.all?(&:nil?)
|
333
|
+
# s = Polars::Series.new("#{n}-day Price Chg", s)
|
334
|
+
# df.insert_at_idx(df.columns.length, s)
|
335
|
+
# end
|
336
|
+
|
337
|
+
# min_win = WINDOWS.min
|
338
|
+
# df.drop_nulls(subset: ["#{min_win}-day Price Chg"])
|
339
|
+
# end
|
340
|
+
|
341
|
+
|
342
|
+
|
343
|
+
def nvi(df)
|
344
|
+
inputs = ['Adj Close', 'Volume'].map{|col| Polars::Series.new(df[col]).to_a}
|
345
|
+
output = Tulirb.nvi(inputs).first
|
346
|
+
Polars::Series.new("Neg Vol Idx", [nil]*(df.rows.length - output.length)+output) #)
|
347
|
+
end
|
348
|
+
|
349
|
+
|
350
|
+
def obv(df)
|
351
|
+
inputs = ['Adj Close', 'Volume'].map{|col| Polars::Series.new(df[col]).to_a}
|
352
|
+
output = Tulirb.obv(inputs).first
|
353
|
+
Polars::Series.new("On Bal Vol", [nil]*(df.rows.length - output.length)+output) #)
|
354
|
+
end
|
355
|
+
|
356
|
+
|
357
|
+
def ppo(df, column: 'Adj Close', short_window: 12, long_window: 26)
|
358
|
+
inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
|
359
|
+
output = Tulirb.ppo(inputs, short_period: short_window, long_period: long_window).first
|
360
|
+
Polars::Series.new("#{short_window}/#{long_window} Pctage Price Osc of #{column}", [nil]*(df.rows.length - output.length)+output) #)
|
361
|
+
end
|
362
|
+
|
363
|
+
|
364
|
+
def psar(df, acceleration_factor_step: 0.2, acceleration_factor_maximum: 2)
|
365
|
+
inputs = ['High', 'Low'].map{|col| Polars::Series.new(df[col]).to_a}
|
366
|
+
output = Tulirb.psar(inputs, acceleration_factor_step, acceleration_factor_maximum).first
|
367
|
+
Polars::Series.new("Parabolic SAR w step #{acceleration_factor_step} and max #{acceleration_factor_maximum}", [nil]*(df.rows.length - output.length)+output) #)
|
368
|
+
end
|
369
|
+
|
370
|
+
|
371
|
+
def pvi(df)
|
372
|
+
inputs = ['Adj Close', 'Volume'].map{|col| Polars::Series.new(df[col]).to_a}
|
373
|
+
output = Tulirb.pvi(inputs).first
|
374
|
+
Polars::Series.new("Pos Vol Idx", [nil]*(df.rows.length - output.length)+output) #)
|
375
|
+
end
|
376
|
+
|
377
|
+
|
378
|
+
def qstick(df, window: 20)
|
379
|
+
inputs = ['Open', 'Close'].map{|col| Polars::Series.new(df[col]).to_a}
|
380
|
+
output = Tulirb.qstick(inputs, period: window).first
|
381
|
+
Polars::Series.new("#{window}-day Qstick", [nil]*(df.rows.length - output.length)+output) #)
|
382
|
+
end
|
383
|
+
|
384
|
+
|
385
|
+
def roc(df, column: 'Adj Close', window: 20)
|
386
|
+
inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
|
387
|
+
output = Tulirb.roc(inputs, period: window).first
|
388
|
+
Polars::Series.new("Rate of Chg of #{column}", [nil]*(df.rows.length - output.length)+output) #)
|
389
|
+
end
|
390
|
+
|
391
|
+
|
392
|
+
def rocr(df, column: 'Adj Close', window: 20)
|
393
|
+
inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
|
394
|
+
output = Tulirb.rocr(inputs, period: window).first
|
395
|
+
Polars::Series.new("Rate of Chg Ratio of #{column}", [nil]*(df.rows.length - output.length)+output) #)
|
396
|
+
end
|
397
|
+
|
398
|
+
def rsi(df, window: 20)
|
399
|
+
return nil if w == 1
|
400
|
+
inputs = ['Adj Close'].map{|col| Polars::Series.new(df[col]).to_a}
|
401
|
+
