cotcube-bardata 0.1.3 → 0.1.4

data/lib/cotcube-bardata/eods.rb

@@ -1,29 +1,30 @@
 # frozen_string_literal: true
 
 module Cotcube
+  # Missing top level documentation
   module Bardata
-
-    def most_liquid_for(symbol: nil, id: nil, date: last_trade_date, config: init, quiet: false)
-      unless symbol.nil?
-        symbol_id = symbols.select{|s| s[:symbol] == symbol.to_s.upcase}.first[:id]
-        raise ArgumentError, "Could not find match in #{config[:symbols_file]} for given symbol #{symbol}" if symbol_id.nil?
-        raise ArgumentError, "Mismatching symbol #{symbol} and given id #{id}" if not id.nil? and symbol_id != id
-        id = symbol_id
-      end
-      raise ArgumentError, "Need :id or :symbol." if id.nil?
+    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]
       provide_eods(id: id, dates: date, contracts_only: true).first
     end
 
-    def provide_most_liquids_by_eod(config: init, date: last_trade_date, filter: :volume_part, age: 1.hour)
-      eods = provide_eods(config: config, dates: date, filter: filter)
-      result = [] 
+    # the following method seems to be garbage. It is not used anywhere. It seems it's purpose
+    # was to retrieve a list of quarters that have not been fetched recently (--> :age)
+    def provide_most_liquids_by_eod(symbol: nil, id: nil, # rubocop:disable Metrics/ParameterLists
+                                    config: init,
+                                    date: last_trade_date,
+                                    filter: :volume_part,
+                                    age: 1.hour)
+      sym  = get_id_set(symbol: symbol, id: id) if symbol or id
+      eods = provide_eods(id: sym.nil? ? nil : sym[:id], config: config, dates: date, filter: filter)
+      result = []
       eods.map do |eod|
         symbol   = eod[0..1]
-        contract = eod[2..4] 
-        sym      = symbols.select{|s| s[:symbol] == symbol.to_s.upcase}.first
+        contract = eod[2..4]
+        sym      = symbols.select { |s| s[:symbol] == symbol.to_s.upcase }.first
         quarter  = "#{config[:data_path]}/quarters/#{sym[:id]}/#{contract}.csv"
         if File.exist?(quarter)
-          puts "#{quarter}: #{ Time.now } - #{File.mtime(quarter)} > #{age} : #{Time.now - File.mtime(quarter) > age}"
+          # puts "#{quarter}: #{ Time.now } - #{File.mtime(quarter)} > #{age} : #{Time.now - File.mtime(quarter) > age}"
           result << eod if Time.now - File.mtime(quarter) > age
         else
           result << eod
@@ -32,67 +33,89 @@ module Cotcube
       result
     end
 
