cotcube-bardata 0.1.4 → 0.1.5

checksums.yaml

@@ -1,7 +1,7 @@
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+  data.tar.gz: 825d415ff9c9f3a5ffe072ff1cec47e8238ce63399c9c7519e7a496392aef4f8
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+  data.tar.gz: ed811a9909dc7c08b08030c07b8c4ee811c13e1313a7481d8747f4ca4107b0597f5abde1e2eb8f78ac907e15f37aa494398144df565e354b00042b41bc00265e

data/CHANGELOG.md

@@ -1,3 +1,6 @@
+## 0.1.5 (January 02, 2021)
+  - applied some still missing cops
+
 ## 0.1.4 (January 02, 2021)
   - two minor fixes (cached.rb, daily.rb)
   - adding first (shy) specs ... to be continued

data/VERSION

@@ -1 +1 @@
-0.1.4
+0.1.5

data/lib/cotcube-bardata/cached.rb

@@ -3,35 +3,34 @@
 module Cotcube
   # missing top level documentation
   module Bardata
-
     # send pre-created days based on quarters
-    def provide_cached(contract:,
+    def provide_cached(contract:, # rubocop:disable Metrics/ParameterLists
                        symbol: nil, id: nil,
                        config: init,
                        timezone: Time.find_zone('America/Chicago'),
-                       set: :full,             # most probably either :full or :rth
-                       force_update: false,    # force reloading via provide_quarters
-                       force_recent: false)    # 
+                       filter: :full, # most probably either :full or :rth
+                       force_update: false, # force reloading via provide_quarters
+                       force_recent: false) #
 
       headers = %i[contract datetime open high low close volume]
       sym      = get_id_set(symbol: symbol, id: id, contract: contract)
-      contract = contract[-3..-1]
-      dir      = "#{config[:data_path]}/cached/#{sym[:id]}_#{set.to_s.downcase}"
-      symlink  = "#{config[:data_path]}/cached/#{sym[:symbol]}_#{set.to_s.downcase}"
+      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}"
       `mkdir -p #{dir}` unless Dir.exist? dir
       `ln -s #{dir} #{symlink}` unless File.exist? symlink
       file = "#{dir}/#{contract}.csv"
-      quarters_file = "#{config[:data_path]}/quarters/#{sym[:id]}/#{contract[-3..-1]}.csv"
-      if File.exist?(file) and not force_update
-        base = CSV.read(file, headers: headers).map{|x| 
+      quarters_file = "#{config[:data_path]}/quarters/#{sym[:id]}/#{contract[-3..]}.csv"
+      if File.exist?(file) && (not force_update)
+        base = CSV.read(file, headers: headers).map do |x|
           x = x.to_h
           x[:datetime] = timezone.parse(x[:datetime])
-          %i[open high low close].each{|z| x[z] = x[z].to_f.round(9)}
+          %i[open high low close].each { |z| x[z] = x[z].to_f.round(9) }
           x[:volume] = x[:volume].to_i
-          x[:type]   = "#{set.to_s.downcase}_day".to_sym
+          x[:type]   = "#{filter.to_s.downcase}_day".to_sym
           x
-        }
-        if base.last[:high].zero? 
+        end
+        if base.last[:high].zero?
           # contract exists but is closed (has the CLOSED marker)
           base.pop
           return base
@@ -41,40 +40,40 @@ module Cotcube
           puts "File #{file} exists, but is neither closed nor current. Running update.".colorize(:light_green)
         end
       end
-      begin 
+      begin
         data = provide_quarters(contract: contract, id: sym[:id], keep_marker: true)
-      rescue
-        puts "Cannot provide quarters for requested contract #{sym[:symbol]}:#{contract}, returning '[ ]'".colorize(:light_red)
-        return [] 
+      rescue StandardError
+        puts "Cannot provide quarters for requested contract #{sym[:symbol]}:#{contract},"\
+             "returning '[ ]'".colorize(:light_red)
+        return []
       end
 
       # removing marker if existing
       contract_is_marked = data.last[:high].zero?
       data.pop if contract_is_marked
-      unless set == :full or data.size < 3
-        requested_set = trading_hours(symbol: sym[:symbol], set: set)
-        data = data.select_within(ranges: requested_set, attr: :datetime) {|x| x.to_datetime.to_sssm }
+      unless (filter == :full) || (data.size < 3)
+        requested_set = trading_hours(symbol: sym[:symbol], set: filter)
+        data = data.select_within(ranges: requested_set, attr: :datetime) { |x| x.to_datetime.to_sssm }
       end
 
       base = Cotcube::Helpers.reduce(bars: data, to: :days)
 
       # remove last day of result if not marked
-      base.pop unless contract_is_marked or force_recent
+      base.pop unless contract_is_marked || force_recent
 
