acvwilson-currency 0.5.0
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- data/COPYING.txt +339 -0
- data/ChangeLog +8 -0
- data/LICENSE.txt +65 -0
- data/Manifest.txt +58 -0
- data/README.txt +51 -0
- data/Releases.txt +155 -0
- data/TODO.txt +9 -0
- data/currency.gemspec +18 -0
- data/examples/ex1.rb +13 -0
- data/examples/xe1.rb +20 -0
- data/lib/currency.rb +143 -0
- data/lib/currency/active_record.rb +265 -0
- data/lib/currency/config.rb +91 -0
- data/lib/currency/core_extensions.rb +83 -0
- data/lib/currency/currency.rb +175 -0
- data/lib/currency/currency/factory.rb +121 -0
- data/lib/currency/currency_version.rb +6 -0
- data/lib/currency/exception.rb +119 -0
- data/lib/currency/exchange.rb +48 -0
- data/lib/currency/exchange/rate.rb +214 -0
- data/lib/currency/exchange/rate/deriver.rb +157 -0
- data/lib/currency/exchange/rate/source.rb +89 -0
- data/lib/currency/exchange/rate/source/base.rb +166 -0
- data/lib/currency/exchange/rate/source/failover.rb +63 -0
- data/lib/currency/exchange/rate/source/federal_reserve.rb +160 -0
- data/lib/currency/exchange/rate/source/historical.rb +79 -0
- data/lib/currency/exchange/rate/source/historical/rate.rb +184 -0
- data/lib/currency/exchange/rate/source/historical/rate_loader.rb +186 -0
- data/lib/currency/exchange/rate/source/historical/writer.rb +220 -0
- data/lib/currency/exchange/rate/source/new_york_fed.rb +127 -0
- data/lib/currency/exchange/rate/source/provider.rb +120 -0
- data/lib/currency/exchange/rate/source/test.rb +50 -0
- data/lib/currency/exchange/rate/source/the_financials.rb +191 -0
- data/lib/currency/exchange/rate/source/timed_cache.rb +198 -0
- data/lib/currency/exchange/rate/source/xe.rb +165 -0
- data/lib/currency/exchange/time_quantitizer.rb +111 -0
- data/lib/currency/formatter.rb +310 -0
- data/lib/currency/macro.rb +321 -0
- data/lib/currency/money.rb +298 -0
- data/lib/currency/money_helper.rb +13 -0
- data/lib/currency/parser.rb +193 -0
- data/spec/ar_column_spec.rb +76 -0
- data/spec/ar_core_spec.rb +68 -0
- data/spec/ar_simple_spec.rb +23 -0
- data/spec/config_spec.rb +29 -0
- data/spec/federal_reserve_spec.rb +75 -0
- data/spec/formatter_spec.rb +72 -0
- data/spec/historical_writer_spec.rb +187 -0
- data/spec/macro_spec.rb +109 -0
- data/spec/money_spec.rb +355 -0
- data/spec/new_york_fed_spec.rb +73 -0
- data/spec/parser_spec.rb +105 -0
- data/spec/spec_helper.rb +25 -0
- data/spec/time_quantitizer_spec.rb +115 -0
- data/spec/timed_cache_spec.rb +95 -0
- data/spec/xe_spec.rb +50 -0
- metadata +117 -0
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# Copyright (C) 2006-2007 Kurt Stephens <ruby-currency(at)umleta.com>
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# See LICENSE.txt for details.
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require 'currency/exchange/rate/source/base'
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# Gets historical rates from database using Active::Record.
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# Rates are retrieved using Currency::Exchange::Rate::Source::Historical::Rate as
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# a database record proxy.
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#
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# See Currency::Exchange::Rate::Source::Historical::Writer for a rate archiver.
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#
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class Currency::Exchange::Rate::Source::Historical < Currency::Exchange::Rate::Source::Base
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# Select specific rate source.
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# Defaults to nil
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attr_accessor :source
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def initialize
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@source = nil # any
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super
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end
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def source_key
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@source ? @source.join(',') : ''
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end
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# This Exchange's name is the same as its #uri.
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def name
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"historical #{source_key}"
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end
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def initialize(*opt)
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super
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@rates_cache = { }
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@raw_rates_cache = { }
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end
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def clear_rates
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@rates_cache.clear
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@raw_rates_cache.clear
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super
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end
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# Returns a Rate.
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def get_rate(c1, c2, time)
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# rate =
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get_rates(time).select{ | r | r.c1 == c1 && r.c2 == c2 }[0]
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# $stderr.puts "#{self}.get_rate(#{c1}, #{c2}, #{time.inspect}) => #{rate.inspect}"
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# rate
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end
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# Return a list of base Rates.
