cotcube-bardata 0.1.10 → 0.1.11

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: 2b80704cc4d7c8f63dc458e63d4e9c275726c1a37cf4671e0a2d57d5cf7d616f
-  data.tar.gz: d46691cd8c9272c608c3d596f63ca449df989bfc5a6cb95ad07301a63a1acba2
+  metadata.gz: dc417f9b8b33204bbc1b345ec28e2c5604b2a5f59c183a6a0a1ad15a6cf223b1
+  data.tar.gz: f631c5507dff588e4f2e19209aca5d135514e450ddc9b311e407b9733f539191
 SHA512:
-  metadata.gz: 2abe99e7c0f94bc26246817d1dcc3e40a52eb1bd32a8240cc54190b0c90ce56f2e4301e59d1756cf691e291dcd10cec720ee6c231e9dd23bf354082d8be25bb7
-  data.tar.gz: 4e23f62c7b1a570d9d6a42ddcffc5d67917b53438ab3f8012687acc041a2ed511ecdddc8c0ce26cd46681f5c93d94b9540b2df35f6954771a5af8e7f94e91c43
+  metadata.gz: f5276bd185a561658226f65b92ce696774f1da7442bf0c10704925e4afd295566844d02bf866921575bf60cea6944555c7dd6abc28214ed5852ca8228553d2f3
+  data.tar.gz: c73f923b1bf4399bf6a9cea56e4adf2acc3aaeab770d4b56cc1daae7d5a4f7c4617f30baff58b03f9ced45a9987a4bf8106c709f12a1cfb17f0021cfe36a6d71

data/CHANGELOG.md

@@ -1,3 +1,7 @@
+## 0.1.11 (March 07, 2021)
+  - daily.rb: added new technique 'caching in constants' to accelerate computation, also referring to continuous
+  - provide.rb: minor change, so disregarded contracts can be used in swapproximate
+
 ## 0.1.10 (February 11, 2021)
   - Daily.rb: Added measure parameters to continous_suite
   - cached.rb: Minor fix in comparison

data/VERSION

@@ -1 +1 @@
-0.1.10
+0.1.11

data/lib/cotcube-bardata/daily.rb

@@ -73,31 +73,38 @@ module Cotcube
 
       # instead of using the provide_daily methods above, for this bulk operation a 'continuous.csv' is created
       # this boosts from 4.5sec to 0.3sec
-      if not File.exist?(c_file) or Time.now - File.mtime(c_file) > 8.days or force_rewrite
+      rewriting = force_rewrite or not(File.exist?(c_file)) or (Time.now - File.mtime(c_file) > 8.days)
+      if rewriting
         puts "In daily+continuous: Rewriting #{c_file} #{force_rewrite ? "forcibly" : "due to fileage"}.".light_yellow
         `rm #{c_file}; find #{id_path} | xargs cat 2>/dev/null | grep -v '0,0,0,0' | sort -t, -k2 | cut -d, -f1,2,7,8 > #{c_file}`
       end
-      data = CSV.read(c_file).map do |row|
-        r = { contract: row[0],
-              date:     row[1],
-              volume:   row[2].to_i,
-              oi:       row[3].to_i
-            }
-      end
+      loading = lambda do
+        data = CSV.read(c_file).map do |row|
+          r = { contract: row[0],
+                date:     row[1],
+                volume:   row[2].to_i,
+                oi:       row[3].to_i
+          }
+        end
 
-      measuring.call("Finished retrieving dailies.")
-      result = []
-      data.group_by { |x| x[:date] }.map do |k, v|
-        v.map { |x| x.delete(:date) }
-        result << {
-          date: k,
-          volume: v.map { |x| x[:volume] }.reduce(:+),
-          oi: v.map { |x| x[:oi] }.reduce(:+)
-        }
-        result.last[:contracts] = v
+        measuring.call("Finished retrieving dailies.")
+        result = []
+        data.group_by { |x| x[:date] }.map do |k, v|
+          v.map { |x| x.delete(:date) }
+          result << {
+            date: k,
+            volume: v.map { |x| x[:volume] }.reduce(:+),
+            oi: v.map { |x| x[:oi] }.reduce(:+)
+          }
+          result.last[:contracts] = v
+        end
+      end
+      constname = "CONTINUOUS_#{symbol}".to_sym
+      if rewriting or not  Cotcube::Bardata.const_defined?( constname)
+        Cotcube::Bardata.const_set constname, loading.call
       end
       measuring.call("Finished processing")
-      date.nil? ? result : result.select { |x| x[:date] == date }.first
+      date.nil? ? Cotcube::Bardata.const_get(constname) : Cotcube::Bardata.const_get(constname).find { |x| x[:date] == date }
     end
 
     def continuous_ml(symbol: nil, id: nil, base: nil)

data/lib/cotcube-bardata/provide.rb

@@ -44,7 +44,7 @@ module Cotcube
         days = provide_cached contract: contract, symbol: symbol, id: id, config: config, filter: filter,
                               range: range, force_recent: force_recent
         dailies = provide_daily contract: contract, symbol: symbol, id: id, config: config, range: range
-        if days.last[:datetime] > dailies.last[:datetime]
+        if ((days.last[:datetime] > dailies.last[:datetime]) rescue false)
           dailies[..-2] + days.select { |d| d[:datetime] > dailies[-2][:datetime] }
         else
           dailies

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: cotcube-bardata
 version: !ruby/object:Gem::Version
-  version: 0.1.10
+  version: 0.1.11
 platform: ruby
 authors:
 - Benjamin L. Tischendorf
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2021-02-11 00:00:00.000000000 Z
+date: 2021-03-07 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: activesupport