cotcube-bardata 0.1.7 → 0.1.8

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@@ -1,3 +1,9 @@
1
+ ## 0.1.8 (January 27, 2021)
2
+ - in helpers, #extended_range_for_date: fixed comparison signs
3
+ - range_matrix: applied cops, noted appearance of Cotcube::Helpers.simple_series_stats
4
+ - cached: Fixing wrong comparison sign
5
+ - daily: slimmed down results for #continuous_overview
6
+
1
7
  ## 0.1.7 (January 14, 2021)
2
8
  - added :range parameter to :provide, hence to :provide_cached, :provide_daily
3
9
  - added forgotten module_functions
data/VERSION CHANGED
@@ -1 +1 @@
1
- 0.1.7
1
+ 0.1.8
@@ -34,7 +34,8 @@ Gem::Specification.new do |spec|
34
34
  spec.add_dependency 'parallel', '~> 1'
35
35
  spec.add_dependency 'yaml', '~> 0.1'
36
36
 
37
- spec.add_development_dependency 'rake', '>= 12'
37
+ # using ~> in favor of >= to overcome warning
38
+ spec.add_development_dependency 'rake', '~> 13'
38
39
  spec.add_development_dependency 'rspec', '~>3.6'
39
- spec.add_development_dependency 'yard', '~>0.9'
40
+ spec.add_development_dependency 'yard', '~>0.9'
40
41
  end
@@ -59,7 +59,9 @@ module Cotcube
59
59
  end
60
60
  end
61
61
  return result
62
- elsif File.mtime(file) < File.mtime(quarters_file)
62
+ elsif File.mtime(file) + 1.day > File.mtime(quarters_file)
63
+ puts "CACHE #{File.mtime(file)}\t#{file}"
64
+ puts "QUART #{File.mtime(quarters_file)}\t#{quarters_file}"
63
65
  result = if range.nil?
64
66
  base
65
67
  else
@@ -71,7 +73,9 @@ module Cotcube
71
73
  # rubocop:enable Metrics/BlockNesting
72
74
  return result
73
75
  else
74
- puts "File #{file} exists, but is neither closed nor current. Running update.".colorize(:light_green)
76
+ # write a (positive warning, that the cache needs to be updated, as cached value is older
77
+ # than one day but not closed
78
+ puts "File #{file} exists, but is neither closed nor current. Running update...".colorize(:light_green)
75
79
  end
76
80
  end
77
81
  begin
@@ -132,6 +132,13 @@ module Cotcube
132
132
  end
133
133
  data.reject! { |x| x[selector].empty? }
134
134
  result = data.group_by { |x| x[selector].first[:contract] }
135
+ result.each_key do |key|
136
+ result[key].map! do |x|
137
+ x[:volume].select! { |z| z[:contract] == key }
138
+ x[:oi].select! { |z| z[:contract] == key }
139
+ x
140
+ end
141
+ end
135
142
  if human
136
143
  result.each do |k, v|
137
144
  next unless filter.nil? || v.first[selector].first[:contract][2..4] =~ (/#{filter}/)
@@ -152,5 +159,91 @@ module Cotcube
152
159
  end
153
160
  result
154
161
  end
162
+
163
+ def continuous_table(symbol: nil, id: nil,
164
+ selector: :volume,
165
+ filter: nil,
166
+ debug: false)
167
+ raise ArgumentError, 'Selector must be either :volume or :oi' unless selector.is_a?(Symbol) &&
168
+ %i[volume oi].include?(selector)
169
+
170
+ sym = get_id_set(symbol: symbol, id: id)
171
+ if %w[R6 BJ GE].include? sym[:symbol]
172
+ puts "Rejecting to process symbol '#{sym[:symbol]}'."
