cotcube-bardata 0.1.15.4 → 0.1.17

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@@ -1,7 +1,7 @@
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data/CHANGELOG.md

@@ -1,3 +1,20 @@
+## 0.1.17 (December 06, 2021)
+  - changed parameter for building of continuous (in daily.rb)
+  - added bin/intra + symbols. improved bin/daily
+  - bin/*: created (sym, daily) and improved (eod) cmd wrappers
+  - daily.rb: improved silence in .continuous
+
+## 0.1.16 (November 23, 2021)
+  - bin/eod.rb: little helper to display eod data in bash resp. in xinetdhttpservice
+  - eods.rb: minor change to adapt move of symbols to Helpers
+  - daily.rb: in continuous, changed default indicators to %i[ tr atr5 dist ]
+
+## 0.1.15.6 (November 19, 2021)
+  - daily: added filter_series
+
+## 0.1.15.5 (November 08, 2021)
+  - decommissioned .get_id_set in favor of Cotcube::Helpers.get_id_set
+
 ## 0.1.15.4 (October 26, 2021)
   - daily: including the sourcing factor (:bcf) into provide_daily and continuous
 

data/VERSION

@@ -1 +1 @@
-0.1.15.4
+0.1.17

data/bin/daily.rb

@@ -0,0 +1,73 @@
+#!/usr/bin/env ruby
+
+require_relative '../lib/cotcube-bardata'
+require 'cotcube-level'
+require 'cotcube-indicators'
+CcI = Cotcube::Indicators
+
+def exit_with_error(err)
+  msg = { error: 1, message: "#{err}" }
+  p msg.to_json
+  exit 1
+end
+
+
+contract   = ARGV[0].nil? ? nil : ARGV[0].upcase
+if contract.nil?
+  exit_with_error('No contract given')
+end
+
+output     = true
+
+sym = Cotcube::Helpers.get_id_set(symbol: contract[..1])
+# TODO: apply daylight time pimped diff to all relevant datetimes in series
+timediff = if %w[ NYBOT NYMEX ].include? sym[:exchange]
+             5.hours
+           elsif %w[ DTB ].include? sym[:exchane]
+             1.hour
+           else
+             6.hours
+           end
+
+continuous = %w[currencies interest indices].include? sym[:type]
+intraday   = false
+interval   = intraday ? 30.minutes : 1.day
+ema_period = 50
+
+indicators = {
+  ema_high:    CcI.ema(key: :high,    length: ema_period,  smoothing: 2),
+  ema_low:     CcI.ema(key: :low,     length: ema_period,  smoothing: 2)
+}
+
+dailybase = []
+stencil   = nil
+stencil = Cotcube::Level::EOD_Stencil.new( interval: :daily, swap_type: :full)
+dailybase = if continuous
+              Cotcube::Bardata.continuous(symbol: contract[..1], indicators: indicators)[-300..].
+                map{ |z|
+                  z[:datetime] = DateTime.parse(z[:date])
+                  z.delete(:contracts)
+                  z
+                }
+            else
+              Cotcube::Bardata.provide_daily(contract: contract, indicators: indicators)[-300..]
+            end
+
+base = dailybase
+base.select!{|z| z[:high]}
+
+scaleBreaks = []
+brb  = stencil.base
+brb.each_with_index.map{|z,i|
+  next if i.zero?
+  if brb[i][:datetime] - brb[i-1][:datetime] > (intraday ? 1 : 1.day) and brb[i][:datetime] > base.first[:datetime] and brb[i-1][:datetime] < base.last[:datetime]
+    scaleBreaks << { startValue: brb[i-1][:datetime] + 0.5 * interval, endValue: brb[i][:datetime] - 0.5 * interval }
+  end
+} unless base.empty?
+
+pkg = {
+       base:   base,
+       breaks: scaleBreaks
+}
+
+puts pkg.to_json if output

