# SQA - Simple Qualitative Analysis

This is a very simplistic set of tools for running technical analysis on a stock portfolio.  Simplistic means it is not reliable nor intended for any kind of financial use.  Think of it as a training tool.  I do.  Its helping me understand why I need professional help from people who know what they are doing.

The BUY/SELL signals that it generates are part of a game.  **DO NOT USE** when real money is at stake.

## This is a Work in Progress

I'm making use of lots of gems which may not be part of the gemspec at this time.  I will be adding them as they make the final cut as to fitness for the intended function.  Some gems are configurable.  For example the default for the plotting library is `gruff`.  There are several available that the `daru` gem can use.

### DARU or RedAmber

I'm just really using `daru` for its data frame object;  However, I just learned about the RedAmber data frame object in Ruby based off of Apache Arrow.  I'm going to look at that product since it is actively maintained.

https://github.com/red-data-tools/red_amber

## Installation

Install the gem and add to the application's Gemfile by executing:

    bundle add sqa

If bundler is not being used to manage dependencies, install the gem by executing:

    gem install sqa

## ShoutOut To `daru`

**D**ata **A**nalysis in **RU**by

http://github.com/v0dro/daru

Its `DataFrame` class is a very interesting in memory data structure.

## Usage

**Do not use!**

## Playing in IRB

You can play around in IRB with the SQA framework in two different areas.  First is the stocks and indicators.  The second is with trading strategies.

### With Stocks and Indicators

You will need some CSV files.

#### Get Historical Prices

Go to https::/finance.yahoo.com and down some historical price data for your favorite stocks.  Put those CSV files in to the `sqa_data` directory in your HOME directory.

You may need to create a `portfolio.csv` file or you may not.  TODO

The CSV files will be named by the stock's ticker symbol.  For example: AAPL.csv

```ruby
require 'sqa'
# TODO: See the documentation on configurable items
# Omit to use defaults
SQA::Config.from_file(path_to_config_file)

# initialize framework from configuration values
SQA.init

aapl = SQA::Stock.new('aapl')
```

`aapl.df` is the Daru::DataFrame
see the `daru` gem for how to manipulate the DataFrame
The SQA::Indicator class methods use Arrays not the DataFrame
Here is an example:


```ruby
prices = aapl.df.adj_close_price.to_a
period = 14 # size of the window in prices to analyze

rsi = SQA::Indicator.rsi(prices, period)
```

### With Strategies

The strategies work off of an Object that contains the information required to make its recommendation.  Build on the previous Ruby snippet ...

```ruby
require 'ostruct'
vector     = OpenStruct.new
vector.rsi = rsi

# Load some trading strategies
ss = SWA::Strategy.new
ss.auto_load # loads everything in the lib/sqa/strategy folder

# Select some strategies to execute
ss.add SWA::Strategy::Random # 3-sided coin flip
ss.add SQA::Strategy::RSI

# This is an Array with each "trade" method
# that is defined in each strategy added
ss.strategies

# Execute those strategies
results = ss.execute(vector)
```

`results` is an Array with an entry for each strategy executed.  The entries are either :buy, :sell or :hold.

Currently the strategies are executed sequentially so the results can easily be mapped back to which strategy produced which result.  In the future that will change so that the strategies are executed concurrently.  When that change is introduced the entries in the `results` object will change -- most likely to an Array of Hashes.

### See my **experiments** Repository in the **stocks** Directory

I have a program `analysis.rb` that I'm writing along with this `sqa` gem.  Its intended as a practical example/test case for how the gem can be used to analyze a complete portfolio one stock at a time.

## Contributing

I can always use some help on this stuff.  Got an idea for a new indicator or strategy?  Want to improve the math?  Make the signals better?  Let's collaborate!

Bug reports and pull requests are welcome on GitHub at https://github.com/MadBomber/sqa.

## License

The gem is available as open source under the terms of the [MIT License](https://opensource.org/licenses/MIT).