acvwilson-acvwilson-currency 0.5.0

data/lib/currency/exchange/rate/source/historical/rate.rb

@@ -0,0 +1,184 @@
+require 'active_support'
+require 'active_record/base'
+
+require 'currency/exchange/rate/source/historical'
+
+# This class represents a historical Rate in a database.
+# It requires ActiveRecord.
+#
+class Currency::Exchange::Rate::Source::Historical::Rate < ::ActiveRecord::Base
+   @@_table_name ||= Currency::Config.current.historical_table_name
+   set_table_name @@_table_name
+
+   # Can create a table and indices for this class
+   # when passed a Migration.
+   def self.__create_table(m, table_name = @@_table_name)
+     table_name = table_name.intern 
+     m.instance_eval do 
+       create_table table_name do |t|
+         t.column :created_on, :datetime, :null => false
+         t.column :updated_on, :datetime
+         
+         t.column :c1,       :string,     :limit => 3, :null => false
+         t.column :c2,       :string,     :limit => 3, :null => false
+         
+         t.column :source,   :string,     :limit => 32, :null => false
+         
+         t.column :rate,     :float,    :null => false
+         
+         t.column :rate_avg,      :float
+         t.column :rate_samples,  :integer
+         t.column :rate_lo,       :float
+         t.column :rate_hi,       :float
+         t.column :rate_date_0,   :float
+         t.column :rate_date_1,   :float
+         
+         t.column :date,     :datetime, :null => false
+         t.column :date_0,   :datetime
+         t.column :date_1,   :datetime
+
+         t.column :derived,  :string,   :limit => 64
+       end
+       
+       add_index table_name, :c1
+       add_index table_name, :c2
+       add_index table_name, :source
+       add_index table_name, :date
+       add_index table_name, :date_0
+       add_index table_name, :date_1
+       add_index table_name, [:c1, :c2, :source, :date_0, :date_1], :name => 'c1_c2_src_date_range', :unique => true
+     end
+   end
+
+
+   # Initializes this object from a Currency::Exchange::Rate object.
+   def from_rate(rate)
+     self.c1 = rate.c1.code.to_s
+     self.c2 = rate.c2.code.to_s
+     self.rate = rate.rate
+     self.rate_avg = rate.rate_avg
+     self.rate_samples = rate.rate_samples
+     self.rate_lo  = rate.rate_lo
+     self.rate_hi  = rate.rate_hi
+     self.rate_date_0  = rate.rate_date_0
+     self.rate_date_1  = rate.rate_date_1
+     self.source = rate.source
+     self.derived = rate.derived
+     self.date = rate.date
+     self.date_0 = rate.date_0
+     self.date_1 = rate.date_1
+     self
+   end
+
+
+   # Convert all dates to localtime.
+   def dates_to_localtime!
+     self.date   = self.date   && self.date.clone.localtime
+     self.date_0 = self.date_0 && self.date_0.clone.localtime
+     self.date_1 = self.date_1 && self.date_1.clone.localtime
+   end
+
+
+   # Creates a new Currency::Exchange::Rate object.
+   def to_rate(cls = ::Currency::Exchange::Rate)
+     cls.
+       new(
+           ::Currency::Currency.get(self.c1), 
+           ::Currency::Currency.get(self.c2),
+           self.rate,
+           "historical #{self.source}",
+           self.date,
+           self.derived,
+           {
+             :rate_avg => self.rate_avg,
+             :rate_samples => self.rate_samples,
+             :rate_lo => self.rate_lo,
+             :rate_hi => self.rate_hi,
+             :rate_date_0 => self.rate_date_0,
+             :rate_date_1 => self.rate_date_1,
+             :date_0 => self.date_0,
+             :date_1 => self.date_1
+           })
+   end
+
+
+   # Various defaults.
