cotcube-bardata 0.1.6 → 0.1.7

checksums.yaml

@@ -1,7 +1,7 @@
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+  data.tar.gz: 1eca29b839ae84d43c601f793501237cabc5de25363ea1bd55f6c707393d98ba
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data/CHANGELOG.md

@@ -1,3 +1,7 @@
+## 0.1.7 (January 14, 2021)
+  - added :range parameter to :provide, hence to :provide_cached, :provide_daily
+  - added forgotten module_functions
+
 ## 0.1.6 (January 07, 2021)
   - prefering datetime instead date (in helpers and daily)
   - changed keyword :set to :filter in cached, provide and trading_hours

data/VERSION

@@ -1 +1 @@
-0.1.6
+0.1.7

data/lib/cotcube-bardata.rb

@@ -60,6 +60,8 @@ module Cotcube
                     :trading_hours,
                     # receive id / symbol information on an uncertain set of parameters
                     :get_id_set,
+                    :select_specific_date,
+                    :extended_select_for_range,
                     :provide_cached,
                     :compare,
                     :holidays,

data/lib/cotcube-bardata/cached.rb

@@ -6,12 +6,28 @@ module Cotcube
     # send pre-created days based on quarters
     def provide_cached(contract:, # rubocop:disable Metrics/ParameterLists
                        symbol: nil, id: nil,
+                       range: nil,
                        config: init,
                        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) #
 
+      unless range.nil? ||
+             range.is_a?(Range) &&
+             [Date, DateTime, ActiveSupport::TimeWithZone].map do |cl|
+               (range.begin.nil? || range.begin.is_a?(cl)) &&
+               (range.end.nil? || range.end.is_a?(cl))
+             end.reduce(:|)
+        raise ArgumentError, 'Range, if given, must be either (Integer..Integer) or (Timelike..Timelike)'
+      end
+
+      unless range.nil?
+        range_begin = range.begin.nil? ? nil : timezone.parse(range.begin.to_s)
+        range_end   = range.end.nil? ? nil : timezone.parse(range.end.to_s)
+        range = (range_begin..range_end)
+      end
+
       headers = %i[contract datetime open high low close volume]
       sym      = get_id_set(symbol: symbol, id: id, contract: contract)
       contract = contract[-3..]
@@ -33,9 +49,27 @@ module Cotcube
         if base.last[:high].zero?
           # contract exists but is closed (has the CLOSED marker)
           base.pop
-          return base
+          # rubocop:disable Metrics/BlockNesting
+          result = if range.nil?
+                     base
+                   else
+                     base.select do |x|
+                       (range.begin.nil? ? true : x[:datetime] >= range.begin) and
+                         (range.end.nil? ? true : x[:datetime] <= range.end)
+                     end
+                   end
+          return result
         elsif File.mtime(file) < File.mtime(quarters_file)
-          return base
+          result = if range.nil?
+                     base
+                   else
+                     base.select do |x|
+                       (range.begin.nil? ? true : x[:datetime] >= range.begin) and
+                         (range.end.nil? ? true : x[:datetime] <= range.end)
+                     end
+                   end
+          # rubocop:enable Metrics/BlockNesting
+          return result
         else
           puts "File #{file} exists, but is neither closed nor current. Running update.".colorize(:light_green)
         end
@@ -44,7 +78,7 @@ module Cotcube
         data = provide_quarters(contract: contract, id: sym[:id], keep_marker: true)
       rescue StandardError
         puts "Cannot provide quarters for requested contract #{sym[:symbol]}:#{contract},"\
-             "returning '[ ]'".colorize(:light_red)
+            "returning '[ ]'".colorize(:light_red)
         return []
       end
 
@@ -73,7 +107,14 @@ module Cotcube
           csv << marker
         end
       end
-      base
+      if range.nil?
+        base
+      else
+        base.select do |x|
+          (range.begin.nil? ? true : x[:date] >= range.begin) and
+            (range.end.nil? ? true : x[:date] <= range.end)
+        end
+      end
     end
   end
 end

data/lib/cotcube-bardata/daily.rb

@@ -4,14 +4,30 @@ module Cotcube
   # Missing top level documentation comment
   module Bardata
     # just reads bardata/daily/<id>/<contract>.csv
-    def provide_daily(contract:,
+    def provide_daily(contract:, # rubocop:disable Metrics/ParameterLists
                       symbol: nil, id: nil,
+                      range: 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'"
       end
+      unless range.nil? ||
+             (range.is_a?(Range) &&
+             [Date, DateTime, ActiveSupport::TimeWithZone].map do |cl|
+               (range.begin.nil? || range.begin.is_a?(cl)) &&
+               (range.end.nil?   || range.end.is_a?(cl))
+             end.reduce(:|))
+
+        raise ArgumentError, 'Range, if given, must be either (Integer..Integer) or (Timelike..Timelike)'
+      end
+
+      unless range.nil?
+        range_begin = range.begin.nil? ? nil : timezone.parse(range.begin.to_s)
+        range_end   = range.end.nil? ? nil : timezone.parse(range.end.to_s)
+        range = (range_begin..range_end)
+      end
 
       sym = get_id_set(symbol: symbol, id: id, contract: contract)
       contract = contract[2..4] if contract.to_s.size == 5
@@ -33,7 +49,14 @@ module Cotcube
         row
       end
       data.pop if data.last[:high].zero?
-      data
+      if range.nil?
+        data
+      else
+        data.select do |x|
+          (range.begin.nil? ? true : x[:datetime] >= range.begin) and
+            (range.end.nil? ? true : x[:datetime] <= range.end)
+        end
+      end
     end
 
     # reads all files in  bardata/daily/<id> and aggregates by date
@@ -119,10 +142,10 @@ module Cotcube
              }\t#{v.last[:date]
              }\t#{format('%4d', (Date.parse(v.last[:date]) - Date.parse(v.first[:date])))
              }\t#{result[k].map do |x|
-                    x[:volume].select do
-                      x[:contract] == k
-                    end
-                  end.size
+               x[:volume].select do
+                 x[:contract] == k
+               end
+             end.size
              }"
           # rubocop:enable Layout/ClosingParenthesisIndentation
         end

data/lib/cotcube-bardata/provide.rb

@@ -10,7 +10,7 @@ module Cotcube
                 config: init,
                 # supported types are :quarters, :hours, :days, :rth, :dailies, :weeks, :months
                 interval: :days,
-                # supported filters are :raw, :_24x7_, :full and :rth (and custom named, if provided as file)
+                # supported filters are :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
@@ -33,16 +33,13 @@ module Cotcube
 
       when :days, :weeks, :months
         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
+                              range: range, force_recent: force_recent
         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
-        base
+        provide_daily contract: contract, symbol: symbol, id: id, config: config, range: range
       else
         raise ArgumentError, "Unsupported or unknown interval '#{interval}' in Bardata.provide"
       end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: cotcube-bardata
 version: !ruby/object:Gem::Version
-  version: 0.1.6
+  version: 0.1.7
 platform: ruby
 authors:
 - Benjamin L. Tischendorf
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2021-01-07 00:00:00.000000000 Z
+date: 2021-01-14 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: activesupport