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def get_rates(time = nil)
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@rates_cache["#{source_key}:#{time}"] ||=
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get_raw_rates(time).collect do | rr |
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rr.to_rate
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end
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end
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# Return a list of raw rates.
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def get_raw_rates(time = nil)
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@raw_rates_cache["#{source_key}:#{time}"] ||=
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::Currency::Exchange::Rate::Source::Historical::Rate.new(:c1 => nil, :c2 => nil, :date => time, :source => source).
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find_matching_this(:all)
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end
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end # class
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require 'currency/exchange/rate/source/historical/rate'
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require 'active_support'
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require 'active_record/base'
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require 'currency/exchange/rate/source/historical'
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# This class represents a historical Rate in a database.
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# It requires ActiveRecord.
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#
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class Currency::Exchange::Rate::Source::Historical::Rate < ::ActiveRecord::Base
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@@_table_name ||= Currency::Config.current.historical_table_name
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set_table_name @@_table_name
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# Can create a table and indices for this class
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# when passed a Migration.
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def self.__create_table(m, table_name = @@_table_name)
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table_name = table_name.intern
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m.instance_eval do
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create_table table_name do |t|
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t.column :created_on, :datetime, :null => false
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t.column :updated_on, :datetime
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t.column :c1, :string, :limit => 3, :null => false
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t.column :c2, :string, :limit => 3, :null => false
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t.column :source, :string, :limit => 32, :null => false
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t.column :rate, :float, :null => false
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t.column :rate_avg, :float
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t.column :rate_samples, :integer
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t.column :rate_lo, :float
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t.column :rate_hi, :float
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t.column :rate_date_0, :float
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t.column :rate_date_1, :float
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t.column :date, :datetime, :null => false
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t.column :date_0, :datetime
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t.column :date_1, :datetime
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t.column :derived, :string, :limit => 64
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end
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add_index table_name, :c1
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add_index table_name, :c2
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add_index table_name, :source
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add_index table_name, :date
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add_index table_name, :date_0
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add_index table_name, :date_1
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add_index table_name, [:c1, :c2, :source, :date_0, :date_1], :name => 'c1_c2_src_date_range', :unique => true
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end
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end
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# Initializes this object from a Currency::Exchange::Rate object.
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def from_rate(rate)
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self.c1 = rate.c1.code.to_s
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self.c2 = rate.c2.code.to_s
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self.rate = rate.rate
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self.rate_avg = rate.rate_avg
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self.rate_samples = rate.rate_samples
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self.rate_lo = rate.rate_lo
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self.rate_hi = rate.rate_hi
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self.rate_date_0 = rate.rate_date_0
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self.rate_date_1 = rate.rate_date_1
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self.source = rate.source
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self.derived = rate.derived
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self.date = rate.date
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self.date_0 = rate.date_0
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self.date_1 = rate.date_1
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self
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end
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# Convert all dates to localtime.
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def dates_to_localtime!
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self.date = self.date && self.date.clone.localtime
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self.date_0 = self.date_0 && self.date_0.clone.localtime
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self.date_1 = self.date_1 && self.date_1.clone.localtime
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end
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# Creates a new Currency::Exchange::Rate object.
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def to_rate(cls = ::Currency::Exchange::Rate)
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cls.
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new(
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::Currency::Currency.get(self.c1),
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::Currency::Currency.get(self.c2),
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self.rate,
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"historical #{self.source}",
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self.date,
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self.derived,
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{
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:rate_avg => self.rate_avg,
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:rate_samples => self.rate_samples,
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:rate_lo => self.rate_lo,
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:rate_hi => self.rate_hi,
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:rate_date_0 => self.rate_date_0,
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:rate_date_1 => self.rate_date_1,
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:date_0 => self.date_0,
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:date_1 => self.date_1
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})
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end
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# Various defaults.
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def before_validation
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self.rate_avg = self.rate unless self.rate_avg
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self.rate_samples = 1 unless self.rate_samples
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self.rate_lo = self.rate unless self.rate_lo
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self.rate_hi = self.rate unless self.rate_hi
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self.rate_date_0 = self.rate unless self.rate_date_0
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self.rate_date_1 = self.rate unless self.rate_date_1
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#self.date_0 = self.date unless self.date_0
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#self.date_1 = self.date unless self.date_1
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self.date = self.date_0 + (self.date_1 - self.date_0) * 0.5 if ! self.date && self.date_0 && self.date_1
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self.date = self.date_0 unless self.date
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self.date = self.date_1 unless self.date
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end
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# Returns a ActiveRecord::Base#find :conditions value
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# to locate any rates that will match this one.
