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Requirements

... otherwise know as what I want to do. Some people would call it a roadmap; but, where I'm going "we don't need no stinking roads!"

Yes, test driven development (TDD) is important. There is a place for TDD. Its not in prototyping. The prototype is used to figure out what the requirements are. Once you have a prototype then you have requirements. With requirements come contracts for APIs. The contracts drive the test specifications which in turn drives the design.

So what is it that I want to do?

  • collect technical analysis indicators to apply to a stock or a set of stocks.
  • define an abstraction for a stock
  • evaluate different trading strategies.
  • make billions on the sock market - if you have kids you know what the sock market is.
  • play around with some interesting gems
  • evaluate Ruby 3.3 YJIT against Crystal
  • look at carious ways to support plugin components
  • learn something about options trading in risk mitigation for security trades

Making this thing an Application Framework

  • using ActiveRecord with initial models of Stock, Portfolio and Activity

    • Portfolio has many stocks with FK: ticker
    • Sotkc has many activities with FK: ticker
    • Activity has unique constraint on (ticker, date)

  • using gem csv_importer to bring in data to load into the various tables

  • using sqlite3 because I have limited resources for rdbms

finance.yahoo.com API

v7 is used to download historical data as CSV. It requires a cookie.

v8 gets some company info and stock prices in JSON. It might require a cookie as well

Most reliable way of getting data is the scrape the website. The gem financial_data_pull attempts to do it but it is too old.

Extract Indicators

After sleeping on it, I think the original plan with the fin_tech gem is a better idea for how to package the indicators. I'm going to keep the name FinTech for now while I think of something better. These are indicators; but I want them to be class-level methods with established contracts in their API.

The indicators in lib/sqa/indicator are stand-alone class methods; but, its so handy to have them in this repo. I will keep them here for a while

Configuration

SQA::Config is managed by the gem "mixlib-config" See the gem for full documentation.

The TL;DR is:

require 'sqa'
# read a configuration file in yaml, toml, json, ruby
# or just accept the defaults
SQA::Config.from_file(path_to_file)

# Initialize the environment
SQA.init

Strategy Framework

Got the first ideas for handling strategies. in place.