-    def provide_eods(symbol: nil, 
-                     id: nil, 
-                     contract: nil, 
-                     config: init, 
-                     dates: last_trade_date,   # should accept either a date or datelike or date string OR a range of 2 datelike
+    # provide a list of all eods for id/symbol or all symbols (default) for an
+    #   array of dates (default: [last_trade_date])
+    #
+    # filter by :threshold*100% share on entire volume(default) or oi
+    #
+    # return full data or just the contract name (default)
+    def provide_eods(symbol: nil, # rubocop:disable Metrics/ParameterLists
+                     id: nil,
+                     contract: nil,
+                     config: init,
+                     # should accept either a date or date_alike or date string OR a range of 2 dates alike
                      # if omitted returns the eods of last trading date
-                     threshold: 0.1,           # set threshold to 0 to disable filtering at all. otherwise only contracts with partial of >= threshold are returned
-                     filter: :volume_part,     # filter can be set to volume_part and oi_part. determines, which property is used for filtering.
-                     contracts_only: true      # set to false to return the complete row instead of just the contracts matching filter and threshold
-                    )
-      raise ArgumentError, "Contract '#{contract}' is bogus, should be like 'M21' or 'ESM21'" unless contract.nil? or (contract.is_a? String and [3,5].include? contract.size)
-      if contract.to_s.size == 5
-        symbol   = contract[0..1]
-        contract = contract[2..4] 
-      end
-      unless symbol.nil?
-        symbol_id = symbols.select{|s| s[:symbol] == symbol.to_s.upcase}.first[:id]
-        raise ArgumentError, "Could not find match in #{config[:symbols_file]} for given symbol #{symbol}" if symbol_id.nil?
-        raise ArgumentError, "Mismatching symbol #{symbol} and given id #{id}" if not id.nil? and symbol_id != id
-        id = symbol_id
+                     dates: last_trade_date,
+                     # set threshold to 0 to disable filtering at all.
+                     # otherwise only contracts with partial of >= threshold are returned
+                     threshold: 0.05,
+                     # filter can be set to volume_part and oi_part.
+                     # determines, which property is used for filtering.
+                     filter: :volume_part,
+                     # set to false to return the complete row instead
+                     # of just the contracts matching filter and threshold
+                     contracts_only: true,
+                     quiet: false)
+      unless contract.nil? || (contract.is_a?(String) && [3, 5].include?(contract.size))
+        raise ArgumentError, "Contract '#{contract}' is bogus, should be like 'M21' or 'ESM21'"
       end
+
+      symbol = contract[0..1] if contract.to_s.size == 5
+      sym = 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 [:volume_part, :oi_part].include? filter
+      raise ArgumentError, ':filter must be in [:volume_part, :oi_part]' unless %i[volume_part oi_part].include? filter
 
-      ids = id.nil? ? symbols.map{|x| x[:id]} : [ id ] 
-      dates = [ dates ] unless dates.is_a? Array or dates.nil?
+      # noinspection RubyScope
+      ids = sym.nil? ? symbols.map { |x| x[:id] } : [sym[:id]]
+      dates = [dates] unless dates.is_a?(Array) || dates.nil?
 
-      id_path_get  = lambda {|_id| "#{config[:data_path]}/eods/#{_id}" } 
+      id_path_get = ->(local_id) { "#{config[:data_path]}/eods/#{local_id}" }
 
-      process_date_for_id = lambda do |d,i| 
-        sym        = symbols.select{|s| s[:id] == i}.first
-        symbol     = sym[:symbol]
+      process_date_for_id = lambda do |d, i|
+        # l_sym        = symbols.select { |s| s[:id] == i }.first
+        # l_symbol     = l_sym[:symbol]
         id_path    = id_path_get.call(i)
         data_file  = "#{id_path}/#{d}.csv"
-        raise RuntimeError, "No data found for requested :id (#{id_path} does not exist)" unless Dir.exist?(id_path)
+        raise "No data found for requested :id (#{id_path} does not exist)" unless Dir.exist?(id_path)
+
         unless File.exist?(data_file)
-          puts "WARNING: No data found for requested id/symbol #{id}/#{symbol} in #{id_path}.".light_yellow unless quiet
+          unless quiet
+            puts 'WARNING: No data found for requested id/symbol'\
+            " #{id}/#{symbol} in #{id_path} for #{d}.".colorize(:light_yellow)
+          end
           return []
         end
-        data = CSV.read(data_file, headers: %i[contract date open high low close volume oi] ).map do |row|
+        data = CSV.read(data_file, headers: %i[contract date open high low close volume oi]).map do |row|
           row = row.to_h
-          row.each do |k, _| 
-            row[k] = row[k].to_f if [:open, :high, :low, :close].include? k
-            row[k] = row[k].to_i if [:volume, :oi].include? k
+          row.each do |k, _|
+            row[k] = row[k].to_f if %i[open high low close].include? k
+            row[k] = row[k].to_i if %i[volume oi].include? k
           end
           row
         end
-        all_volume = data.map{|x| x[:volume] }.reduce(:+)
-        all_oi     = data.map{|x| x[:oi]     }.reduce(:+)
-        data.map{|x| x[:volume_part] = (x[:volume] / all_volume.to_f).round(4); x[:oi_part] = (x[:oi] / all_oi.to_f).round(4) }
-        data.select{|x| x[filter] >= threshold}.sort_by{|x| -x[filter]}.tap{|x| x.map!{|y| y[:contract]} if contracts_only}
+        all_volume = data.map { |x| x[:volume] }.reduce(:+)
+        all_oi     = data.map { |x| x[:oi]     }.reduce(:+)
+        data.map do |x|
+          x[:volume_part] = (x[:volume] / all_volume.to_f).round(4)
+          x[:oi_part]     = (x[:oi] / all_oi.to_f).round(4)
+        end
+        data.select { |x| x[filter] >= threshold }.sort_by { |x| -x[filter] }.tap do |x|
+          if contracts_only
+            x.map! do |y|
+              y[:contract]
+            end
+          end
+        end
       end
       if dates
-        dates.map do |date| 
-          ids.map{|id| process_date_for_id.call(date, id) }
+        dates.map do |date|
+          ids.map { |local_id| process_date_for_id.call(date, local_id) }
         end.flatten
       else
-        raise ArgumentError, "Sorry, support for unlimited dates is not implemented yet. Please send array of dates or single date"
+        raise ArgumentError,
+              'Sorry, support for unlimited dates is not implemented yet. Please send array of dates or single date'
       end
     end
-
   end
 end

