cotcube-bardata 0.1.13 → 0.1.14

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: 6b1f66885f510fbe8be92a8e543f7206220db76940825862115c60be6892d5d4
-  data.tar.gz: a12e509a14c41cc17e31d95fca73d09ab09c342b029e973baf30377ebe8f1d6a
+  metadata.gz: 6f517a7bf018413f424a2eba1e1c568c4db864240f88d23fe0c722526af858b4
+  data.tar.gz: 7e303f08f4be6d64f1680f5107690e78525edcdf938245b22ab97a38af1523e7
 SHA512:
-  metadata.gz: dc53284daf85e21387ba1d7b24b3e2518be8dae3d49f6b2893e6aa6442e082516be12f76f23001ad3f04aee3e3ae5601ae7e747fd8451d5d9a437c7ac2b45976
-  data.tar.gz: 3b496b4e75e73feee1dbc08fd355572471ba78eb1b692c91e81dd3b1f515eab510cab0d22bc712cabab84cfe621a536e91a81e0925ce897e8d48c05770b0b015
+  metadata.gz: 5cbeae28346fca35de00cdc926724799f00c69ac8b023075c5dbd332327303ab457e1558eb289979ce95ef31b0cbc7e7cd1439ce550c4b2ddb415c79cffa21dd
+  data.tar.gz: 9fcdc6b0b14212673d1c26e9c5b6b76264a2d8baa7270d609841377ad3fd753bb1011ddad499a27412e180dcbb8bc35a831e79e79c487866634f85533440b771

data/CHANGELOG.md

@@ -1,3 +1,7 @@
+## 0.1.14 (May 07, 2021)
+  - few changes in provide / cached / daily for a more straigtforward forcing of cache renewal
+  - suggest: new method to suggest a contract for given symbol and date
+
 ## 0.1.13 (April 07, 2021)
   - daily: fixed const_caching in continuous
   - trade_dates: FIXING call with HTTParty must send Agent Header

data/VERSION

@@ -1 +1 @@
-0.1.13
+0.1.14

data/lib/cotcube-bardata.rb

@@ -22,6 +22,7 @@ require_relative 'cotcube-bardata/quarters'
 require_relative 'cotcube-bardata/eods'
 require_relative 'cotcube-bardata/cached'
 require_relative 'cotcube-bardata/provide'
+require_relative 'cotcube-bardata/suggest'
 require_relative 'cotcube-bardata/range_matrix'
 require_relative 'cotcube-bardata/trading_hours'
 
@@ -61,13 +62,17 @@ module Cotcube
                     # create an array of ranges based on specified source data
                     :trading_hours,
                     # receive id / symbol information on an uncertain set of parameters
+                    # TODO: decommision sppearance of get_id_set and symbols in cotcube::bardata
                     :get_id_set,
+                    :symbols,
+                    #
                     :select_specific_date,
                     :extended_select_for_range,
                     :provide_cached,
+                    :suggest_contract_for,
+                    # 
                     :compare,
-                    :holidays,
-                    :symbols # reads and provides the symbols file
+                    :holidays
 
     # please note that module_functions of source provided in private files must be published there
   end

data/lib/cotcube-bardata/cached.rb

@@ -12,7 +12,7 @@ module Cotcube
                        timezone: Time.find_zone('America/Chicago'),
                        filter: :full, # most probably either :full or :rth
                        force_update: false, # force reloading via provide_quarters
-                       force_recent: false) #
+                       force_recent: false) # provide base.last even if dayswitch hasn't happen yet
 
       unless range.nil? ||
              range.is_a?(Range) &&
@@ -39,6 +39,8 @@ module Cotcube
       file = "#{dir}/#{contract}.csv"
       quarters_file = "#{config[:data_path]}/quarters/#{sym[:id]}/#{contract[-3..]}.csv"
       if File.exist?(file) && (not force_update)
+        puts "Working with existing #{file}, no update was forced" if debug
+        puts "    Using quarters from #{quarters_file}"
         base = CSV.read(file, headers: headers).map do |x|
           x = x.to_h
           x[:datetime] = timezone.parse(x[:datetime])
@@ -49,7 +51,7 @@ module Cotcube
         end
         if base.last[:high].zero?
           # contract exists but is closed (has the CLOSED marker)
-          base.pop
+          base.pop 
           # rubocop:disable Metrics/BlockNesting
           result = if range.nil?
                      base
@@ -96,8 +98,9 @@ module Cotcube
       end
 
       base = Cotcube::Helpers.reduce(bars: data, to: :days)
+      puts "Reduced base ends at #{bast.last[:datetime].strftime('%Y-%m-%d')}" if debug
 
