alphavantage

Alpha Vantage Ruby Library

The Alpha Vantage Ruby library provides convenient access to the Alpha Vantage API from applications written in the Ruby language.

Installation

Add this line to your application's Gemfile:

gem 'alphavantage'

And then execute:

$ bundle

Or install it yourself as:

$ gem install alphavantage

Usage

The library needs to be configured with your account's api key which you can obtain from https://www.alphavantage.co/support/#api-key. Set the Alphavantage.configuration.api_key to its value. If you are using Rails, you can configure this in an initializer.

require 'alphavantage'

Alphavantage.configure do |config|
  config.api_key = 'your-api-key'
end

Accessing a response object

All JSON responses are converted to pseudo-objects that have method-like accessors for hash keys

quote = Alphavantage::TimeSeries.new(symbol: 'TSLA').quote
quote.previous_close #=> "719.6900"
quote.volume         #=> "27879033"

All hash keys are also normalized to provide clean and consistent access to values since the Alphavantage API returns arbitrarily formatted keys with numbers, spaces, letters and symbols (i.e. "Crypto Rating (FCAS)", "3. fcas rating", "4. Last Refreshed", "Time Series FX (5min)", "1a. open (CNY)")

With this normalization, you can now access via

intraday.time_series_fx_5min

instead of

intraday["Time Series FX (5min)"]

Stock Time Series

Alphavantage::TimeSeries.search(keywords: 'Tesla')

stock_timeseries = Alphavantage::TimeSeries.new(symbol: 'TSLA')
stock_timeseries.quote
stock_timeseries.monthly
stock_timeseries.monthly(adjusted: true)
stock_timeseries.weekly
stock_timeseries.weekly(adjusted: true)
stock_timeseries.daily(outputsize: 'compact')
stock_timeseries.daily(adjusted: true, outputsize: 'full')
stock_timeseries.intraday(adjusted: true, outputsize: 'compact', interval: '5min')
stock_timeseries.intraday_extended_history(adjusted: true, outputsize: 'compact', interval: '5min', slice: 'year1month1')

Fundamental Data

company = Alphavantage::Fundamental.new(symbol: 'TSLA')
company.overview
company.earnings
company.income_statement
company.balance_sheet
company.cash_flow

Forex

forex = Alphavantage::Forex.new(from_symbol: 'USD', to_symbol: 'JPY')
forex.exchange_rates
forex.intraday(interval: '5min', outputsize: 'compact')
forex.daily(outputsize: 'compact')
forex.weekly
forex.monthly

Crypto Currencies

Alphavantage::Crypto.health_index(symbol: 'BTC')

crypto = Alphavantage::Crypto.new(symbol: 'BTC', market: 'USD')
crypto.intraday(interval: '5min')
crypto.daily
crypto.weekly
crypto.monthly

Technical Indicators

You can access all available indicators by simply using the actual technical indicator name listed on the Alpha Vantage Documenetation as the method name (i.e. .stoch, .rsi, .plus_dm, .ht_trendline, etc.).

You can also dig into alphavantage/indicator.rb to view the list of available indicators.

indicator = Alphavantage::Indicator.new(symbol: 'TSLA', interval: '5min')
indicator.sma(time_period: 7, series_type: 'close')
indicator.macd(series_type: 'open', fastperiod: 12, slowperiod: 26, signalperiod: 9)

indicator.macdext(
  series_type:,
  fastperiod: 12,
  slowperiod: 26,
  signalperiod: 9,
  fastmatype: 'sma',
  slowmatype: 'sma',
  signalmatype: 'sma'
)

Moving average indicator as parameters have been mapped to allow you to simply provide the actual indicator name rather than the number value specified in the Alpha Vantage Documentation. Below is the mapping available that I've used in the above .macdext example for the fastmatype, slowmatype and signalmatype parameters

MOVING_AVERAGE_TYPES = {
  sma: 0,
  ema: 1,
  wma: 2,
  dema: 3,
  tema: 4,
  trima: 5,
  t3: 6,
  kama: 7,
  mama: 8
}

Validations are also implemented to ensure correct values are provided for the various parameters. You can view a list of the validations in alphavantage/validations.rb

Development

After checking out the repo, run bin/setup to install dependencies. Then, run rake spec to run the tests. You can also run bin/console for an interactive prompt that will allow you to experiment.

To install this gem onto your local machine, run bundle exec rake install. To release a new version, update the version number in version.rb, and then run bundle exec rake release, which will create a git tag for the version, push git commits and tags, and push the .gem file to rubygems.org.

Contributing

Bug reports and pull requests are welcome on GitHub at https://github.com/codespore/alphavantage_ruby. This project is intended to be a safe, welcoming space for collaboration, and contributors are expected to adhere to the Contributor Covenant code of conduct.

License

The gem is available as open source under the terms of the MIT License.

Code of Conduct

Everyone interacting in the Alphavantage project’s codebases, issue trackers, chat rooms and mailing lists is expected to follow the code of conduct.