data/lib/cotcube-bardata/helpers.rb

@@ -0,0 +1,104 @@
+# frozen_string_literal: true
+
+module Cotcube
+  # Missing top level documentation comment
+  module Bardata
+    # small helper to select a specific full trading day from quarters (or reduced)
+    #   this special handling is needed, as full trading days start '5pm CT yesterday'
+    def select_specific_date(date:, base:)
+      base.select do |d|
+        d[:day] == date.day and date.year == d[:datetime].year and (
+        if date.day > 1
+          date.month == d[:datetime].month
+        else
+          ((date.month == d[:datetime].month     and d[:datetime].day == 1) or
+           (date.month == d[:datetime].month + 1 and d[:datetime].day > 25))
+        end
+      )
+      end
+    end
+
+    # diminishes a given base of bars to fit into a given range (DO NOT CONFUSE with trading_hours)
+    # note that the last bar is simply required to _start_ within the given range, not to end withing
+    def extended_select_for_range(base:,
+                                  range: ('1900-01-01'...'2100-01-01'),
+                                  timezone: Time.find_zone('America/Chicago'),
+                                  quiet: false)
+
+      starting = range.begin
+      starting = timezone.parse(starting) if starting.is_a? String
+      ending   = range.end
+      ending   = timezone.parse(ending) if ending.is_a? String
+      puts "#{starting}\t#{ending}" unless quiet
+      if starting.hour.zero? && starting.min.zero? && ending.hour.zero? && ending.min.zero?
+        unless quiet
+          puts 'WARNING: When sending midnight, full trading day'\
+            ' is assumed (starting 5 pm CT yesterday, ending 4 pm CT today)'.colorize(:light_yellow)
+        end
+        result = select_specific_date(date: starting, base: base)
+        result += base.select { |d| d[:datetime] > starting and d[:datetime] < ending.to_date }
+        result += select_specific_date(date: ending, base: base)
+        result.uniq!
+      else
+        result = base.select { |x| x[:datetime] >= starting and x[:datetime] < ending }
+      end
+      result
+    end
+
+    def get_id_set(symbol: nil, id: nil, contract: nil, config: init)
+      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, type: :daily)
+      full  = provide(contract: contract, type: :days, set: :full)
+      rth   = provide(contract: contract, type: :days, set: :rth)  
+      rth_dates = rth.map{|x| x[:datetime] } 
+      daily.select!{ |x| rth_dates.include? x[:datetime] }
+      full.select!{  |x| rth_dates.include? x[:datetime] }
+
+      printer = lambda {|z| "#{z[:datetime].strftime("%m-%d")
+                          }\t#{format format, z[:open]
+                          }\t#{format format, z[:high]
+                          }\t#{format format, z[:low]
+                          }\t#{format format, z[:close]
+                          }\t#{format '%7d',   z[:volume]}" }
+      daily.each_with_index do |x, i| 
+        puts "DAILY #{printer.call daily[i]}"
+        puts "FULL  #{printer.call full[i]}"
+        puts "RTH   #{printer.call rth[i]}"
+        puts " "
+      end
+
+    end
+  end
+end