data/bin/eod.rb

@@ -0,0 +1,18 @@
+#!/usr/bin/env ruby
+
+require_relative '../lib/cotcube-bardata.rb'
+
+symbol = ARGV[0].nil? ? nil : ARGV[0].upcase
+json   = ARGV.include? 'json'
+
+begin
+  s = Cotcube::Bardata.provide_eods(threshold: 0.10, contracts_only: false, symbol: symbol, filter: :oi_part)
+  if json
+    p s.to_json
+  else
+    s.each {|x| puts x.values.to_csv}
+  end
+rescue
+  msg = { error: 503, message: "Could not processes symbol '#{symbol}'." }
+  p msg.to_json
+end

data/bin/intra.rb

@@ -0,0 +1,75 @@
+#!/usr/bin/env ruby
+
+require 'cotcube-bardata'
+require 'cotcube-level'
+require 'cotcube-indicators'
+
+def exit_with_error(err)
+  msg = { error: 1, message: "#{err}" }
+  p msg.to_json
+  exit 1
+end
+
+
+contract   = ARGV[0].nil? ? nil : ARGV[0].upcase
+
+debug      = ARGV.include? 'debug'
+if contract.nil?
+  exit_with_error('No contract given')
+end
+
+sym = Cotcube::Helpers.get_id_set(symbol: contract[..1])
+# TODO: apply daylight time pimped diff to all relevant datetimes in series
+timediff = if %w[ NYBOT NYMEX ].include? sym[:exchange]
+             5.hours
+           elsif %w[ DTB ].include? sym[:exchane]
+             1.hour
+           else
+             6.hours
+           end
+
+continuous = %w[currencies interest indices].include? sym[:type]
+interval   = 30.minutes
+
+intrabase = []
+istencil  = [] 
+collector_threads = [] 
+
+collector_threads << Thread.new do 
+    istencil = Cotcube::Level::Intraday_Stencil.new( interval: 30.minutes, swap_type: :full, asset: :full, weeks: 8)
+end
+
+collector_threads << Thread.new do 
+  begin
+    intrabase = JSON.parse(Cotcube::Helpers::DataClient.new.get_historical(contract: contract, interval: :min30, duration: '3_W' ), symbolize_names: true)[:base].
+      map{ |z| 
+      z[:datetime] = DateTime.parse(z[:time])
+      %i[time created_at wap trades].each{|k| z.delete(k)}
+      z
+    }
+  rescue
+    intrabase = [] 
+  end
+end
+
+collector_threads.each(&:join)
+
+base = intrabase
+base.select!{|z| z[:high]}
+
+scaleBreaks = [] 
+brb  = istencil.base
+brb.each_with_index.map{|z,i| 
+  next if i.zero?
+  if brb[i][:datetime] - brb[i-1][:datetime] > (1) and brb[i][:datetime] > base.first[:datetime] and brb[i-1][:datetime] < base.last[:datetime]
+    scaleBreaks << { startValue: brb[i-1][:datetime] + 0.5 * interval, endValue: brb[i][:datetime] - 0.5 * interval }
+  end
+} unless base.empty?
+
+pkg = {
+  sym:    sym, 
+  base:   base,
+  breaks: scaleBreaks
+}
+
+puts pkg.to_json 

data/bin/sym.rb

@@ -0,0 +1,16 @@
+#!/usr/bin/env ruby
+
+require 'cotcube-level'
+require 'cotcube-helpers'
+include Cotcube::Helpers
+require_relative '../lib/cotcube-bardata.rb'
+
+contract   = ARGV[0].nil? ? nil : ARGV[0].upcase
+
+begin 
+  s = Cotcube::Helpers.get_id_set(symbol: contract[..1])
+  p s.to_json
+rescue
+  msg = { error: 503, message: "Could not process contract '#{contract}'." }
+  p msg.to_json
+end

data/bin/symbols.rb

@@ -0,0 +1,11 @@
+#!/usr/bin/env ruby
+
+require 'cotcube-helpers'
+
+begin 
+  s = Cotcube::Helpers.symbols + Cotcube::Helpers.micros
+  p s.to_json
+rescue
+  msg = { error: 503, message: "Could not provide symbols." }
+  p msg.to_json
+end

