File statistical_arbitrage_agent.rb has 329 lines of code (exceeds 250 allowed). Consider refactoring. Open
require 'quandl'
require 'lru_redux'
# === 統計的裁定取引エージェント
class StatisticalArbitrageAgentMethod initialize has 7 arguments (exceeds 4 allowed). Consider refactoring. Open
def initialize(pair1, pair2, units, distance, broker, logger = nil,
resolver = StatisticalArbitrage::StaticConstantsResolver.new)Similar blocks of code found in 2 locations. Consider refactoring. Open
def sell_a(spread, coint, index)
pair2_units = calculate_units(coint)
@broker.sell(@pair1, @units)
@broker.buy(@pair2, pair2_units)
@logger&.info("** sell_a : #{@units} #{pair2_units}")- Read upRead up
Duplicated Code
Duplicated code can lead to software that is hard to understand and difficult to change. The Don't Repeat Yourself (DRY) principle states:
Every piece of knowledge must have a single, unambiguous, authoritative representation within a system.
When you violate DRY, bugs and maintenance problems are sure to follow. Duplicated code has a tendency to both continue to replicate and also to diverge (leaving bugs as two similar implementations differ in subtle ways).
Tuning
This issue has a mass of 41.
We set useful threshold defaults for the languages we support but you may want to adjust these settings based on your project guidelines.
The threshold configuration represents the minimum mass a code block must have to be analyzed for duplication. The lower the threshold, the more fine-grained the comparison.
If the engine is too easily reporting duplication, try raising the threshold. If you suspect that the engine isn't catching enough duplication, try lowering the threshold. The best setting tends to differ from language to language.
See codeclimate-duplication's documentation for more information about tuning the mass threshold in your .codeclimate.yml.
Refactorings
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Similar blocks of code found in 2 locations. Consider refactoring. Open
def buy_a(spread, coint, index)
pair2_units = calculate_units(coint)
@broker.buy(@pair1, @units)
@broker.sell(@pair2, pair2_units)
@logger&.info("** buy_a : #{@units} #{pair2_units}")- Read upRead up
Duplicated Code
Duplicated code can lead to software that is hard to understand and difficult to change. The Don't Repeat Yourself (DRY) principle states:
Every piece of knowledge must have a single, unambiguous, authoritative representation within a system.
When you violate DRY, bugs and maintenance problems are sure to follow. Duplicated code has a tendency to both continue to replicate and also to diverge (leaving bugs as two similar implementations differ in subtle ways).
Tuning
This issue has a mass of 41.
We set useful threshold defaults for the languages we support but you may want to adjust these settings based on your project guidelines.
The threshold configuration represents the minimum mass a code block must have to be analyzed for duplication. The lower the threshold, the more fine-grained the comparison.
If the engine is too easily reporting duplication, try raising the threshold. If you suspect that the engine isn't catching enough duplication, try lowering the threshold. The best setting tends to differ from language to language.
See codeclimate-duplication's documentation for more information about tuning the mass threshold in your .codeclimate.yml.
Refactorings
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
Identical blocks of code found in 2 locations. Consider refactoring. Open
def sample_variance(array)
m = mean(array)
sum = array.inject(0) { |a, e| a + (e - m)**2 }
sum / (array.length - 1).to_f- Read upRead up
Duplicated Code
Duplicated code can lead to software that is hard to understand and difficult to change. The Don't Repeat Yourself (DRY) principle states:
Every piece of knowledge must have a single, unambiguous, authoritative representation within a system.
When you violate DRY, bugs and maintenance problems are sure to follow. Duplicated code has a tendency to both continue to replicate and also to diverge (leaving bugs as two similar implementations differ in subtle ways).
Tuning
This issue has a mass of 25.
We set useful threshold defaults for the languages we support but you may want to adjust these settings based on your project guidelines.
The threshold configuration represents the minimum mass a code block must have to be analyzed for duplication. The lower the threshold, the more fine-grained the comparison.
If the engine is too easily reporting duplication, try raising the threshold. If you suspect that the engine isn't catching enough duplication, try lowering the threshold. The best setting tends to differ from language to language.
See codeclimate-duplication's documentation for more information about tuning the mass threshold in your .codeclimate.yml.
Refactorings
- Extract Method
- Extract Class
- Form Template Method
- Introduce Null Object
- Pull Up Method
- Pull Up Field
- Substitute Algorithm
Further Reading
- Don't Repeat Yourself on the C2 Wiki
- Duplicated Code on SourceMaking
- Refactoring: Improving the Design of Existing Code by Martin Fowler. Duplicated Code, p76
unexpected token error
(Using Ruby 2.1 parser; configure using TargetRubyVersion parameter, under AllCops) Open
@logger&.info(@positions.keys)- Exclude checks
unexpected token error
(Using Ruby 2.1 parser; configure using TargetRubyVersion parameter, under AllCops) Open
@logger&.info("** buy_a : #{@units} #{pair2_units}")- Exclude checks
unexpected token error
(Using Ruby 2.1 parser; configure using TargetRubyVersion parameter, under AllCops) Open
@logger&.info("** sell_a : #{@units} #{pair2_units}")- Exclude checks