data/lib/cotcube-bardata/init.rb

@@ -1,81 +1,77 @@
 # frozen_string_literal: true
 
 module Cotcube
+  # Missing top level documentation comment
   module Bardata
-
-
-    def symbols(config: init, type: nil)
+    def symbols(config: init, type: nil, symbol: nil)
       if config[:symbols_file].nil?
         SYMBOL_EXAMPLES
       else
         CSV
-          .read(config[:symbols_file], headers: %i{ id symbol ticksize power months type bcf reports name})
-          .map{|row| row.to_h }
-          .map{|row| [ :ticksize, :power, :bcf ].each {|z| row[z] = row[z].to_f}; row }
-          .reject{|row| row[:id].nil? }
-          .tap{|all| all.select!{|x| x[:type] == type} unless type.nil? }
+          .read(config[:symbols_file], headers: %i[id symbol ticksize power months type bcf reports name])
+          .map(&:to_h)
+          .map { |row| %i[ticksize power bcf].each { |z| row[z] = row[z].to_f }; row } # rubocop:disable Style/Semicolon
+          .reject { |row| row[:id].nil? }
+          .tap { |all| all.select! { |x| x[:type] == type } unless type.nil? }
+          .tap { |all| all.select! { |x| x[:symbol] == symbol } unless symbol.nil? }
       end
     end
 
     def config_prefix
-      os       = Gem::Platform.local.os
+      os = Gem::Platform.local.os
       case os
       when 'linux'
         ''
       when 'freebsd'
         '/usr/local'
       else
-        raise RuntimeError, 'unknown architecture'
+        raise 'unknown architecture'
       end
     end
 
     def config_path
-      config_prefix + '/etc/cotcube'
+      "#{config_prefix}/etc/cotcube"
     end
 
-    def init(config_file_name: 'bardata.yml', debug: false)
+    def init(config_file_name: 'bardata.yml')
       name = 'bardata'
       config_file = config_path + "/#{config_file_name}"
 
-      if File.exist?(config_file)
-        config      = YAML.load(File.read config_file).transform_keys(&:to_sym)
-      else
-        config      = {} 
-      end
+      config = if File.exist?(config_file)
+                 YAML.safe_load(File.read(config_file)).transform_keys(&:to_sym)
+               else
+                 {}
+               end
 
-      defaults = { 
-        data_path: config_prefix + '/var/cotcube/' + name,
+      defaults = {
+        data_path: "#{config_prefix}/var/cotcube/#{name}"
       }
 
-
       config = defaults.merge(config)
 
-
       # part 2 of init process: Prepare directories
 
       save_create_directory = lambda do |directory_name|
         unless Dir.exist?(directory_name)
           begin
             `mkdir -p #{directory_name}`
-            unless $?.exitstatus.zero?
+            unless $CHILD_STATUS.exitstatus.zero?
               puts "Missing permissions to create or access '#{directory_name}', please clarify manually"
               exit 1 unless defined?(IRB)
             end
-          rescue 
+          rescue StandardError
             puts "Missing permissions to create or access '#{directory_name}', please clarify manually"
             exit 1 unless defined?(IRB)
           end
         end
       end
-      ['',:daily,:quarters].each do |path| 
-        dir = "#{config[:data_path]}#{path == '' ? '' : '/'}#{path.to_s}"
+      ['', :daily, :quarters, :eods, :trading_hours, :cached].each do |path|
+        dir = "#{config[:data_path]}#{path == '' ? '' : '/'}#{path}"
         save_create_directory.call(dir)
       end
 