data/cotcube-bardata.gemspec

@@ -28,7 +28,7 @@ Gem::Specification.new do |spec|
 
   spec.add_dependency 'activesupport',      '~> 6'
   spec.add_dependency 'colorize',           '~> 0.8'
-  spec.add_dependency 'cotcube-helpers',    '~> 0.1'
+  spec.add_dependency 'cotcube-helpers',    '~> 0.2'
   spec.add_dependency 'cotcube-indicators', '~> 0.1'
   spec.add_dependency 'httparty',           '~> 0.18'
   spec.add_dependency 'parallel',           '~> 1'

data/lib/cotcube-bardata/cached.rb

@@ -30,7 +30,7 @@ module Cotcube
       end
 
       headers = %i[contract datetime open high low close volume]
-      sym      = get_id_set(symbol: symbol, id: id, contract: contract)
+      sym      = Cotcube::Helpers.get_id_set(symbol: symbol, id: id, contract: contract)
       contract = contract[-3..]
       dir      = "#{config[:data_path]}/cached/#{sym[:id]}_#{filter.to_s.downcase}"
       symlink  = "#{config[:data_path]}/cached/#{sym[:symbol]}_#{filter.to_s.downcase}"

data/lib/cotcube-bardata/daily.rb

@@ -33,7 +33,7 @@ module Cotcube
         range = (range_begin..range_end)
       end
 
-      sym = get_id_set(symbol: symbol, id: id, contract: contract)
+      sym = Cotcube::Helpers.get_id_set(symbol: symbol, id: id, contract: contract)
       contract = contract[2..4] if contract.to_s.size == 5
       id = sym[:id]
       id_path   = "#{config[:data_path]}/daily/#{id}"
@@ -81,7 +81,8 @@ module Cotcube
       end
       data.map do |bar| 
         indicators.each do |k,v|
-          bar[k] = v.call(bar).round(rounding)
+          tmp = v.call(bar)
+          bar[k] = tmp.respond_to?(:round) ? tmp.round(rounding) : tmp
         end
       end unless indicators.empty?
       if range.nil?
@@ -101,7 +102,7 @@ module Cotcube
       measuring = lambda {|c| puts "[continuous] Time measured until '#{c}': #{(Time.now.to_f - measure.to_f).round(2)}sec" unless measure.nil? }
 
       measuring.call("Starting")
-      sym = get_id_set(symbol: symbol, id: id)
+      sym = Cotcube::Helpers.get_id_set(symbol: symbol, id: id)
       id  = sym[:id]
       symbol = sym[:symbol]
       ticksize = sym[:ticksize] 
@@ -115,7 +116,7 @@ module Cotcube
       # this boosts from 4.5sec to 0.3sec
       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
+        puts "In daily+continuous: Rewriting #{c_file} #{force_rewrite ? "forcibly" : "due to fileage"}.".light_yellow if debug
         `rm #{c_file}; find #{id_path} | xargs cat 2>/dev/null | grep -v ',0,' | grep -v ',0$'| sort -t, -k2 | cut -d, -f1-8 | grep ',.*,' | uniq > #{c_file}`
       end
       loading = lambda do
@@ -145,17 +146,13 @@ module Cotcube
 
         measuring.call("Finished retrieving dailies.")
         result = []
-        rounding =  8 # sym[:format].split('.').last.to_i rescue 6
+        rounding =  8
         indicators ||= {
-          typical:     Cotcube::Indicators.calc(a: :high, b: :low, c: :close) {|high, low, close| (high + low + close) / 3 },
-          sma250_high: Cotcube::Indicators.sma(key: :high,    length: 250),
-          sma250_low:  Cotcube::Indicators.sma(key: :low,     length: 250),
-          sma250_typ:  Cotcube::Indicators.sma(key: :typical, length: 250), 
-          dist: Cotcube::Indicators.calc(a: :high, b: :low, finalize: :to_i) {|high, low| ((high-low) / ticksize) },
+          tr:   Cotcube::Indicators.true_range,
+          atr5: Cotcube::Indicators.ema(key: :tr, length: 5),
+          dist: Cotcube::Indicators.calc(a: :high, b: :low, finalize: :to_i) {|high, low| ((high-low) / ticksize) }
         }
 