173
+ return
174
+ end
175
+ id = sym[:id]
176
+ dfm = lambda do |x, y = Date.today.year|
177
+ k = Date.strptime("#{y} #{x.negative? ? x + 366 : x}", '%Y %j')
178
+ k -= 1 while [0, 6].include?(k.wday)
179
+ k.strftime('%a, %Y-%m-%d')
180
+ rescue StandardError
181
+ puts "#{sym[:symbol]}\t#{x}\t#{y}"
182
+ end
183
+
184
+ ytoday = Date.today.yday
185
+ data = continuous_overview(id: id, selector: selector, filter: filter, human: false, config: init)
186
+ .reject { |k, _| k[-2..].to_i == Date.today.year % 2000 }
187
+ .group_by { |k, _| k[2] }
188
+ output_sent = 0
189
+ data.keys.sort.each do |month|
190
+ puts "Processing #{sym[:symbol]}#{month}" if debug
191
+ v0 = data[month]
192
+ ydays = v0.map { |_, v1| Date.parse(v1.last[:date]).yday }
193
+ fdays = v0.map { |_, v1| Date.parse(v1.first[:date]).yday }.sort
194
+ # if the last ml day nears the end of the year, we must fix
195
+ ydays.map! { |x| x > 350 ? x - 366 : x } if ydays.min < 50
196
+ fday = fdays[fdays.size / 2]
197
+ yavg = ydays.reduce(:+) / ydays.size
198
+ # a contract is proposed to use after fday - 1, but before ydays.min (green)
199
+ # it is warned to user after fday - 1 but before yavg - 1 (red)
200
+ # it is warned red >= yavg - 1 and <= yavg + 1
201
+ color = if (ytoday >= yavg - 1) && (ytoday <= yavg + 1)
202
+ :light_red
203
+ elsif (ytoday > ydays.min) && (ytoday < yavg - 1)
204
+ :light_yellow
205
+ elsif (ytoday >= (fday > yavg ? 0 : fday - 5)) && (ytoday <= ydays.min)
206
+ :light_green
207
+ else
208
+ :white
209
+ end
210
+ if debug || (color != :white)
211
+ # rubocop:disable Layout/ClosingParenthesisIndentation
212
+ puts "#{sym[:symbol]
213
+ }#{month
214
+ }\t#{format '%12s', sym[:type]
215
+ }\t#{ytoday
216
+ }/#{fday
217
+ }\t#{format '%5d', ydays.min
218
+ }: #{dfm.call(ydays.min)
219
+ }\t#{format '%5d', yavg
220
+ }: #{dfm.call(yavg)
221
+ }\t#{format '%5d', ydays.max
222
+ }: #{dfm.call(ydays.max)}".colorize(color)
223
+ output_sent += 1
224
+ end
225
+ next unless debug
226
+
227
+ v0.each do |contract, v1|
228
+ puts "\t#{contract
229
+ }\t#{v1.first[:date]
230
+ }\t#{Date.parse(v1.last[:date]).strftime('%a')
231
+ }, #{v1.last[:date]
232
+ } (#{Date.parse(v1.last[:date]).yday}"
233
+ # rubocop:enable Layout/ClosingParenthesisIndentation
234
+ end
235
+ end
236
+ case output_sent
237
+ when 0
238
+ puts "WARNING: No output was sent for symbol '#{sym[:symbol]}'.".colorize(:light_yellow)
239
+ when 1
240
+ # all ok
241
+ true
242
+ else
243
+ puts "---- #{output_sent} for #{sym[:symbol]} ---------------"
244
+
245
+ end
246
+ nil
247
+ end
155
248
  end
156
249
  end
@@ -36,11 +36,11 @@ module Cotcube
36
36
  ' is assumed (starting 5 pm CT yesterday, ending 4 pm CT today)'.colorize(:light_yellow)
37
37
  end
38
38
  result = select_specific_date(date: starting, base: base)
39
- result += base.select { |d| d[:datetime] > starting and d[:datetime] < ending.to_date }
39
+ result += base.select { |d| d[:datetime] >= starting and d[:datetime] < ending.to_date }
40
40
  result += select_specific_date(date: ending, base: base)
41
41
  result.uniq!