       # eventually return config
       config
     end
-
   end
 end
-

data/lib/cotcube-bardata/provide.rb

@@ -3,21 +3,47 @@
 module Cotcube
   module Bardata
 
-    def provide(symbol: nil, id: nil, contract:, config: init, date: Date.today - 1, type: nil, fill: :none)
+    def provide(contract:,
+                # Can be like ("2020-12-01 12:00"..."2020-12-14 11:00")
+                range: nil,              
+                symbol: nil, id: nil,
+                config: init,
+                # supported types are :quarters, :hours, :days, :rth, :dailies, :weeks, :months
+                type: :days,             
+                # supported fills are :raw, :_24x7_, :full and :rth (and custom named, if provided as file)
+                set: :full,        
+                # TODO: for future compatibility and suggestion: planning to include a function to update
+                #       with live data from broker
+                force_recent: false)
+
+      sym = get_id_set(symbol: symbol, id: id, contract: contract, config: config)
+
       case type
-      when :eod, :eods
-        provide_eods(symbol: symbol, id: id, contract: contract, date: date) 
-      when :quarters
-        print :quarters
-      when :hours
-        print :hours
-      when :daily, :dailies
-        print :dailies
+      when :quarters, :hours, :quarter, :hour
+        base = provide_quarters(contract: contract, symbol: symbol, id: id, config: config)
+        base = extended_select_for_range(range: range, base: base) if range
+        requested_set = trading_hours(symbol: sym[:symbol], set: set)
+
+        base = base.select_within(ranges: requested_set, attr: :datetime) {|x| x.to_datetime.to_sssm }
+        return base if [:quarters, :quarter].include? type
+
+        base = Cotcube::Helpers.reduce(bars: base, to: :hours){|c,b|  
+          c[:day] == b[:day] and c[:datetime].hour == b[:datetime].hour 
+        }
+
+      when :days, :weeks, :months
+        base = provide_cached contract: contract, symbol: symbol, id: id, config: config, set: set, force_recent: force_recent
+        base = extended_select_for_range(range: range, base: base) if range
+        return base if [:day, :days].include? type
+        # TODO: Missing implemetation to reduce cached days to weeks or months
+        raise "Missing implementation to reduce cached days to weeks or months"
+      when :dailies, :daily
+        base = provide_daily contract: contract, symbol: symbol, id: id, config: config
+        base = extended_select_for_range(range: range, base: base) if range
+        return base 
       else
-        puts "WARNING: Using provide without :type is for legacy support pointing to .provide_daily".light_yellow
-        provide_daily(symbol: symbol, id: id, contract: contract, config: config)
+        raise ArgumentError, "Unsupported or unknown type '#{type}' in Bardata.provide"
       end
     end
   end
-
 end

data/lib/cotcube-bardata/quarters.rb

@@ -1,80 +1,44 @@
 # frozen_string_literal: true
 
 module Cotcube
+  # Missing top level documentation
   module Bardata
+    # the following method loads the quarterly bars (15-min bars) from the directory tree
+    # also note that a former version of this method allowed to provide range or date parameters. this has been moved
+    # to #provide itself.
+    def provide_quarters(contract:, # rubocop:disable Metrics/ParameterLists
+                         symbol: nil, id: nil,
+                         timezone: Time.find_zone('America/Chicago'),
+                         config: init,
+                         keep_marker: false)
 