-
-
         data.group_by { |x| x[:date] }.map do |k, v|
           v.map { |x| x.delete(:date) }
           avg_bar = { 
@@ -175,12 +172,13 @@ module Cotcube
           p avg_bar if debug
           indicators.each do |k,v|
             print format('%12s:  ', k.to_s) if debug
-            avg_bar[k] = v.call(avg_bar).round(rounding)
+            tmp = v.call(avg_bar)
+            avg_bar[k] = tmp.respond_to?(:round) ? tmp.round(rounding) : tmp
             puts avg_bar[k] if debug
           end
-          %i[tr atr5].each { |ind| 
-            avg_bar[ind]     = (avg_bar[ind] / sym[:ticksize]).round.to_i unless avg_bar[ind].nil?
-          }
+          #%i[tr atr5].each { |ind|
+          #  avg_bar[ind]     = (avg_bar[ind] / sym[:ticksize]).round.to_i unless avg_bar[ind].nil?
+          #}
           result << avg_bar
           result.last[:contracts] = v
         end
@@ -196,6 +194,57 @@ module Cotcube
       date.nil? ? Cotcube::Bardata.const_get(constname).map{|z| z.dup } : Cotcube::Bardata.const_get(constname).find { |x| x[:date] == date }
     end
 
+    # the filter series is an indicator based on the Cotcube::Bardata.continuous of the asset price.
+    #   current default filter is the ema50
+    def filter_series(ema_length: 50, symbol: , print_range: nil)
+      ema_high_n = "ema#{ema_length}_high".to_sym
+      ema_low_n  = "ema#{ema_length}_low".to_sym
+      ema_filter = "ema#{ema_length}_filter".to_sym
+      indicators = {
+        ema_high_n => Cotcube::Indicators.ema(key: :high,     length: ema_length,  smoothing: 2),
+        ema_low_n  => Cotcube::Indicators.ema(key: :low,      length: ema_length,  smoothing: 2),
+        # NOTE: TR / ATR5 are in default set of continuous
+        :tr        => Cotcube::Indicators.true_range,
+        :atr5      => Cotcube::Indicators.ema(key: :tr,       length: 5,           smoothing: 2),
+        ema_filter => Cotcube::Indicators.calc(a: :high,      b: :low,             c: :close,
+                                               d: ema_high_n, e: ema_low_n,        f: :atr5,
+                                               finalize: :to_i)  do |high, low, close, ema_high, ema_low, atr5|
+
+                                                 if    close >  ema_high and (low - ema_high).abs <= atr5 / 5.0; 3 # :bullish_tipped
+                                                 elsif   low >  ema_high and (low - ema_high).abs >= atr5 * 3.0; 5 # :bullish_away
+                                                 elsif   low >  ema_high and (low - ema_high).abs <= atr5 / 1.5; 2 # :bullish_nearby
+                                                 elsif   low >  ema_high;                                        4 # :bullish
+
+                                                 elsif close <  ema_low and (high - ema_low).abs <= atr5 / 5.0; -3 # :bearish_tipped
+                                                 elsif  high <  ema_low and (high - ema_low).abs >= atr5 * 3.0; -5 # :bearish_away
+                                                 elsif  high <  ema_low and (high - ema_low).abs <= atr5 / 1.5; -2 # :bearish_nearby
+                                                 elsif  high <  ema_low;                                        -4 # :bearish
+
+                                                 elsif close >= ema_high and (close - ema_high).abs > atr5 ;     2 # :bullish_closed
+                                                 elsif close <= ema_low  and (close - ema_low ).abs > atr5 ;    -2 # :bearish_closed
+                                                 elsif close >= ema_high;                                        1 # :bullish_weak
+                                                 elsif close <= ema_low;                                        -1 # :bearish_weak
+                                                 elsif close >  ema_low and close < ema_high;                    0 # :ambigue
+                                                 else
+                                                   raise RuntimeError, "Unconsidered Indicator value with #{high}, #{low}, #{close}, #{ema_high}, #{ema_low}, #{atr5}"
+
+                                                 end
+                                               end
+      }
+      filter = Cotcube::Bardata.continuous(symbol: symbol, indicators: indicators).
+        map{ |z| z[:datetime] = DateTime.parse(z[:date]); z[:datetime] += z[:datetime].wday == 5 ? 3 : 1; z.slice(:datetime, ema_filter) }.
+        group_by{ |z| z[:datetime] }.
+        map{ |k,v| [ k, v[0][ema_filter] ] }.
+        to_h.
+        tap{ |z|
+          z.to_a[print_range].each { |v|
+            puts "#{symbol} #{v[0].strftime('%Y-%m-%d')
+               }  #{format '%2d', v[1]
+               }".colorize(v[1] > 3 ? :light_green : v[1] > 1 ? :green : v[1] < -3 ? :light_red : v[1] < -1 ? :red : :white )
+          } if print_range.is_a? Range
+        }
+    end
+
     def continuous_ml(symbol: nil, id: nil, base: nil)
       (base.nil? ? Cotcube::Bardata.continuous(symbol: symbol, id: id) : base).map do |x|
         x[:ml] = x[:contracts].max_by { |z| z[:volume] }[:contract]
@@ -236,7 +285,7 @@ module Cotcube
         %i[volume oi].include?(selector)
 