42
42
  else
43
- result = base.select { |x| x[:datetime] >= starting and x[:datetime] < ending }
43
+ result = base.select { |x| x[:datetime] >= starting and x[:datetime] <= ending }
44
44
  end
45
45
  result
46
46
  end
@@ -12,7 +12,7 @@ module Cotcube
12
12
  # 2. avg:
13
13
  # 3. lower: like median, but not at 1/2 but 1/4
14
14
  # 4. median:
15
- # 5. upper: like median, bot not at 1/2 but 3/4
15
+ # 5. upper: like median, but not at 1/2 but 3/4
16
16
  # 6. max:
17
17
  # and columns:
18
18
  # 1.a) all days os the series
@@ -20,6 +20,8 @@ module Cotcube
20
20
  # 1.c) the last 200 days
21
21
  # 2.a-c) same with days reduced to weeks (c: 52 weeks)
22
22
  # 3.a-c) same with days reduced to months (c: 12 months)
23
+ #
24
+ # NOTE: there is now a new method Cotcube::Helpers.simple_series_stats, that should be used in favor.
23
25
  def range_matrix(symbol: nil, id: nil, print: false, dim: 0.05)
24
26
  # rubocop:disable Style/MultilineBlockChain
25
27
  sym = get_id_set(symbol: symbol, id: id)
@@ -38,36 +40,43 @@ module Cotcube
38
40
  target[period][:all_size] = source[period].size
39
41
  target[period][:all_avg] = (source[period].map { |x| x[:range] }.reduce(:+) / source[period].size).round
40
42
  target[period][:all_lower] = source[period].sort_by do |x|
41
- x[:range]
42
- end.map { |x| x[:range] }[ (source[period].size * 1 / 4).round ]
43
- target[period][:all_median] = source[period].sort_by do |x|
44
- x[:range]
45
- end.map { |x| x[:range] }[ (source[period].size * 2 / 4).round ]
46
- target[period][:all_upper] = source[period].sort_by do |x|
47
- x[:range]
48
- end.map { |x| x[:range] }[ (source[period].size * 3 / 4).round ]
43
+ x[:range]
44
+ end.map { |x| x[:range] }[ (source[period].size * 1 / 4).round ]
45
+
46
+ target[period][:all_median] = source[period].sort_by do |x|
47
+ x[:range]
48
+ end.map { |x| x[:range] }[ (source[period].size * 2 / 4).round ]
49
+
50
+ target[period][:all_upper] = source[period].sort_by do |x|
51
+ x[:range]
52
+ end.map { |x| x[:range] }[ (source[period].size * 3 / 4).round ]
53
+
49
54
  target[period][:all_max] = source[period].map { |x| x[:range] }.max
50
55
  target[period][:all_records] = source[period].sort_by do |x|
51
- -x[:range]
52
- end.map { |x| { contract: x[:contract], range: x[:range] } }.take(5)
56
+ -x[:range]
57
+ end.map { |x| { contract: x[:contract], range: x[:range] } }.take(5)
53
58
 
54
59
  tenth = (source[period].size * dim).round
55
60
  custom = source[period].sort_by { |x| x[:range] }[tenth..source[period].size - tenth]
61
+
56
62
  target[period][:dim_size] = custom.size
57
63
  target[period][:dim_avg] = (custom.map { |x| x[:range] }.reduce(:+) / custom.size).round
58
64
  target[period][:dim_lower] = custom.sort_by do |x|
59
- x[:range]
60
- end.map { |x| x[:range] }[ (custom.size * 1 / 4).round ]
61
- target[period][:dim_median] = custom.sort_by do |x|
62
- x[:range]
63
- end.map { |x| x[:range] }[ (custom.size * 2 / 4).round ]
64
- target[period][:dim_upper] = custom.sort_by do |x|
65
- x[:range]
66
- end.map { |x| x[:range] }[ (custom.size * 3 / 4).round ]
67
- target[period][:dim_max] = custom.map { |x| x[:range] }.max
