cotcube-bardata 0.1.15.4 → 0.1.15.5

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data/CHANGELOG.md CHANGED
@@ -1,3 +1,6 @@
1
+ ## 0.1.15.5 (November 08, 2021)
2
+ - decommissioned .get_id_set in favor of Cotcube::Helpers.get_id_set
3
+
1
4
  ## 0.1.15.4 (October 26, 2021)
2
5
  - daily: including the sourcing factor (:bcf) into provide_daily and continuous
3
6
 
data/VERSION CHANGED
@@ -1 +1 @@
1
- 0.1.15.4
1
+ 0.1.15.5
@@ -28,7 +28,7 @@ Gem::Specification.new do |spec|
28
28
 
29
29
  spec.add_dependency 'activesupport', '~> 6'
30
30
  spec.add_dependency 'colorize', '~> 0.8'
31
- spec.add_dependency 'cotcube-helpers', '~> 0.1'
31
+ spec.add_dependency 'cotcube-helpers', '~> 0.2'
32
32
  spec.add_dependency 'cotcube-indicators', '~> 0.1'
33
33
  spec.add_dependency 'httparty', '~> 0.18'
34
34
  spec.add_dependency 'parallel', '~> 1'
@@ -30,7 +30,7 @@ module Cotcube
30
30
  end
31
31
 
32
32
  headers = %i[contract datetime open high low close volume]
33
- sym = get_id_set(symbol: symbol, id: id, contract: contract)
33
+ sym = Cotcube::Helpers.get_id_set(symbol: symbol, id: id, contract: contract)
34
34
  contract = contract[-3..]
35
35
  dir = "#{config[:data_path]}/cached/#{sym[:id]}_#{filter.to_s.downcase}"
36
36
  symlink = "#{config[:data_path]}/cached/#{sym[:symbol]}_#{filter.to_s.downcase}"
@@ -33,7 +33,7 @@ module Cotcube
33
33
  range = (range_begin..range_end)
34
34
  end
35
35
 
36
- sym = get_id_set(symbol: symbol, id: id, contract: contract)
36
+ sym = Cotcube::Helpers.get_id_set(symbol: symbol, id: id, contract: contract)
37
37
  contract = contract[2..4] if contract.to_s.size == 5
38
38
  id = sym[:id]
39
39
  id_path = "#{config[:data_path]}/daily/#{id}"
@@ -81,7 +81,8 @@ module Cotcube
81
81
  end
82
82
  data.map do |bar|
83
83
  indicators.each do |k,v|
84
- bar[k] = v.call(bar).round(rounding)
84
+ tmp = v.call(bar)
85
+ bar[k] = tmp.respond_to?(:round) ? tmp.round(rounding) : tmp
85
86
  end
86
87
  end unless indicators.empty?
87
88
  if range.nil?
@@ -101,7 +102,7 @@ module Cotcube
101
102
  measuring = lambda {|c| puts "[continuous] Time measured until '#{c}': #{(Time.now.to_f - measure.to_f).round(2)}sec" unless measure.nil? }
102
103
 
103
104
  measuring.call("Starting")
104
- sym = get_id_set(symbol: symbol, id: id)
105
+ sym = Cotcube::Helpers.get_id_set(symbol: symbol, id: id)
105
106
  id = sym[:id]
106
107
  symbol = sym[:symbol]
107
108
  ticksize = sym[:ticksize]
@@ -175,7 +176,8 @@ module Cotcube
175
176
  p avg_bar if debug
176
177
  indicators.each do |k,v|
177
178
  print format('%12s: ', k.to_s) if debug
178
- avg_bar[k] = v.call(avg_bar).round(rounding)
179
+ tmp = v.call(avg_bar)
180
+ avg_bar[k] = tmp.respond_to?(:round) ? tmp.round(rounding) : tmp
179
181
  puts avg_bar[k] if debug
180
182
  end
181
183
  %i[tr atr5].each { |ind|
@@ -236,7 +238,7 @@ module Cotcube
236
238
  %i[volume oi].include?(selector)
237
239
 
238
240
  measuring.call("Starting")
239
- sym = get_id_set(symbol: symbol, id: id)
241
+ sym = Cotcube::Helpers.get_id_set(symbol: symbol, id: id)
240
242
  id = sym[:id]
241
243
  # noinspection RubyNilAnalysis
242
244
  data = continuous(id: id, config: config, measure: measure).map do |x|
@@ -300,7 +302,7 @@ module Cotcube
300
302
  %i[volume oi].include?(selector)
301
303
 
302
304
  measuring.call("Entering function")
303
- sym = get_id_set(symbol: symbol, id: id)
305
+ sym = Cotcube::Helpers.get_id_set(symbol: symbol, id: id)
304
306
  if %w[R6 BJ GE].include? sym[:symbol]
305
307
  puts "Rejecting to process symbol '#{sym[:symbol]}'.".light_red
306
308
  return []
@@ -4,7 +4,7 @@ module Cotcube
4
4
  # Missing top level documentation
5
5
  module Bardata
6
6
  def most_liquid_for(symbol: nil, id: nil, date: last_trade_date, config: init)
7
- id = get_id_set(symbol: symbol, id: id, config: config)[:id]
7
+ id = Cotcube::Helpers.get_id_set(symbol: symbol, id: id, config: config)[:id]
8
8
  provide_eods(id: id, dates: date, contracts_only: true).first
9
9
  end
10
10
 
