cotcube-bardata 0.1.7 → 0.1.8
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +4 -4
- data/CHANGELOG.md +6 -0
- data/VERSION +1 -1
- data/cotcube-bardata.gemspec +3 -2
- data/lib/cotcube-bardata/cached.rb +6 -2
- data/lib/cotcube-bardata/daily.rb +93 -0
- data/lib/cotcube-bardata/helpers.rb +2 -2
- data/lib/cotcube-bardata/range_matrix.rb +42 -33
- metadata +6 -6
    
        checksums.yaml
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        data/CHANGELOG.md
    CHANGED
    
    | @@ -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. | 
| 1 | 
            +
            0.1.8
         | 
    
        data/cotcube-bardata.gemspec
    CHANGED
    
    | @@ -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 | 
            -
               | 
| 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', | 
| 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)  | 
| 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 | 
            -
                       | 
| 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]  | 
| 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]  | 
| 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,  | 
| 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 | 
            -
             | 
| 42 | 
            -
             | 
| 43 | 
            -
             | 
| 44 | 
            -
             | 
| 45 | 
            -
             | 
| 46 | 
            -
                     | 
| 47 | 
            -
             | 
| 48 | 
            -
             | 
| 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 | 
            -
             | 
| 52 | 
            -
             | 
| 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 | 
            -
             | 
| 60 | 
            -
             | 
| 61 | 
            -
             | 
| 62 | 
            -
             | 
| 63 | 
            -
             | 
| 64 | 
            -
                     | 
| 65 | 
            -
             | 
| 66 | 
            -
             | 
| 67 | 
            -
             | 
| 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 | 
            -
             | 
| 70 | 
            -
             | 
| 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 | 
            -
             | 
| 87 | 
            -
             | 
| 88 | 
            -
                    target[period][:rec_median] = | 
| 89 | 
            -
             | 
| 90 | 
            -
             | 
| 91 | 
            -
                    target[period][:rec_upper] | 
| 92 | 
            -
             | 
| 93 | 
            -
             | 
| 94 | 
            -
                    target[period][:rec_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 | 
            -
             | 
| 97 | 
            -
             | 
| 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. | 
| 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- | 
| 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: ' | 
| 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: ' | 
| 124 | 
            +
                    version: '13'
         | 
| 125 125 | 
             
            - !ruby/object:Gem::Dependency
         | 
| 126 126 | 
             
              name: rspec
         | 
| 127 127 | 
             
              requirement: !ruby/object:Gem::Requirement
         |