       measuring.call("Starting")
-      sym = get_id_set(symbol: symbol, id: id)
+      sym = Cotcube::Helpers.get_id_set(symbol: symbol, id: id)
       id  = sym[:id]
       # noinspection RubyNilAnalysis
       data = continuous(id: id, config: config, measure: measure).map do |x|
@@ -300,7 +349,7 @@ module Cotcube
         %i[volume oi].include?(selector)
 
       measuring.call("Entering function")
-      sym = get_id_set(symbol: symbol, id: id)
+      sym = Cotcube::Helpers.get_id_set(symbol: symbol, id: id)
       if %w[R6 BJ GE].include? sym[:symbol]
         puts "Rejecting to process symbol '#{sym[:symbol]}'.".light_red
         return []
@@ -319,12 +368,14 @@ module Cotcube
         .reject { |k, _| k[-2..].to_i >= date.year % 2000 }
         .group_by { |k, _| k[2] }
       measuring.call("Retrieved continous_overview")
-      output_sent = []
-      early_year=nil
       long_output = []
+
+      toydate = -> (z,y=2021) { str = "#{z>365 ? y+1 : y} #{z>365 ? z-365 : z}";  DateTime.strptime(str, '%Y %j').strftime('%Y-%m-%d') }
+
       data.keys.sort.each do |month|
         puts "Processing #{sym[:symbol]}#{month}" if debuglevel > 1
         v0 = data[month]
+
         # ldays is the list of 'last days'
         ldays = v0.map { |_, v1| Date.parse(v1.last[:date]).yday }
         # fdays is the list of 'first days'
@@ -333,6 +384,23 @@ module Cotcube
         ldays.map! { |x| x > 350 ? x - 366 : x } if ldays.min < 50
         fday  = fdays[fdays.size / 2]
         lavg  = ldays.reduce(:+) / ldays.size
+
+        # rubocop:disable Layout/ClosingParenthesisIndentation
+        current = {
+          month:    month,
+          contract: "#{sym[:symbol]}#{month}",
+          first_ml: fday,
+          last_min: ldays.min,
+          last_avg: lavg,
+          last_max: ldays.max,
+          until_start: fday - ytoday,
+          until_end:   lavg - ytoday
+        }
+        current[:until_end] += 365 if current[:until_end] - current[:until_start] < 0
+        current[:until_end] -= 365 if current[:until_end] > 365
+
+        long_output << current
+
         # a contract is proposed to use after fday - 1, but before ldays.min (green)
         # it is warned to user after fday - 1 but before lavg - 1            (red)
         # it is warned red >= lavg - 1 and <= lavg + 1
@@ -345,55 +413,42 @@ module Cotcube
                 else
                   :white
                 end
-        # rubocop:disable Layout/ClosingParenthesisIndentation
-        long_output << {
-          month:    month,
-          first_ml: fday,
-          last_min: ldays.min,
-          last_avg: lavg,
-          last_max: ldays.max }
+
         output = "#{sym[:symbol]
-             }#{month
-             }\t#{format '%12s', sym[:type]
-             }\ttoday is #{ytoday
-             } -- median of first is #{fday
-             }\tlast ranges from #{format '%5d', ldays.min
-             }: #{dfm.call(ldays.min)
-             }\t#{format '%5d', lavg
-             }: #{dfm.call(lavg)
-             }\tto #{format '%5d', ldays.max