+   def before_validation
+     self.rate_avg = self.rate unless self.rate_avg
+     self.rate_samples = 1 unless self.rate_samples
+     self.rate_lo = self.rate unless self.rate_lo
+     self.rate_hi = self.rate unless self.rate_hi
+     self.rate_date_0 = self.rate unless self.rate_date_0
+     self.rate_date_1 = self.rate unless self.rate_date_1
+
+     #self.date_0 = self.date unless self.date_0
+     #self.date_1 = self.date unless self.date_1
+     self.date = self.date_0 + (self.date_1 - self.date_0) * 0.5 if ! self.date && self.date_0 && self.date_1
+     self.date = self.date_0 unless self.date
+     self.date = self.date_1 unless self.date
+   end
+
+
+   # Returns a ActiveRecord::Base#find :conditions value
+   # to locate any rates that will match this one.
+   #
+   # source may be a list of sources.
+   # date will match inside date_0 ... date_1 or exactly.
+   #
+   def find_matching_this_conditions
+     sql = [ ]
+     values = [ ]
+
+     if self.c1
+       sql << 'c1 = ?'
+       values.push(self.c1.to_s)
+     end
+
+     if self.c2
+       sql << 'c2 = ?'
+       values.push(self.c2.to_s)
+     end
+
+     if self.source
+       if self.source.kind_of?(Array)
+         sql << 'source IN ?'
+       else
+         sql << 'source = ?'
+       end
+       values.push(self.source)
+     end
+
+     if self.date
+       sql << '(((date_0 IS NULL) OR (date_0 <= ?)) AND ((date_1 IS NULL) OR (date_1 > ?))) OR date = ?'
+       values.push(self.date, self.date, self.date)
+     end
+
+     if self.date_0
+       sql << 'date_0 = ?'
+       values.push(self.date_0)
+     end
+
+     if self.date_1
+       sql << 'date_1 = ?'
+       values.push(self.date_1)
+     end
+
+     sql << '1 = 1' if sql.empty?
+
+     values.unshift(sql.collect{|x| "(#{x})"}.join(' AND '))
+     
+     # $stderr.puts "values = #{values.inspect}"
+
+     values
+   end
+
+
+   # Shorthand.
+   def find_matching_this(opt1 = :all, *opts)
+     self.class.find(opt1, :conditions => find_matching_this_conditions, *opts)
+   end
+
+ end # class
+
+
+ 

data/lib/currency/exchange/rate/source/historical/rate_loader.rb

@@ -0,0 +1,186 @@
+require 'currency/exchange/rate/source/historical'
+require 'currency/exchange/rate/source/historical/rate'
+require 'currency/exchange/rate/source/historical/writer'
+
+
+# Currency::Config.current.historical_table_name = 'currency_rates'
+# opts['uri_path'] ||= 'syndicated/cnusa/fxrates.xml'
+
+# Loads rates from multiple sources and will store them
+# as historical rates in a database.
+
+class ::Currency::Exchange::Rate::Source::Historical::RateLoader
+  attr_accessor :options
+  attr_accessor :source_options
+  attr_accessor :required_currencies
+  attr_accessor :rate_sources
+  attr_accessor :rate_source_options
+  attr_accessor :verbose
+  attr_accessor :preferred_summary_source
+  attr_accessor :base_currencies
+  attr_accessor :summary_rate_src
+  attr_reader   :writer
+
+  def initialize(opts = { })
+    self.summary_rate_src = 'summary'
+    self.source_options = { }
+    self.options = opts.dup.freeze
+    self.base_currencies = [ :USD ]
+    self.required_currencies =
+      [
+       :USD,
+       :GBP,
+       :CAD,
+       :EUR,
+       #   :MXP,
+      ]
+    self.verbose = ! ! ENV['CURRENCY_VERBOSE']
+    opts.each do | k, v | 
+      setter = "#{k}="
+      send(setter, v) if respond_to?(setter)
+    end
+  end
+
+
+  def initialize_writer(writer = Currency::Exchange::Rate::Source::Historical::Writer.new)
+    @writer = writer
+
+    writer.time_quantitizer = :current
+    writer.required_currencies = required_currencies
+    writer.base_currencies = base_currencies
+    writer.preferred_currencies = writer.required_currencies
+    writer.reciprocal_rates = true
+    writer.all_rates = true
+    writer.identity_rates = false 
+ 
+    options.each do | k, v |
+      setter = "#{k}="
+      writer.send(setter, v) if writer.respond_to?(setter)
+    end
+
+    writer
+  end
+
+
+  def run
+    rate_sources.each do | src |
+      # Create a historical rate writer.