-      # remove last day of result unless marked
+      # remove last day of result if suspecting incomplete last base 
       base.pop if base.last[:datetime].to_date == timezone.now.to_date and not force_recent
 
       base.map do |x|

data/lib/cotcube-bardata/daily.rb

@@ -107,7 +107,7 @@ module Cotcube
         Cotcube::Bardata.const_set constname, loading.call
       end
       measuring.call("Finished processing")
-      date.nil? ? Cotcube::Bardata.const_get(constname) : Cotcube::Bardata.const_get(constname).find { |x| x[:date] == date }
+      date.nil? ? Cotcube::Bardata.const_get(constname).map{|z| z.dup } : Cotcube::Bardata.const_get(constname).find { |x| x[:date] == date }
     end
 
     def continuous_ml(symbol: nil, id: nil, base: nil)
@@ -197,6 +197,7 @@ module Cotcube
                          filter: nil,
                          date: Date.today,
                          short: true,
+                         silent: false,
                          measure: nil,
                          debuglevel: 1,
                          debug: false)
@@ -204,6 +205,7 @@ module Cotcube
         debuglevel = debug
         debug = debuglevel > 0 ? true : false
       end
+      silent = false if debug
 
       raise ArgumentError, ':measure, if given, must be a Time object (e.g. Time.now)' unless [NilClass, Time].include? measure.class
       measuring = lambda {|c| puts "[continuous_table] Time measured until '#{c}': #{(Time.now.to_f - measure.to_f).round(2)}sec" unless measure.nil? }
@@ -279,7 +281,7 @@ module Cotcube
                output_sent << "#{sym[:symbol]}#{month}" unless color == :white
              end
              early_year  ||= output
-             next unless (debug and debuglevel >= 2)
+             next if silent or not (debug and debuglevel >= 2) 
 
              v0.each do |contract, v1|
                puts "\t#{contract

data/lib/cotcube-bardata/provide.rb

@@ -14,6 +14,7 @@ module Cotcube
                 filter: :full,
                 # TODO: for future compatibility and suggestion: planning to include a function to update
                 #       with live data from broker
+                force_update: false,
                 force_recent: false)
 
       sym = get_id_set(symbol: symbol, id: id, contract: contract, config: config)
@@ -33,7 +34,7 @@ module Cotcube
 
       when :days, :weeks, :months
         base = provide_cached contract: contract, symbol: symbol, id: id, config: config, filter: filter,
-                              range: range, force_recent: force_recent
+                              range: range, force_recent: force_recent, force_update: force_update
         return base if %i[day days].include? interval
 
         # TODO: Missing implementation to reduce cached days to weeks or months
@@ -42,7 +43,7 @@ module Cotcube
         provide_daily contract: contract, symbol: symbol, id: id, config: config, range: range
       when :synth, :synthetic, :synthetic_days
         days = provide_cached contract: contract, symbol: symbol, id: id, config: config, filter: filter,
-                              range: range, force_recent: force_recent
+                              range: range, force_recent: force_recent, force_update: force_update
         dailies = provide_daily contract: contract, symbol: symbol, id: id, config: config, range: range
         if ((days.last[:datetime] > dailies.last[:datetime]) rescue false)
           dailies[..-2] + days.select { |d| d[:datetime] > dailies[-2][:datetime] }

data/lib/cotcube-bardata/suggest.rb

@@ -0,0 +1,28 @@
+# frozen_string_literal: true
+
+module Cotcube
+  # missing top level documentation
+  module Bardata
+    # based on day(of year) and symbol, suggest best fitting contract
+    def suggest_contract_for symbol:, date: Date.today, warnings: true
+      ml = Cotcube::Bardata.continuous_table symbol: symbol, date: date
+      if ml.size != 1 
+	puts "WARNING: No or no unique most liquid found for #{date}. please give :contract parameter".light_yellow if warnings
+	if ml.size > 1
+	  puts "\tUsing #{ml.last}. Consider breaking here, if that is not acceptable.".light_yellow if warnings
+	  sleep 1
+	else
+	  puts "\tERROR: No suggestible contract found for #{symbol} and #{date}.".light_red
+	  return
+	end
+      end
+      year = date.year % 100
+      if ml.last[2] < "K" and date.month > 9
+        "#{ml.last}#{year + 1}"
+      else
+        "#{ml.last}#{year}"
+      end
+    end
+  end
+end
+

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: cotcube-bardata
 version: !ruby/object:Gem::Version
-  version: 0.1.13
+  version: 0.1.14
 platform: ruby
 authors:
 - Benjamin L. Tischendorf
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2021-04-07 00:00:00.000000000 Z
+date: 2021-05-07 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: activesupport
@@ -175,6 +175,7 @@ files:
 - lib/cotcube-bardata/provide.rb
 - lib/cotcube-bardata/quarters.rb
 - lib/cotcube-bardata/range_matrix.rb
+- lib/cotcube-bardata/suggest.rb
 - lib/cotcube-bardata/trade_dates.rb
 - lib/cotcube-bardata/trading_hours.rb
 homepage: https://github.com/donkeybridge/cotcube-bardata