65
+ x[:range]
66
+ end.map { |x| x[:range] }[ (custom.size * 1 / 4).round ]
67
+
68
+ target[period][:dim_median] = custom.sort_by do |x|
69
+ x[:range]
70
+ end.map { |x| x[:range] }[ (custom.size * 2 / 4).round ]
71
+
72
+ target[period][:dim_upper] = custom.sort_by do |x|
73
+ x[:range]
74
+ end.map { |x| x[:range] }[ (custom.size * 3 / 4).round ]
75
+
76
+ target[period][:dim_max] = custom.map { |x| x[:range] }.max
68
77
  target[period][:dim_records] = custom.sort_by do |x|
69
- -x[:range]
70
- end.map { |x| { contract: x[:contract], range: x[:range] } }.take(5)
78
+ -x[:range]
79
+ end.map { |x| { contract: x[:contract], range: x[:range] } }.take(5)
71
80
 
72
81
  range = case period
73
82
  when :months
@@ -83,18 +92,18 @@ module Cotcube
83
92
  target[period][:rec_size] = custom.size
84
93
  target[period][:rec_avg] = (custom.map { |x| x[:range] }.reduce(:+) / custom.size).round
85
94
  target[period][:rec_lower] = custom.sort_by do |x|
86
- x[:range]
87
- end.map { |x| x[:range] }[ (custom.size * 1 / 4).round ]
88
- target[period][:rec_median] = custom.sort_by do |x|
89
- x[:range]
90
- end.map { |x| x[:range] }[ (custom.size * 2 / 4).round ]
91
- target[period][:rec_upper] = custom.sort_by do |x|
92
- x[:range]
93
- end.map { |x| x[:range] }[ (custom.size * 3 / 4).round ]
94
- target[period][:rec_max] = custom.map { |x| x[:range] }.max
95
+ x[:range]
96
+ end.map { |x| x[:range] }[ (custom.size * 1 / 4).round ]
97
+ target[period][:rec_median] = custom.sort_by do |x|
98
+ x[:range]
99
+ end.map { |x| x[:range] }[ (custom.size * 2 / 4).round ]
100
+ target[period][:rec_upper] = custom.sort_by do |x|
101
+ x[:range]
102
+ end.map { |x| x[:range] }[ (custom.size * 3 / 4).round ]
103
+ target[period][:rec_max] = custom.map { |x| x[:range] }.max
95
104
  target[period][:rec_records] = custom.sort_by do |x|
96
- -x[:range]
97
- end.map { |x| { contract: x[:contract], range: x[:range] } }.take(5)
105
+ -x[:range]
106
+ end.map { |x| { contract: x[:contract], range: x[:range] } }.take(5)
98
107
  end
99
108
 
100
109
  if print
metadata CHANGED
@@ -1,14 +1,14 @@
1
1
  --- !ruby/object:Gem::Specification
2
2
  name: cotcube-bardata
3
3
  version: !ruby/object:Gem::Version
4
- version: 0.1.7
4
+ version: 0.1.8
5
5
  platform: ruby
6
6
  authors:
7
7
  - Benjamin L. Tischendorf
8
8
  autorequire:
9
9
  bindir: bin
10
10
  cert_chain: []
11
- date: 2021-01-14 00:00:00.000000000 Z
11
+ date: 2021-01-27 00:00:00.000000000 Z
12
12
  dependencies:
13
13
  - !ruby/object:Gem::Dependency
14
14
  name: activesupport
@@ -112,16 +112,16 @@ dependencies:
112
112
  name: rake
113
113
  requirement: !ruby/object:Gem::Requirement
114
114
  requirements:
115
- - - ">="
115
+ - - "~>"
116
116
  - !ruby/object:Gem::Version
117
- version: '12'
117
+ version: '13'
118
118
  type: :development
119
119
  prerelease: false
120
120
  version_requirements: !ruby/object:Gem::Requirement
121
121
  requirements:
122
- - - ">="
122
+ - - "~>"
123
123
  - !ruby/object:Gem::Version
124
- version: '12'
124
+ version: '13'
125
125
  - !ruby/object:Gem::Dependency
126
126
  name: rspec
127
127
  requirement: !ruby/object:Gem::Requirement