output = Tulirb.rsi(inputs, period: window).first
|
402
|
+
Polars::Series.new("#{window}-day RSI", [nil]*(df.rows.length - output.length)+output) #)
|
403
|
+
end
|
404
|
+
|
405
|
+
def sma(df, column: 'Adj Close', window: 20)
|
406
|
+
inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
|
407
|
+
output = Tulirb.sma(inputs, period: window).first
|
408
|
+
Polars::Series.new("SMA(#{window}) of #{column}", [nil]*(df.rows.length - output.length)+output) #)
|
409
|
+
end
|
410
|
+
|
411
|
+
|
412
|
+
def stddev(df, column: 'Adj Close', window: 20)
|
413
|
+
inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
|
414
|
+
output = Tulirb.stddev(inputs, period: window).first
|
415
|
+
Polars::Series.new("Rolling Stdev(#{window}) of #{column}", [nil]*(df.rows.length - output.length)+output) #)
|
416
|
+
end
|
417
|
+
|
418
|
+
|
419
|
+
def stderr(df, column: 'Adj Close', window: 20)
|
420
|
+
inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
|
421
|
+
output = Tulirb.stderr(inputs, period: window).first
|
422
|
+
Polars::Series.new("Rolling Stderr(#{window}) of #{column}", [nil]*(df.rows.length - output.length)+output) #)
|
423
|
+
end
|
424
|
+
|
425
|
+
|
426
|
+
def stochrsi(df, column: 'Adj Close', window: 20)
|
427
|
+
inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
|
428
|
+
output = Tulirb.stochrsi(inputs, period: window).first
|
429
|
+
Polars::Series.new("Stochastic RSI(#{window}) of #{column}", [nil]*(df.rows.length - output.length)+output) #)
|
430
|
+
end
|
431
|
+
|
432
|
+
|
433
|
+
def sum(df, column: 'Adj Close', window: 20)
|
434
|
+
inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
|
435
|
+
output = Tulirb.sum(inputs, period: window).first
|
436
|
+
Polars::Series.new("Rolling #{window}-day Sum of #{column}", [nil]*(df.rows.length - output.length)+output) #)
|
437
|
+
end
|
438
|
+
|
439
|
+
def tema(df, column: 'Adj Close', window: 20)
|
440
|
+
inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
|
441
|
+
output = Tulirb.tema(inputs, period: window).first
|
442
|
+
Polars::Series.new("TEMA(#{window}) of #{column}", [nil]*(df.rows.length - output.length)+output) #)
|
443
|
+
end
|
444
|
+
|
445
|
+
|
446
|
+
def tr(df, column: 'Adj Close')
|
447
|
+
inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
|
448
|
+
output = Tulirb.tr(inputs).first
|
449
|
+
Polars::Series.new("True Range of #{column}", [nil]*(df.rows.length - output.length)+output) #)
|
450
|
+
end
|
451
|
+
|
452
|
+
alias_method :true_range, :tr
|
453
|
+
|
454
|
+
def trima(df, column: 'Adj Close', window: 20)
|
455
|
+
inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
|
456
|
+
output = Tulirb.trima(inputs, period: window).first
|
457
|
+
Polars::Series.new("Triang MA(#{window}) of #{column}", [nil]*(df.rows.length - output.length)+output) #)
|
458
|
+
end
|
459
|
+
|
460
|
+
|
461
|
+
def trix(df, column: 'Adj Close', window: 20)
|
462
|
+
inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
|
463
|
+
output = Tulirb.trix(inputs, period: window).first
|
464
|
+
Polars::Series.new("Trix(#{window}) of #{column}", [nil]*(df.rows.length - output.length)+output) #)
|
465
|
+
end
|
466
|
+
|
467
|
+
|