-             }: #{dfm.call(ldays.max)}".colorize(color)
-             if debug || (color != :white)
-               puts output unless silent
-             end
-             output_sent << "#{sym[:symbol]}#{month}" unless color == :white
-             early_year  ||= output
-             next if silent or not (debug and debuglevel >= 2) 
-
-             v0.each do |contract, v1|
-               puts "\t#{contract
-               }\t#{v1.first[:date]
-               } (#{format '%3d', Date.parse(v1.first[:date]).yday
-              })\t#{Date.parse(v1.last[:date]).strftime('%a, %Y-%m-%d')
-               } (#{Date.parse(v1.last[:date]).yday})" unless silent
-               # rubocop:enable Layout/ClosingParenthesisIndentation
-             end
+          }#{month
+          }\t#{format '%12s', sym[:type]
+          }\ttoday is #{ytoday
+          } -- median of first is #{fday
+          }\tlast ranges from #{format '%5d', ldays.min
+          }: #{dfm.call(ldays.min)
+          }\t#{format '%5d', lavg
+          }: #{dfm.call(lavg)
+          }\tto #{format '%5d', ldays.max
+          }: #{dfm.call(ldays.max)}".colorize(color)
+
+          if debug || (color != :white)
+            puts output unless silent
+          end
+          next if silent or not (debug and debuglevel >= 2)
+
+          v0.each do |contract, v1|
+            puts "\t#{contract
+             }\t#{v1.first[:date]
+             } (#{format '%3d', Date.parse(v1.first[:date]).yday
+            })\t#{Date.parse(v1.last[:date]).strftime('%a, %Y-%m-%d')
+             } (#{Date.parse(v1.last[:date]).yday})" unless silent
+             # rubocop:enable Layout/ClosingParenthesisIndentation
+          end
+
       end
-      case output_sent.size
-      when 0
-        unless silent
-          puts "WARNING: No output was sent for symbol '#{sym[:symbol]}'.".colorize(:light_yellow) 
-          puts "         Assuming late-year-processing.".light_yellow
-          puts early_year.light_green
-        end
-      when 1
-        # all ok
-        true
-      else
-        puts "Continuous table show #{output_sent.size} active contracts ( #{output_sent} ) for #{sym[:symbol]} ---------------" unless silent
+      long_output.sort_by!{|z| z[:until_end] + (z[:until_end].negative? ? 365 : 0)}
+
+      if short
+        return ([long_output.first] + long_output.select{|z| z[:until_start].positive? and z[:until_start] < 10 }).map{|z| z[:contract] }.uniq
       end
+
       measuring.call("Finished processing")
-      short ? output_sent : long_output
+      return long_output
     end
   end
 end

data/lib/cotcube-bardata/eods.rb

@@ -4,7 +4,7 @@ module Cotcube
   # Missing top level documentation
   module Bardata
     def most_liquid_for(symbol: nil, id: nil, date: last_trade_date, config: init)
-      id = get_id_set(symbol: symbol, id: id, config: config)[:id]
+      id = Cotcube::Helpers.get_id_set(symbol: symbol, id: id, config: config)[:id]
       provide_eods(id: id, dates: date, contracts_only: true).first
     end
 