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#
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# source may be a list of sources.
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# date will match inside date_0 ... date_1 or exactly.
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#
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def find_matching_this_conditions
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sql = [ ]
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values = [ ]
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if self.c1
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sql << 'c1 = ?'
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values.push(self.c1.to_s)
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end
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if self.c2
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sql << 'c2 = ?'
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values.push(self.c2.to_s)
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end
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if self.source
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if self.source.kind_of?(Array)
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sql << 'source IN ?'
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else
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sql << 'source = ?'
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end
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values.push(self.source)
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end
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if self.date
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sql << '(((date_0 IS NULL) OR (date_0 <= ?)) AND ((date_1 IS NULL) OR (date_1 > ?))) OR date = ?'
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values.push(self.date, self.date, self.date)
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end
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if self.date_0
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sql << 'date_0 = ?'
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values.push(self.date_0)
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end
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if self.date_1
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sql << 'date_1 = ?'
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values.push(self.date_1)
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end
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sql << '1 = 1' if sql.empty?
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values.unshift(sql.collect{|x| "(#{x})"}.join(' AND '))
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# $stderr.puts "values = #{values.inspect}"
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values
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end
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# Shorthand.
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def find_matching_this(opt1 = :all, *opts)
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self.class.find(opt1, :conditions => find_matching_this_conditions, *opts)
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end
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end # class
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require 'currency/exchange/rate/source/historical'
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require 'currency/exchange/rate/source/historical/rate'
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require 'currency/exchange/rate/source/historical/writer'
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# Currency::Config.current.historical_table_name = 'currency_rates'
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# opts['uri_path'] ||= 'syndicated/cnusa/fxrates.xml'
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# Loads rates from multiple sources and will store them
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# as historical rates in a database.
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class ::Currency::Exchange::Rate::Source::Historical::RateLoader
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attr_accessor :options
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attr_accessor :source_options
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attr_accessor :required_currencies
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attr_accessor :rate_sources
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attr_accessor :rate_source_options
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attr_accessor :verbose
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attr_accessor :preferred_summary_source
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attr_accessor :base_currencies
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attr_accessor :summary_rate_src
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attr_reader :writer
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def initialize(opts = { })
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self.summary_rate_src = 'summary'
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self.source_options = { }
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self.options = opts.dup.freeze
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self.base_currencies = [ :USD ]
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self.required_currencies =
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[
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:USD,
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:GBP,
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:CAD,
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:EUR,
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# :MXP,
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]
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self.verbose = ! ! ENV['CURRENCY_VERBOSE']
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opts.each do | k, v |
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setter = "#{k}="
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send(setter, v) if respond_to?(setter)
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end
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end
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def initialize_writer(writer = Currency::Exchange::Rate::Source::Historical::Writer.new)
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@writer = writer
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writer.time_quantitizer = :current
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writer.required_currencies = required_currencies
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writer.base_currencies = base_currencies
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writer.preferred_currencies = writer.required_currencies
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writer.reciprocal_rates = true
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writer.all_rates = true
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writer.identity_rates = false
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options.each do | k, v |
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setter = "#{k}="
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writer.send(setter, v) if writer.respond_to?(setter)
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end
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writer
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end
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def run
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rate_sources.each do | src |
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# Create a historical rate writer.
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initialize_writer
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# Handle creating a summary rates called 'summary'.
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if src == summary_rate_src
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summary_rates(src)
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else
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require "currency/exchange/rate/source/#{src}"
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|
+
src_cls_name = src.gsub(/(^|_)([a-z])/) { | m | $2.upcase }
|
76
|
+
src_cls = Currency::Exchange::Rate::Source.const_get(src_cls_name)
|
77
|
+
src = src_cls.new(source_options)
|
78
|
+
|
79
|
+
writer.source = src
|
80
|
+
|
81
|
+
writer.write_rates
|
82
|
+
end
|
83
|
+
end
|
84
|
+
ensure
|
85
|
+
@writer = nil
|
86
|
+
end
|
87
|
+
|
88
|
+
|
89
|
+
def summary_rates(src)
|
90
|
+
# A list of summary rates.
|
91
|
+
summary_rates = [ ]