468
|
+
def tsf(df, column: 'Adj Close', window: 20)
|
469
|
+
inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
|
470
|
+
output = Tulirb.tsf(inputs, period: window).first
|
471
|
+
Polars::Series.new("Time-series Fcast(#{window}) of #{window}", [nil]*(df.rows.length - output.length)+output) #)
|
472
|
+
end
|
473
|
+
|
474
|
+
|
475
|
+
def typical_price(df)
|
476
|
+
inputs = ['High', 'Low', 'Adj Close'].map{|col| Polars::Series.new(df[col]).to_a}
|
477
|
+
output = Tulirb.typprice(inputs).first
|
478
|
+
Polars::Series.new("Typical Price", [nil]*(df.rows.length - output.length)+output) #)
|
479
|
+
end
|
480
|
+
|
481
|
+
alias_method :typprice, :typical_price
|
482
|
+
|
483
|
+
def ultosc(df, short_window: 5, medium_window: 12, long_window: 26)
|
484
|
+
inputs = ['High', 'Low', 'Adj Close'].map{|col| Polars::Series.new(df[col]).to_a}
|
485
|
+
output = Tulirb.ultosc(inputs, short_period: short_window, medium_period: medium_window, long_period: long_window).first
|
486
|
+
Polars::Series.new("Ult Osc(#{short_window}, #{medium_window}, #{long_window})", [nil]*(df.rows.length - output.length)+output) #)
|
487
|
+
end
|
488
|
+
|
489
|
+
def weighted_close_price(df)
|
490
|
+
inputs = ['High', 'Low', 'Adj Close'].map{|col| Polars::Series.new(df[col]).to_a}
|
491
|
+
output = Tulirb.wcprice(inputs).first
|
492
|
+
Polars::Series.new("Wtd Close Price", [nil]*(df.rows.length - output.length)+output) #)
|
493
|
+
end
|
494
|
+
|
495
|
+
|
496
|
+
def var(df, column: 'Adj Close', window: 20)
|
497
|
+
inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
|
498
|
+
output = Tulirb.var(inputs, period: window).first
|
499
|
+
Polars::Series.new("Var over Per(#{window}) of #{column}", [nil]*(df.rows.length - output.length)+output) #)
|
500
|
+
end
|
501
|
+
|
502
|
+
|
503
|
+
def vhf(df, column: 'Adj Close', window: 20)
|
504
|
+
inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
|
505
|
+
output = Tulirb.vhf(inputs, period: window).first
|
506
|
+
Polars::Series.new("VHF(#{window}) of #{column}", [nil]*(df.rows.length - output.length)+output) #)
|
507
|
+
end
|
508
|
+
|
509
|
+
|
510
|
+
def vidya(df, column: 'Adj Close', short_window: 5, long_window: 20, alpha: 0.2)
|
511
|
+
inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
|
512
|
+
output = Tulirb.vidya(inputs, short_period: short_window, long_period: long_window, alpha: alpha).first
|
513
|
+
Polars::Series.new("vidya(#{short_window},#{long_window},#{alpha}) of #{column}", [nil]*(df.rows.length - output.length)+output) #)
|
514
|
+
end
|
515
|
+
|
516
|
+
|
517
|
+
def volatility(df, column: 'Adj Close', window: 20)
|
518
|
+
inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
|
519
|
+
output = Tulirb.volatility(inputs, period: window).first
|
520
|
+
Polars::Series.new("#{window}-day Volatility of #{column}", [nil]*(df.rows.length - output.length)+output) #)
|
521
|
+
end
|
522
|
+
|
523
|
+
|
524
|
+
def vosc(df, column: 'Adj Close', short_window: 5, long_window: 20)
|
525
|
+
inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
|
526
|
+
output = Tulirb.vosc(inputs, short_period: short_window, long_period: long_window).first