-      base.map do |x| 
+      base.map do |x|
         x[:datetime] = x[:datetime].to_date
-        x[:type]= "#{set}_day".to_sym
+        x[:type] = "#{filter}_day".to_sym
         x.delete(:day)
       end
       CSV.open(file, 'w') do |csv|
-        base.each{|b| csv << b.values_at(*headers) }
+        base.each { |b| csv << b.values_at(*headers) }
         if contract_is_marked
-          marker = [ "#{sym[:symbol]}#{contract}",base.last[:datetime]+1.day,0,0,0,0,0 ]
+          marker = ["#{sym[:symbol]}#{contract}", base.last[:datetime] + 1.day, 0, 0, 0, 0, 0]
           csv << marker
         end
       end
       base
     end
-
   end
 end

data/lib/cotcube-bardata/daily.rb

@@ -4,7 +4,10 @@ module Cotcube
   # Missing top level documentation comment
   module Bardata
     # just reads bardata/daily/<id>/<contract>.csv
-    def provide_daily(contract:, symbol: nil, id: nil, timezone: Time.find_zone('America/Chicago'), config: init)
+    def provide_daily(contract:,
+                      symbol: nil, id: nil,
+                      timezone: Time.find_zone('America/Chicago'),
+                      config: init)
       contract = contract.to_s.upcase
       unless contract.is_a?(String) && [3, 5].include?(contract.size)
         raise ArgumentError, "Contract '#{contract}' is bogus, should be like 'M21' or 'ESM21'"
@@ -96,6 +99,7 @@ module Cotcube
 
       sym = get_id_set(symbol: symbol, id: id)
       id  = sym[:id]
+      # noinspection RubyNilAnalysis
       data = continuous(id: id, config: config).map do |x|
         {
           date: x[:date],

data/lib/cotcube-bardata/eods.rb

@@ -15,7 +15,8 @@ module Cotcube
                                     date: last_trade_date,
                                     filter: :volume_part,
                                     age: 1.hour)
-      sym  = get_id_set(symbol: symbol, id: id) if symbol or id
+      sym  = 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 = []
       eods.map do |eod|

data/lib/cotcube-bardata/helpers.rb

@@ -79,26 +79,29 @@ module Cotcube
 
     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] }
+      daily = provide(contract: contract, interval: :daily)
+      full  = provide(contract: contract, interval: :days, filter: :full)
+      rth   = provide(contract: contract, interval: :days, filter: :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| 
+      printer = lambda { |z|
+           # rubocop:disable Layout/ClosingParenthesisIndentation
+           "#{z[:datetime].strftime('%m-%d') # rubocop:disable Layout/IndentationWidth
+         }\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]}"
+        # rubocop:enable Layout/ClosingParenthesisIndentation
+      }
+      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 " "
+        puts ' '
       end
-
     end
   end
 end

data/lib/cotcube-bardata/provide.rb

@@ -1,48 +1,50 @@
 # frozen_string_literal: true
 
 module Cotcube
+  # Missing top level documentation comment
   module Bardata
-
-    def provide(contract:,
+    def provide(contract:, # rubocop:disable Metrics/ParameterLists
                 # Can be like ("2020-12-01 12:00"..."2020-12-14 11:00")
-                range: nil,              
+                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,        
+                interval: :days,
+                # supported filters are :raw, :_24x7_, :full and :rth (and custom named, if provided as file)
+                filter: :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
+      case interval
       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)
+        requested_set = trading_hours(symbol: sym[:symbol], set: filter)
 
-        base = base.select_within(ranges: requested_set, attr: :datetime) {|x| x.to_datetime.to_sssm }
-        return base if [:quarters, :quarter].include? type
+        base = base.select_within(ranges: requested_set, attr: :datetime) { |x| x.to_datetime.to_sssm }
+        return base if %i[quarters quarter].include? interval
 
-        base = Cotcube::Helpers.reduce(bars: base, to: :hours){|c,b|  
-          c[:day] == b[:day] and c[:datetime].hour == b[:datetime].hour 
-        }
+        Cotcube::Helpers.reduce(bars: base, to: :hours) do |c, b|
+          c[:day] == b[:day] and c[:datetime].hour == b[:datetime].hour
+        end
 
       when :days, :weeks, :months
-        base = provide_cached contract: contract, symbol: symbol, id: id, config: config, set: set, force_recent: force_recent
+        base = provide_cached contract: contract, symbol: symbol, id: id, config: config, filter: filter,
+                              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"
+        return base if %i[day days].include? interval
+
+        # TODO: Missing implementation 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 
+        base
       else
-        raise ArgumentError, "Unsupported or unknown type '#{type}' in Bardata.provide"
+        raise ArgumentError, "Unsupported or unknown interval '#{interval}' in Bardata.provide"
       end
     end
   end

data/lib/cotcube-bardata/quarters.rb

@@ -39,6 +39,5 @@ module Cotcube
       data.pop if data.last[:high].zero? && (not keep_marker)
       data
     end
-
   end
 end

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: cotcube-bardata
 version: !ruby/object:Gem::Version
-  version: 0.1.4
+  version: 0.1.5
 platform: ruby
 authors:
 - Benjamin L. Tischendorf