+      initialize_writer
+
+      # Handle creating a summary rates called 'summary'.
+      if src == summary_rate_src
+        summary_rates(src)
+      else
+        require "currency/exchange/rate/source/#{src}"
+        src_cls_name = src.gsub(/(^|_)([a-z])/) { | m | $2.upcase }
+        src_cls = Currency::Exchange::Rate::Source.const_get(src_cls_name)
+        src = src_cls.new(source_options)
+        
+        writer.source = src  
+        
+        writer.write_rates
+      end
+    end
+  ensure
+    @writer = nil
+  end
+
+
+  def summary_rates(src)
+    # A list of summary rates.
+    summary_rates = [ ]
+    
+    # Get a list of all rate time ranges before today,
+    # that do not have a 'cnu' summary rate.
+    h_rate_cls = Currency::Exchange::Rate::Source::Historical::Rate
+    conn = h_rate_cls.connection
+    
+    # Select only rates from yesterday or before back till 30 days.
+    date_1 = Time.now - (0 * 24 * 60 * 60)
+    date_0 = date_1 - (30 * 24 * 60 * 60)
+    
+    date_0 = conn.quote(date_0)
+    date_1 = conn.quote(date_1)
+    
+    query = 
+"SELECT 
+  DISTINCT a.date_0, a.date_1 
+FROM 
+  #{h_rate_cls.table_name} AS a 
+WHERE 
+      a.source <> '#{src}' 
+  AND a.date_1 >= #{date_0} AND a.date_1 < #{date_1} 
+  AND (SELECT COUNT(b.id) FROM #{h_rate_cls.table_name} AS b 
+       WHERE 
+             b.c1 = a.c1 AND b.c2 = a.c2 
+         AND b.date_0 = a.date_0 AND b.date_1 = a.date_1 
+         AND b.source = '#{src}') = 0 
+ORDER BY
+   date_0"
+    STDERR.puts "query = \n#{query.split("\n").join(' ')}" if verbose
+      
+    dates = conn.query(query)
+      
+    dates.each do | date_range |
+      STDERR.puts "\n=============================================\n" if verbose
+      STDERR.puts "date_range = #{date_range.inspect}"                if verbose
+      
+      # Query for all rates that have the same date range.
+      q_rate = h_rate_cls.new(:date_0 => date_range[0], :date_1 => date_range[1])
+      available_rates = q_rate.find_matching_this(:all)
+      
+      # Collect all the currency pairs and rates.
+      currency_pair = { }
+      available_rates.each do | h_rate |
+        rate = h_rate.to_rate
+        (currency_pair[ [ rate.c1, rate.c2 ] ] ||= [ ]) << [ h_rate, rate ]
+        # STDERR.puts "rate = #{rate} #{h_rate.date_0} #{h_rate.date_1}" if verbose
+      end
+      
+      currency_pair.each_pair do | currency_pair, rates |
+        STDERR.puts "\n  =============================================\n" if verbose
+        STDERR.puts "  currency_pair = #{currency_pair}"                  if verbose
+        
+        # Create a summary rate for the currency pair.
+        selected_rates = [ ]
+        
+        rates.each do | h_rates |
+          h_rate, rate = *h_rates
+          
+          # Sanity check!
+          next if h_rate.source == src
+          
+          # Found perferred source?