|
527
|
+
Polars::Series.new("#{short_window}/#{long_window} Vol Osc of #{column}", [nil]*(df.rows.length - output.length)+output) #)
|
528
|
+
end
|
529
|
+
|
530
|
+
def vol_weighted_moving_avg(df, window: 20)
|
531
|
+
inputs = ['Adj Close','Volume'].map{|col| Polars::Series.new(df[col]).to_a}
|
532
|
+
output = Tulirb.vwma(inputs, period: window).first
|
533
|
+
Polars::Series.new("VWMA(#{window})", [nil]*(df.rows.length - output.length)+output) #)
|
534
|
+
end
|
535
|
+
|
536
|
+
alias_method :vwma, :vol_weighted_moving_avg
|
537
|
+
|
538
|
+
def wad(df)
|
539
|
+
inputs = ['High','Low','Close'].map{|col| Polars::Series.new(df[col]).to_a}
|
540
|
+
output = Tulirb.wad(inputs, period: window).first
|
541
|
+
Polars::Series.new("Wms Accum/Distrib", [nil]*(df.rows.length - output.length)+output) #)
|
542
|
+
end
|
543
|
+
|
544
|
+
|
545
|
+
def wcprice(df)
|
546
|
+
inputs = ['High','Low','Close'].map{|col| Polars::Series.new(df[col]).to_a}
|
547
|
+
output = Tulirb.stderr(inputs).first
|
548
|
+
Polars::Series.new("Wtd Close Price", [nil]*(df.rows.length - output.length)+output) #)
|
549
|
+
end
|
550
|
+
|
551
|
+
|
552
|
+
def wilders(df, column: 'Adj Close', window: 20)
|
553
|
+
inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
|
554
|
+
output = Tulirb.wilders(inputs, period: window).first
|
555
|
+
Polars::Series.new("#{window}-day Wilders Smoothing of #{column}", [nil]*(df.rows.length - output.length)+output) #)
|
556
|
+
end
|
557
|
+
|
558
|
+
|
559
|
+
def willr(df, window: 20)
|
560
|
+
inputs = ['High','Low','Close'].map{|col| Polars::Series.new(df[col]).to_a}
|
561
|
+
output = Tulirb.willr(inputs, period: window).first
|
562
|
+
Polars::Series.new("#{window}-day Williams %R Ind", [nil]*(df.rows.length - output.length)+output) #)
|
563
|
+
end
|
564
|
+
|
565
|
+
|
566
|
+
def wma(df, column: 'Adj Close', window: 5)
|
567
|
+
inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
|
568
|
+
output = Tulirb.wma(inputs, period: window).first
|
569
|
+
Polars::Series.new("WMA(#{window}) of #{column}", [nil]*(df.rows.length - output.length)+output) #)
|
570
|
+
end
|
571
|
+
|
572
|
+
|
573
|
+
def zlema(df, column: 'Adj Close', window: 5)
|
574
|
+
inputs = [column].map{|col| Polars::Series.new(df[col]).to_a}
|
575
|
+
output = Tulirb.zlema(inputs, period: window).first
|
576
|
+
Polars::Series.new("ZLEMA(#{window}) of #{column}", [nil]*(df.rows.length - output.length)+output) #)
|
577
|
+
end
|
578
|
+
end
|
579
|
+
end
|
data/lib/yfinrb/quote.rb
CHANGED
@@ -1,5 +1,6 @@
|
|
1
|
+
require 'httparty'
|
1
2
|
|
2
|
-
class
|
3
|
+
class Yfinrb
|
3
4
|
module Quote
|
4
5
|
extend ActiveSupport::Concern
|
5
6
|
|
@@ -46,7 +47,7 @@ class Yfin
|
|
46
47
|
result = _fetch(['recommendationTrend']).parsed_response
|
47
48
|
# Rails.logger.info { "#{__FILE__}:#{__LINE__} result = #{result.inspect}" }
|
48
49
|
# if result.nil?
|
49
|
-
# @recommendations = Utils.empty_df() #Polars::DataFrame()
|
50
|
+
# @recommendations = Yfinrb::Utils.empty_df() #Polars::DataFrame()
|
50
51
|
# else
|
51
52
|
begin
|
52
53
|
data = result["quoteSummary"]["result"][0]["recommendationTrend"]["trend"]
