cotcube-bardata 0.1.16 → 0.1.17

checksums.yaml

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

@@ -1,3 +1,9 @@
+## 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

data/VERSION

@@ -1 +1 @@
-0.1.16
+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

@@ -3,6 +3,16 @@
 require_relative '../lib/cotcube-bardata.rb'
 
 symbol = ARGV[0].nil? ? nil : ARGV[0].upcase
+json   = ARGV.include? 'json'
 
-s = Cotcube::Bardata.provide_eods(threshold: 0.10, contracts_only: false, symbol: symbol, filter: :oi_part)
-s.each {|x| puts x.values.to_csv}
+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/lib/cotcube-bardata/daily.rb

@@ -116,7 +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
@@ -394,7 +394,7 @@ module Cotcube
           last_avg: lavg,
           last_max: ldays.max,
           until_start: fday - ytoday,
-          until_end:   ldays.min - 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

data/lib/cotcube-bardata/eods.rb

@@ -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

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: cotcube-bardata
 version: !ruby/object:Gem::Version
-  version: 0.1.16
+  version: 0.1.17
 platform: ruby
 authors:
 - Benjamin L. Tischendorf
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2021-11-23 00:00:00.000000000 Z
+date: 2021-12-06 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: activesupport
@@ -164,7 +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