+          if h_rate.source == preferred_summary_source
+            selected_rates = [ h_rates ]
+            break
+          end
+          
+          selected_rates << h_rates
+        end
+        
+        unless selected_rates.empty?
+          summary_rate = Currency::Exchange::Rate::Writable.new(currency_pair[0], currency_pair[1], 0.0)
+          selected_rates.each do | h_rates |
+            h_rate, rate = *h_rates
+            STDERR.puts "    rate = #{rate.inspect}" if verbose
+            summary_rate.collect_rate(rate)
+          end
+          
+          # Save the rate.
+          summary_rate.rate = summary_rate.rate_avg
+          summary_rate.source = src
+          summary_rate.derived = 'summary(' + selected_rates.collect{|r| r[0].id}.sort.join(',') + ')'
+          STDERR.puts "  summary_rate = #{summary_rate} #{summary_rate.rate_samples}" if verbose
+          
+          summary_rates << summary_rate
+        end
+      end
+    end
+    
+    writer.write_rates(summary_rates)
+  end
+  
+end
+
+

data/lib/currency/exchange/rate/source/historical/writer.rb

@@ -0,0 +1,220 @@
+
+require 'currency/exchange/rate/source/historical'
+
+# Responsible for writing historical rates from a rate source.
+class Currency::Exchange::Rate::Source::Historical::Writer
+
+  # Error during handling of historical rates.
+  class Error < ::Currency::Exception::Base; end
+
+  # The source of rates.
+  attr_accessor :source
+
+  # If true, compute all Rates between rates.
+  # This can be used to aid complex join reports that may assume
+  # c1 as the from currency and c2 as the to currency.
+  attr_accessor :all_rates
+
+  # If true, store identity rates.
+  # This can be used to aid complex join reports.
+  attr_accessor :identity_rates
+
+  # If true, compute and store all reciprocal rates.
+  attr_accessor :reciprocal_rates
+
+  # If set, a set of preferred currencies.
+  attr_accessor :preferred_currencies
+
+  # If set, a list of required currencies.
+  attr_accessor :required_currencies
+
+  # If set, a list of required base currencies.
+  # base currencies must have rates as c1.
+  attr_accessor :base_currencies
+
+  # If set, use this time quantitizer to
+  # manipulate the Rate date_0 date_1 time ranges.
+  # If :default, use the TimeQuantitizer.default.
+  attr_accessor :time_quantitizer
+
+
+  def initialize(opt = { })
+    @all_rates = true
+    @identity_rates = false
+    @reciprocal_rates = true
+    @preferred_currencies = nil
+    @required_currencies = nil
+    @base_currencies = nil
+    @time_quantitizer = nil
+    opt.each_pair{| k, v | self.send("#{k}=", v) }
+  end
+
+
+  # Returns a list of selected rates from source.
+  def selected_rates
+    # Produce a list of all currencies.
+    currencies = source.currencies
+
+    # $stderr.puts "currencies = #{currencies.join(', ')}"
+
+    selected_rates = [ ]
+
+    # Get list of preferred_currencies.
+    if self.preferred_currencies
+      self.preferred_currencies = self.preferred_currencies.collect do | c | 
+        ::Currency::Currency.get(c) 
+      end
+      currencies = currencies.select do | c | 
+        self.preferred_currencies.include?(c)
+      end.uniq
+    end
+
+
+    # Check for required currencies.
+    if self.required_currencies
+      self.required_currencies = self.required_currencies.collect do | c |
+        ::Currency::Currency.get(c) 
+      end
+
+      self.required_currencies.each do | c |
+        unless currencies.include?(c)
+          raise ::Currency::Exception::MissingCurrency, 
+          [ 
+           "Required currency #{c.inspect} not in #{currencies.inspect}", 
+           :currency, c, 
+           :required_currency, currencies,
+          ]
+        end
+      end
+    end
+
+
+    # $stderr.puts "currencies = #{currencies.inspect}"
+
+    deriver = ::Currency::Exchange::Rate::Deriver.new(:source => source)
+
+    # Produce Rates for all pairs of currencies.