|
@@ -69,7 +70,7 @@ class Yfin
|
|
69
70
|
# Rails.logger.info { "#{__FILE__}:#{__LINE__} result = #{result.inspect}" }
|
70
71
|
|
71
72
|
# if result.nil?
|
72
|
-
# @upgrades_downgrades = Utils.empty_df() #Polars::DataFrame()
|
73
|
+
# @upgrades_downgrades = Yfinrb::Utils.empty_df() #Polars::DataFrame()
|
73
74
|
# else
|
74
75
|
begin
|
75
76
|
data = result["quoteSummary"]["result"][0]["upgradeDowngradeHistory"]["history"]
|
data/lib/yfinrb/ticker.rb
CHANGED
@@ -1,10 +1,9 @@
|
|
1
|
-
|
2
|
-
class Yfin
|
1
|
+
class Yfinrb
|
3
2
|
class Ticker
|
4
3
|
ROOT_URL = 'https://finance.yahoo.com'.freeze
|
5
4
|
BASE_URL = 'https://query2.finance.yahoo.com'.freeze
|
6
5
|
|
7
|
-
include YfConnection
|
6
|
+
include Yfinrb::YfConnection
|
8
7
|
|
9
8
|
attr_accessor :tz, :proxy, :isin, :timeout
|
10
9
|
attr_reader :error_message, :ticker
|
@@ -28,17 +27,17 @@ class Yfin
|
|
28
27
|
@expirations = {}
|
29
28
|
@underlying = {}
|
30
29
|
|
31
|
-
@ticker = (Utils.is_isin(ticker.upcase) ? Utils.get_ticker_by_isin(ticker.upcase, nil, @session) : ticker).upcase
|
30
|
+
@ticker = (Yfinrb::Utils.is_isin(ticker.upcase) ? Yfinrb::Utils.get_ticker_by_isin(ticker.upcase, nil, @session) : ticker).upcase
|
32
31
|
|
33
32
|
yfconn_initialize
|
34
33
|
end
|
35
34
|
|
36
|
-
include PriceHistory
|
37
|
-
include Analysis
|
38
|
-
include Fundamentals
|
39
|
-
include Holders
|
40
|
-
include Quote
|
41
|
-
include Financials
|
35
|
+
include Yfinrb::PriceHistory
|
36
|
+
include Yfinrb::Analysis
|
37
|
+
include Yfinrb::Fundamentals
|
38
|
+
include Yfinrb::Holders
|
39
|
+
include Yfinrb::Quote
|
40
|
+
include Yfinrb::Financials
|
42
41
|
|
43
42
|
alias_method :symbol, :ticker
|
44
43
|
|
@@ -50,13 +49,13 @@ class Yfin
|
|
50
49
|
# Rails.logger.info { "#{__FILE__}:#{__LINE__} start = #{start.inspect}, fin = #{fin.inspect}" }
|
51
50
|
|
52
51
|
if start
|
53
|
-
start_ts = Utils.parse_user_dt(start, tz)
|
52
|
+
start_ts = Yfinrb::Utils.parse_user_dt(start, tz)
|
54
53
|
# Rails.logger.info { "#{__FILE__}:#{__LINE__} start_ts = #{start_ts}" }
|
55
54
|
start = Time.at(start_ts).in_time_zone(tz)
|
56
55
|
# Rails.logger.info { "#{__FILE__}:#{__LINE__} start = #{start.inspect}, fin = #{fin.inspect}" }
|
57
56
|
end
|
58
57
|
if fin
|
59
|
-
end_ts = Utils.parse_user_dt(fin, tz)
|
58
|
+
end_ts = Yfinrb::Utils.parse_user_dt(fin, tz)
|
60
59
|
# Rails.logger.info { "#{__FILE__}:#{__LINE__} end_ts = #{end_ts}" }
|
61
60
|
fin = Time.at(end_ts).in_time_zone(tz)
|
62
61
|
# Rails.logger.info { "#{__FILE__}:#{__LINE__} start = #{start.inspect}, fin = #{fin.inspect}" }
|