@@ -15,7 +15,7 @@ module Cotcube
                                     date: last_trade_date,
                                     filter: :volume_part,
                                     age: 1.hour)
-      sym  = get_id_set(symbol: symbol, id: id) if symbol || id
+      sym  = Cotcube::Helpers.get_id_set(symbol: symbol, id: id) if symbol || id
       # noinspection RubyScope
       eods = provide_eods(id: sym.nil? ? nil : sym[:id], config: config, dates: date, filter: filter)
       result = []
@@ -62,13 +62,13 @@ module Cotcube
       end
 
       symbol = contract[0..1] if contract.to_s.size == 5
-      sym = get_id_set(symbol: symbol, id: id, config: config) if symbol || id
+      sym = Cotcube::Helpers.get_id_set(symbol: symbol, id: id, config: config) if symbol || id
       # if no id can be clarified from given arguments, return all matching contracts from all available symbols
       # raise ArgumentError, "Could not guess :id or :symbol from 'contract: #{contract}', please clarify." if id.nil?
       raise ArgumentError, ':filter must be in [:volume_part, :oi_part]' unless %i[volume_part oi_part].include? filter
 
       # noinspection RubyScope
-      ids = sym.nil? ? symbols.map { |x| x[:id] } : [sym[:id]]
+      ids = sym.nil? ? Cotcube::Helpers.symbols.map { |x| x[:id] } : [sym[:id]]
       dates = [dates] unless dates.is_a?(Array) || dates.nil?
 
       id_path_get = ->(local_id) { "#{config[:data_path]}/eods/#{local_id}" }
@@ -78,12 +78,14 @@ module Cotcube
         # l_symbol     = l_sym[:symbol]
         id_path    = id_path_get.call(i)
         data_file  = "#{id_path}/#{d}.csv"
+        current_sym =  Cotcube::Helpers.get_id_set(id: i, config: config)
         raise "No data found for requested :id (#{id_path} does not exist)" unless Dir.exist?(id_path)
 
         unless File.exist?(data_file)
           unless quiet
-            puts 'WARNING: No data found for requested id/symbol'\
-            " #{id}/#{symbol} in #{id_path} for #{d}.".colorize(:light_yellow)
+            puts 'WARNING: No data found for requested symbol'\
+              " #{current_sym[:symbol]} in #{id_path} for #{d}.".colorize(:light_yellow)
+
           end
           return []
         end

data/lib/cotcube-bardata/helpers.rb

@@ -45,42 +45,6 @@ module Cotcube
       result
     end
 
-    def get_id_set(symbol: nil, id: nil, contract: nil, config: init)
-      contract = contract.to_s.upcase if contract.is_a? Symbol
-      id       =       id.to_s.upcase if       id.is_a? Symbol
-      symbol   =   symbol.to_s.upcase if   symbol.is_a? Symbol
-
-      if contract.is_a?(String) && (contract.length == 5)
-        c_symbol = contract[0..1]
-        if (not symbol.nil?) && (symbol != c_symbol)
-          raise ArgumentError,
-                "Mismatch between given symbol #{symbol} and contract #{contract}"
-        end
-
-        symbol = c_symbol
-      end
-
-      unless symbol.nil?
-        sym = symbols.select { |s| s[:symbol] == symbol.to_s.upcase }.first
-        if sym.nil? || sym[:id].nil?
-          raise ArgumentError,
-                "Could not find match in #{config[:symbols_file]} for given symbol #{symbol}"
-        end
-        raise ArgumentError, "Mismatching symbol #{symbol} and given id #{id}" if (not id.nil?) && (sym[:id] != id)
-
-        return sym
-      end
-      unless id.nil?
-        sym = symbols.select { |s| s[:id] == id.to_s }.first
-        if sym.nil? || sym[:id].nil?
-          raise ArgumentError,
-                "Could not find match in #{config[:symbols_file]} for given id #{id}"
-        end
-        return sym
-      end
-      raise ArgumentError, 'Need :id, :symbol or valid :contract '
-    end
-
     def compare(contract:, format: '%5.2f')
       format = "%#{format}" unless format[0] == '%'
       daily = provide(contract: contract, interval: :daily)

