Class: SQA::Stock

Inherits:
Object
  • Object
show all
Extended by:
Forwardable
Defined in:
lib/sqa/stock.rb

Overview

SMELL: SQA::Stock is now pretty coupled to the Alpha Vantage

API service.  Should that stuff be extracted into a
separate class and injected by the requiring program?

Constant Summary collapse

CONNECTION = 
Faraday.new(url: "https://www.alphavantage.co")
@@top = 
nil

Instance Attribute Summary collapse

Class Method Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(ticker:, source: :alpha_vantage) ⇒ Stock

Returns a new instance of Stock.



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# File 'lib/sqa/stock.rb', line 24

def initialize(
      ticker:,
      source: :alpha_vantage
    )

  @ticker     = ticker.downcase
  @source     = source

  raise "Invalid Ticker #{ticker}" unless SQA::Ticker.valid?(ticker)

  @data_path  = SQA.data_dir + "#{@ticker}.json"
  @df_path    = SQA.data_dir + "#{@ticker}.csv"

  @klass         = "SQA::DataFrame::#{@source.to_s.camelize}".constantize
  @transformers  = "SQA::DataFrame::#{@source.to_s.camelize}::TRANSFORMERS".constantize

  if @data_path.exist?
    load
  else
    create
    update
    save
  end

  update_the_dataframe
end

Instance Attribute Details

#data ⇒ Object

General Info – SQA::DataFrame::Data



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# File 'lib/sqa/stock.rb', line 13

def data
  @data
end

#df ⇒ Object

Historical Prices – SQA::DataFrame::Data



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# File 'lib/sqa/stock.rb', line 14

def df
  @df
end

#klass ⇒ Object

class of historical and current prices



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# File 'lib/sqa/stock.rb', line 16

def klass
  @klass
end

#strategy ⇒ Object

Holds the SQA::Strategy class name which seems to work the best for this stock.



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# File 'lib/sqa/stock.rb', line 21

def strategy
  @strategy
end

#transformers ⇒ Object

procs for changing column values from String to Numeric



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# File 'lib/sqa/stock.rb', line 17

def transformers
  @transformers
end

Class Method Details

.top ⇒ Object

Top Gainers, Losers and Most Active for most recent closed trading day.



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# File 'lib/sqa/stock.rb', line 187

def top
  return @@top unless @@top.nil?

  a_hash  = JSON.parse(
              CONNECTION.get(
                "/query?function=TOP_GAINERS_LOSERS&apikey=#{SQA.av.key}"
              ).to_hash[:body]
            )

  mash = Hashie::Mash.new(a_hash)

  keys = mash.top_gainers.first.keys

  %w[top_gainers top_losers most_actively_traded].each do |collection|
    mash.send(collection).each do |e|
      keys.each do |k|
        case k
        when 'ticker'
          # Leave it as a String
        when 'volume'
          e[k] = e[k].to_i
        else
          e[k] = e[k].to_f
        end
      end
    end
  end

  @@top = mash
end

Instance Method Details

#associate_best_strategy(strategies) ⇒ Object 



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# File 'lib/sqa/stock.rb', line 154

def associate_best_strategy(strategies)
  best_strategy = nil
  best_accuracy = 0

  strategies.each do |strategy|
    accuracy = evaluate_strategy(strategy)

    if accuracy > best_accuracy
      best_strategy = strategy
      best_accuracy = accuracy
    end
  end

  self.strategy = best_strategy
end

#create ⇒ Object 



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# File 'lib/sqa/stock.rb', line 59

def create
  @data =
    SQA::DataFrame::Data.new(
      {
        ticker:       @ticker,
        source:       @source,
        indicators:   { xyzzy: "Magic" },
      }
    )
end

#evaluate_strategy(strategy) ⇒ Object 



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# File 'lib/sqa/stock.rb', line 171

def evaluate_strategy(strategy)
  # TODO: Implement this method to evaluate the accuracy of the strategy
  #       on the historical data of this stock.
end

#load ⇒ Object 



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# File 'lib/sqa/stock.rb', line 52

def load
  @data = SQA::DataFrame::Data.new(
            JSON.parse(@data_path.read)
          )
end

#merge_overview ⇒ Object 



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# File 'lib/sqa/stock.rb', line 123

def merge_overview
  temp = JSON.parse(
    CONNECTION.get("/query?function=OVERVIEW&symbol=#{ticker.upcase}&apikey=#{SQA.av.key}")
      .to_hash[:body]
  )

  if temp.has_key? "Information"
    ApiError.raise(temp["Information"])
  end

  # TODO: CamelCase hash keys look common in Alpha Vantage
  #       JSON; look at making a special Hashie-based class
  #       to convert the keys to normal Ruby standards.

  temp2 = {}

  string_values = %w[ address asset_type cik country currency
                      description dividend_date ex_dividend_date
                      exchange fiscal_year_end industry latest_quarter
                      name sector symbol
                    ]

  temp.keys.each do |k|
    new_k         = k.underscore
    temp2[new_k]  = string_values.include?(new_k) ? temp[k] : temp[k].to_f
  end

  @data.overview = temp2
end

#save ⇒ Object 



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# File 'lib/sqa/stock.rb', line 76

def save
  @data_path.write @data.to_json
end

#to_s ⇒ Object Also known as: inspect 



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# File 'lib/sqa/stock.rb', line 117

def to_s
  "#{ticker} with #{@df.size} data points from #{@df.timestamp.first} to #{@df.timestamp.last}"
end

#update ⇒ Object 



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# File 'lib/sqa/stock.rb', line 71

def update
  merge_overview
end

#update_the_dataframe ⇒ Object 



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# File 'lib/sqa/stock.rb', line 91

def update_the_dataframe
  if @df_path.exist?
    @df     = SQA::DataFrame.load(
      source:       @df_path,
      transformers: @transformers
    )
  else
    @df     = klass.recent(@ticker, full: true)
    @df.to_csv(@df_path)
    return
  end

  from_date = Date.parse(@df.timestamp.last) + 1
  df2       = klass.recent(@ticker, from_date: from_date)

  return if df2.nil?  # CSV file is up to date.

  df_nrows  = @df.nrows
  @df.append!(df2)

  if @df.nrows > df_nrows
    @df.to_csv(@df_path)
  end
end