Sign upLogin

unageanu/jiji2

View on GitHub
Star
sample_agents/src/statistical_arbitrage_agent.rb

Summary

Maintainability
B
6 hrs
Test Coverage

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 StatisticalArbitrageAgent
Severity: Minor
Found in sample_agents/src/statistical_arbitrage_agent.rb - About 3 hrs to fix

    Method initialize has 7 arguments (exceeds 4 allowed). Consider refactoring.
    Open

        def initialize(pair1, pair2, units, distance, broker, logger = nil,
      resolver = StatisticalArbitrage::StaticConstantsResolver.new)
    Severity: Major
    Found in sample_agents/src/statistical_arbitrage_agent.rb - About 50 mins to fix

      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}")
      Severity: Minor
      Found in sample_agents/src/statistical_arbitrage_agent.rb and 1 other location - About 45 mins to fix
      sample_agents/src/statistical_arbitrage_agent.rb on lines 187..195

      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

      Further Reading

      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}")
      Severity: Minor
      Found in sample_agents/src/statistical_arbitrage_agent.rb and 1 other location - About 45 mins to fix
      sample_agents/src/statistical_arbitrage_agent.rb on lines 198..206

      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

      Further Reading

      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
      Severity: Minor
      Found in sample_agents/src/statistical_arbitrage_agent.rb and 1 other location - About 15 mins to fix
      sample_agents/src/bollinger_bands_agent.rb on lines 66..69

      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

      Further Reading

      unexpected token error (Using Ruby 2.1 parser; configure using TargetRubyVersion parameter, under AllCops)
      Open

            @logger&.info("** buy_a : #{@units} #{pair2_units}")
      Severity: Minor
      Found in sample_agents/src/statistical_arbitrage_agent.rb by rubocop

      unexpected token error (Using Ruby 2.1 parser; configure using TargetRubyVersion parameter, under AllCops)
      Open

            @logger&.info("** sell_a : #{@units} #{pair2_units}")
      Severity: Minor
      Found in sample_agents/src/statistical_arbitrage_agent.rb by rubocop

      unexpected token error (Using Ruby 2.1 parser; configure using TargetRubyVersion parameter, under AllCops)
      Open

            @logger&.info(@positions.keys)
      Severity: Minor
      Found in sample_agents/src/statistical_arbitrage_agent.rb by rubocop

      There are no issues that match your filters.

      Category
      Status