|
92
|
+
|
93
|
+
# Get a list of all rate time ranges before today,
|
94
|
+
# that do not have a 'cnu' summary rate.
|
95
|
+
h_rate_cls = Currency::Exchange::Rate::Source::Historical::Rate
|
96
|
+
conn = h_rate_cls.connection
|
97
|
+
|
98
|
+
# Select only rates from yesterday or before back till 30 days.
|
99
|
+
date_1 = Time.now - (0 * 24 * 60 * 60)
|
100
|
+
date_0 = date_1 - (30 * 24 * 60 * 60)
|
101
|
+
|
102
|
+
date_0 = conn.quote(date_0)
|
103
|
+
date_1 = conn.quote(date_1)
|
104
|
+
|
105
|
+
query =
|
106
|
+
"SELECT
|
107
|
+
DISTINCT a.date_0, a.date_1
|
108
|
+
FROM
|
109
|
+
#{h_rate_cls.table_name} AS a
|
110
|
+
WHERE
|
111
|
+
a.source <> '#{src}'
|
112
|
+
AND a.date_1 >= #{date_0} AND a.date_1 < #{date_1}
|
113
|
+
AND (SELECT COUNT(b.id) FROM #{h_rate_cls.table_name} AS b
|
114
|
+
WHERE
|
115
|
+
b.c1 = a.c1 AND b.c2 = a.c2
|
116
|
+
AND b.date_0 = a.date_0 AND b.date_1 = a.date_1
|
117
|
+
AND b.source = '#{src}') = 0
|
118
|
+
ORDER BY
|
119
|
+
date_0"
|
120
|
+
STDERR.puts "query = \n#{query.split("\n").join(' ')}" if verbose
|
121
|
+
|
122
|
+
dates = conn.query(query)
|
123
|
+
|
124
|
+
dates.each do | date_range |
|
125
|
+
STDERR.puts "\n=============================================\n" if verbose
|
126
|
+
STDERR.puts "date_range = #{date_range.inspect}" if verbose
|
127
|
+
|
128
|
+
# Query for all rates that have the same date range.
|
129
|
+
q_rate = h_rate_cls.new(:date_0 => date_range[0], :date_1 => date_range[1])
|
130
|
+
available_rates = q_rate.find_matching_this(:all)
|
131
|
+
|
132
|
+
# Collect all the currency pairs and rates.
|
133
|
+
currency_pair = { }
|
134
|
+
available_rates.each do | h_rate |
|
135
|
+
rate = h_rate.to_rate
|
136
|
+
(currency_pair[ [ rate.c1, rate.c2 ] ] ||= [ ]) << [ h_rate, rate ]
|
137
|
+
# STDERR.puts "rate = #{rate} #{h_rate.date_0} #{h_rate.date_1}" if verbose
|
138
|
+
end
|
139
|
+
|
140
|
+
currency_pair.each_pair do | currency_pair, rates |
|
141
|
+
STDERR.puts "\n =============================================\n" if verbose
|
142
|
+
STDERR.puts " currency_pair = #{currency_pair}" if verbose
|
143
|
+
|
144
|
+
# Create a summary rate for the currency pair.
|
145
|
+
selected_rates = [ ]
|
146
|
+
|
147
|
+
rates.each do | h_rates |
|
148
|
+
h_rate, rate = *h_rates
|
149
|
+
|
150
|
+
# Sanity check!
|
151
|
+
next if h_rate.source == src
|
152
|
+
|
153
|
+
# Found perferred source?
|
154
|
+
if h_rate.source == preferred_summary_source
|
155
|
+
selected_rates = [ h_rates ]
|
156
|
+
break
|
157
|
+
end
|
158
|
+
|
159
|
+
selected_rates << h_rates
|
160
|
+
end
|
161
|
+
|
162
|
+
unless selected_rates.empty?
|
163
|
+
summary_rate = Currency::Exchange::Rate::Writable.new(currency_pair[0], currency_pair[1], 0.0)
|
164
|
+
selected_rates.each do | h_rates |
|
165
|
+
h_rate, rate = *h_rates
|
166
|
+
STDERR.puts " rate = #{rate.inspect}" if verbose
|
167
|
+
summary_rate.collect_rate(rate)
|
168
|
+
end
|
169
|
+
|
170
|
+
# Save the rate.
|
171
|
+
summary_rate.rate = summary_rate.rate_avg
|
172
|
+
summary_rate.source = src
|
173
|
+
summary_rate.derived = 'summary(' + selected_rates.collect{|r| r[0].id}.sort.join(',') + ')'
|
174
|
+
STDERR.puts " summary_rate = #{summary_rate} #{summary_rate.rate_samples}" if verbose
|
175
|
+
|
176
|
+
summary_rates << summary_rate
|
177
|
+
end
|
178
|
+
end
|
179
|
+
end
|
180
|
+
|
181
|
+
writer.write_rates(summary_rates)
|
182
|
+
end
|
183
|
+
|
184
|
+
end
|
185
|
+
|
186
|
+
|