+    if all_rates
+      currencies.each do | c1 |
+        currencies.each do | c2 |
+          next if c1 == c2 && ! identity_rates
+           rate = deriver.rate(c1, c2, nil)
+          selected_rates << rate unless selected_rates.include?(rate)
+        end
+      end
+    elsif base_currencies
+      base_currencies.each do | c1 |
+        c1 = ::Currency::Currency.get(c1)
+        currencies.each do | c2 |
+          next if c1 == c2 && ! identity_rates
+          rate = deriver.rate(c1, c2, nil)
+          selected_rates << rate unless selected_rates.include?(rate)
+        end
+      end
+    else
+      selected_rates = source.rates.select do | r |
+        next if r.c1 == r.c2 && ! identity_rates
+        currencies.include?(r.c1) && currencies.include?(r.c2)
+      end
+    end
+
+    if identity_rates
+      currencies.each do | c1 |
+        c1 = ::Currency::Currency.get(c1)
+        c2 = c1
+        rate = deriver.rate(c1, c2, nil)
+        selected_rates << rate unless selected_rates.include?(rate)
+      end
+    else
+      selected_rates = selected_rates.select do | r |
+        r.c1 != r.c2
+      end
+    end
+
+    if reciprocal_rates
+      selected_rates.clone.each do | r |
+        c1 = r.c2
+        c2 = r.c1
+        rate = deriver.rate(c1, c2, nil)
+        selected_rates << rate unless selected_rates.include?(rate)
+      end
+    end
+
+    # $stderr.puts "selected_rates = #{selected_rates.inspect}\n [#{selected_rates.size}]"
+
+    selected_rates
+  end
+
+
+  # Returns an Array of Historical::Rate objects that were written.
+  # Avoids writing Rates that already have been written.
+  def write_rates(rates = selected_rates)
+ 
+    # Create Historical::Rate objects.
+    h_rate_class = ::Currency::Exchange::Rate::Source::Historical::Rate
+
+    # Most Rates from the same Source will probably have the same time,
+    # so cache the computed date_range.
+    date_range_cache = { } 
+    rate_0 = nil
+    if time_quantitizer = self.time_quantitizer
+      time_quantitizer = ::Currency::Exchange::TimeQuantitizer.current if time_quantitizer == :current
+    end
+
+    h_rates = rates.collect do | r |
+      rr = h_rate_class.new.from_rate(r)
+      rr.dates_to_localtime!
+
+      if rr.date && time_quantitizer
+        date_range = date_range_cache[rr.date] ||= time_quantitizer.quantitize_time_range(rr.date)
+        rr.date_0 = date_range.begin
+        rr.date_1 = date_range.end
+      end
+
+      rate_0 ||= rr if rr.date_0 && rr.date_1
+
+      rr
+    end
+
+    # Fix any dateless Rates.
+    if rate_0
+      h_rates.each do | rr |
+        rr.date_0 = rate_0.date_0 unless rr.date_0
+        rr.date_1 = rate_0.date_1 unless rr.date_1
+      end
+    end
+
+    # Save them all or none.
+    stored_h_rates = [ ] 
+    h_rate_class.transaction do 
+      h_rates.each do | rr |
+        # Skip identity rates.
+        next if rr.c1 == rr.c2 && ! identity_rates
+
+        # Skip if already exists.
+        existing_rate = rr.find_matching_this(:first)
+        if existing_rate
+          stored_h_rates << existing_rate # Already existed.
+        else
+          begin
+            rr.save!
+          rescue Object => err
+            raise ::Currency::Exception::Generic, 
+            [ 
+             "During save of #{rr.inspect}", 
+             :error, err,
+            ]
+          end
+          stored_h_rates << rr # Written.
+        end
+      end
+    end
+
+    # Return written Historical::Rates.
+    stored_h_rates
+  end
+
+end # class
+
+
+