-    def provide_quarters(
-      symbol: nil, id: nil, 
-      contract:, 
-      as: :quarters, 
-      range: nil, date: nil, 
-      timezone: Time.find_zone('America/Chicago'),
-      config: init,
-      quiet: false
-    )
-      date = timezone.parse(date) if date.is_a? String
-      raise ArgumentError, ":range and :date are mutually exclusive" if range and date
-      raise ArgumentError, "Contract '#{contract}' is bogus, should be like 'M21' or 'ESM21'" unless contract.is_a? String and [3,5].include? contract.size
-      if contract.to_s.size == 5
-        symbol   = contract[0..1]
-        contract = contract[2..4] 
+      unless contract.is_a?(String) && [3, 5].include?(contract.size)
+        raise ArgumentError, "Contract '#{contract}' is bogus, should be like 'M21' or 'ESM21'"
       end
-      unless symbol.nil?
-        symbol_id = symbols.select{|s| s[:symbol] == symbol.to_s.upcase}.first[:id]
-        raise ArgumentError, "Could not find match in #{config[:symbols_file]} for given symbol #{symbol}" if symbol_id.nil?
-        raise ArgumentError, "Mismatching symbol #{symbol} and given id #{id}" if not id.nil? and symbol_id != id
-        id = symbol_id
-      end
-      raise ArgumentError, ":as can only be in [:quarters, :hours, :days]" unless %i[quarters hours days].include?(as)
-      raise ArgumentError, "Could not guess :id or :symbol from 'contract: #{contract}', please clarify." if id.nil?
+
+      sym = get_id_set(symbol: symbol, id: id, contract: contract)
+
+      contract = contract[2..4] if contract.to_s.size == 5
+      id = sym[:id]
+      symbol = sym[:symbol]
+
       id_path   = "#{config[:data_path]}/quarters/#{id}"
       data_file = "#{id_path}/#{contract}.csv"
-      raise RuntimeError, "No data found for requested :id (#{id_path} does not exist)" unless Dir.exist?(id_path)
-      raise RuntimeError, "No data found for requested contract #{symbol}:#{contract} in #{id_path}." unless File.exist?(data_file)
-      data      = CSV.read(data_file, headers: %i[contract datetime day open high low close volume]).map do |row|
+      raise "No data found for requested :id (#{id_path} does not exist)" unless Dir.exist?(id_path)
+
+      raise "No data found for requested contract #{symbol}:#{contract} in #{id_path}." unless File.exist?(data_file)
+
+      data = CSV.read(data_file, headers: %i[contract datetime day open high low close volume]).map do |row|
         row = row.to_h
-        %i[open high low close].map{|x| row[x] = row[x].to_f}
-        %i[volume day].map{|x|         row[x] = row[x].to_i}
+        %i[open high low close].map { |x| row[x] = row[x].to_f }
+        %i[volume day].map { |x| row[x] = row[x].to_i }
         row[:datetime] = timezone.parse(row[:datetime])
+        row[:type]     = :quarter
         row
       end
-      select_specific_date = lambda do |specific_date|
-        data.select{|d| d[:day] == specific_date.day and specific_date.year == d[:datetime].year and (
-          if specific_date.day > 1
-            specific_date.month == d[:datetime].month
-          else
-            ((specific_date.month == d[:datetime].month     and d[:datetime].day == 1) or
-             (specific_date.month == d[:datetime].month + 1 and d[:datetime].day  > 25) )
-          end
-        )}
-      end
-      if range
-        starting = range.begin
-        starting = timezone.parse(starting) if starting.is_a? String
-        ending   = range.end
-        ending   = timezone.parse(  ending) if ending.is_a? String
-        if starting.hour == 0 and starting.min == 0 and ending.hour == 0 and ending.min == 0
-          puts "WARNING: When sending midnight, full trading day is assumed (starting 5 pm yesterday, ending 4 pm today)".light_yellow unless quiet
-          result = select_specific_date.call(starting)
-          result += data.select{|d| d[:datetime] > starting and d[:datetime] < ending.to_date }
-          result += select_specific_date.call(ending)
-          result.uniq!
-        else
-          result = data.select{|x| x[:datetime] >= starting and x[:datetime] < ending }
-        end
-      elsif date
-        result = select_specific_date.call(date)
-      else 
-        result = data
-      end
-      return case as
-      when :hours
-        Cotcube::Helpers.reduce(bars: result, to: 1.hour){|c,b| c[:day] == b[:day] and c[:datetime].hour == b[:datetime].hour }
-      when :days
-        Cotcube::Helpers.reduce(bars: result, to: 1.day ){|c,b| c[:day] == b[:day] }
-      else
-        result
-      end
+      data.pop if data.last[:high].zero? && (not keep_marker)
+      data
     end
+
   end
 end