data/lib/cotcube-bardata/provide.rb

@@ -17,7 +17,7 @@ module Cotcube
                 force_update: false,
                 force_recent: false)
 
-      sym = get_id_set(symbol: symbol, id: id, contract: contract, config: config)
+      sym = Cotcube::Helpers.get_id_set(symbol: symbol, id: id, contract: contract, config: config)
 
       case interval
       when :quarters, :hours, :quarter, :hour

data/lib/cotcube-bardata/quarters.rb

@@ -16,7 +16,7 @@ module Cotcube
         raise ArgumentError, "Contract '#{contract}' is bogus, should be like 'M21' or 'ESM21'"
       end
 
-      sym = get_id_set(symbol: symbol, id: id, contract: contract)
+      sym = Cotcube::Helpers.get_id_set(symbol: symbol, id: id, contract: contract)
 
       contract = contract[2..4] if contract.to_s.size == 5
       id = sym[:id]

data/lib/cotcube-bardata/range_matrix.rb

@@ -24,7 +24,7 @@ module Cotcube
     def range_matrix(symbol: nil, id: nil, base: nil, print: false, dim: 0.05, days_only: false, last_n: 60, &block)
       # rubocop:disable Style/MultilineBlockChain
       symbol ||= base.last[:contract][0..1] if id.nil?
-      sym = get_id_set(symbol: symbol, id: id)
+      sym = Cotcube::Helpers.get_id_set(symbol: symbol, id: id)
       source = {}
       target = {}
       if base.nil?

data/lib/cotcube-bardata/trading_hours.rb

@@ -28,7 +28,7 @@ module Cotcube
         end
       end
 
-      sym = get_id_set(symbol: symbol, id: id)
+      sym = Cotcube::Helpers.get_id_set(symbol: symbol, id: id)
 
       file = "#{config[:data_path]}/trading_hours/#{sym[:symbol]}_#{filter}.csv"
       puts "Trying to use #{file} for #{symbol} + #{filter}" if debug

data/lib/cotcube-bardata.rb

@@ -56,16 +56,14 @@ module Cotcube
                     :continuous_overview,
                     # provider estimation of current ML usability
                     :continuous_table,
+                    # provide a simple filter series
+                    :filter_series,
                     # provide the list of quarters, possibly as hours or days.
                     :provide_quarters,
                     # some statistics to estimate daily volatility of specific contract
                     :range_matrix,
                     # 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,

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: cotcube-bardata
 version: !ruby/object:Gem::Version
-  version: 0.1.15.4
+  version: 0.1.17
 platform: ruby
 authors:
 - Benjamin L. Tischendorf
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2021-10-26 00:00:00.000000000 Z
+date: 2021-12-06 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: activesupport
@@ -44,14 +44,14 @@ dependencies:
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '0.1'
+        version: '0.2'
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '0.1'
+        version: '0.2'
 - !ruby/object:Gem::Dependency
   name: cotcube-indicators
   requirement: !ruby/object:Gem::Requirement
@@ -164,6 +164,11 @@ files:
 - README.md
 - Rakefile
 - VERSION
+- bin/daily.rb
+- bin/eod.rb
+- bin/intra.rb
+- bin/sym.rb
+- bin/symbols.rb
 - cotcube-bardata.gemspec
 - lib/cotcube-bardata.rb
 - lib/cotcube-bardata/cached.rb
@@ -200,7 +205,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.1.2
+rubygems_version: 3.1.6
 signing_key: 
 specification_version: 4
 summary: Functions to provide bardata; and some simple time series aggregations