@@ -15,7 +15,7 @@ module Cotcube
15
15
  date: last_trade_date,
16
16
  filter: :volume_part,
17
17
  age: 1.hour)
18
- sym = get_id_set(symbol: symbol, id: id) if symbol || id
18
+ sym = Cotcube::Helpers.get_id_set(symbol: symbol, id: id) if symbol || id
19
19
  # noinspection RubyScope
20
20
  eods = provide_eods(id: sym.nil? ? nil : sym[:id], config: config, dates: date, filter: filter)
21
21
  result = []
@@ -62,7 +62,7 @@ module Cotcube
62
62
  end
63
63
 
64
64
  symbol = contract[0..1] if contract.to_s.size == 5
65
- sym = get_id_set(symbol: symbol, id: id, config: config) if symbol || id
65
+ sym = Cotcube::Helpers.get_id_set(symbol: symbol, id: id, config: config) if symbol || id
66
66
  # if no id can be clarified from given arguments, return all matching contracts from all available symbols
67
67
  # raise ArgumentError, "Could not guess :id or :symbol from 'contract: #{contract}', please clarify." if id.nil?
68
68
  raise ArgumentError, ':filter must be in [:volume_part, :oi_part]' unless %i[volume_part oi_part].include? filter
@@ -45,42 +45,6 @@ module Cotcube
45
45
  result
46
46
  end
47
47
 
48
- def get_id_set(symbol: nil, id: nil, contract: nil, config: init)
49
- contract = contract.to_s.upcase if contract.is_a? Symbol
50
- id = id.to_s.upcase if id.is_a? Symbol
51
- symbol = symbol.to_s.upcase if symbol.is_a? Symbol
52
-
53
- if contract.is_a?(String) && (contract.length == 5)
54
- c_symbol = contract[0..1]
55
- if (not symbol.nil?) && (symbol != c_symbol)
56
- raise ArgumentError,
57
- "Mismatch between given symbol #{symbol} and contract #{contract}"
58
- end
59
-
60
- symbol = c_symbol
61
- end
62
-
63
- unless symbol.nil?
64
- sym = symbols.select { |s| s[:symbol] == symbol.to_s.upcase }.first
65
- if sym.nil? || sym[:id].nil?
66
- raise ArgumentError,
67
- "Could not find match in #{config[:symbols_file]} for given symbol #{symbol}"
68
- end
69
- raise ArgumentError, "Mismatching symbol #{symbol} and given id #{id}" if (not id.nil?) && (sym[:id] != id)
70
-
71
- return sym
72
- end
73
- unless id.nil?
74
- sym = symbols.select { |s| s[:id] == id.to_s }.first
75
- if sym.nil? || sym[:id].nil?
76
- raise ArgumentError,
77
- "Could not find match in #{config[:symbols_file]} for given id #{id}"
78
- end
79
- return sym
80
- end
81
- raise ArgumentError, 'Need :id, :symbol or valid :contract '
82
- end
83
-
84
48
  def compare(contract:, format: '%5.2f')
85
49
  format = "%#{format}" unless format[0] == '%'
86
50
  daily = provide(contract: contract, interval: :daily)
@@ -17,7 +17,7 @@ module Cotcube
17
17
  force_update: false,
18
18
  force_recent: false)
19
19
 
20
- sym = get_id_set(symbol: symbol, id: id, contract: contract, config: config)
20
+ sym = Cotcube::Helpers.get_id_set(symbol: symbol, id: id, contract: contract, config: config)
21
21
 
22
22
  case interval
23
23
  when :quarters, :hours, :quarter, :hour
@@ -16,7 +16,7 @@ module Cotcube
16
16
  raise ArgumentError, "Contract '#{contract}' is bogus, should be like 'M21' or 'ESM21'"
17
17
  end
18
18
 
19
- sym = get_id_set(symbol: symbol, id: id, contract: contract)
19
+ sym = Cotcube::Helpers.get_id_set(symbol: symbol, id: id, contract: contract)
20
20
 
21
21
  contract = contract[2..4] if contract.to_s.size == 5
22
22
  id = sym[:id]
@@ -24,7 +24,7 @@ module Cotcube
24
24
  def range_matrix(symbol: nil, id: nil, base: nil, print: false, dim: 0.05, days_only: false, last_n: 60, &block)
25
25
  # rubocop:disable Style/MultilineBlockChain
26
26
  symbol ||= base.last[:contract][0..1] if id.nil?
27
- sym = get_id_set(symbol: symbol, id: id)
27
+ sym = Cotcube::Helpers.get_id_set(symbol: symbol, id: id)
28
28
  source = {}
29
29
  target = {}
30
30
  if base.nil?
@@ -28,7 +28,7 @@ module Cotcube
28
28
  end
29
29
  end
30
30
 
31
- sym = get_id_set(symbol: symbol, id: id)
31
+ sym = Cotcube::Helpers.get_id_set(symbol: symbol, id: id)
32
32
 
33
33
  file = "#{config[:data_path]}/trading_hours/#{sym[:symbol]}_#{filter}.csv"
34
34
  puts "Trying to use #{file} for #{symbol} + #{filter}" if debug
@@ -62,10 +62,6 @@ module Cotcube
62
62
  :range_matrix,
63
63
  # create an array of ranges based on specified source data
64
64
  :trading_hours,
65
- # receive id / symbol information on an uncertain set of parameters
66
- # TODO: decommision sppearance of get_id_set and symbols in cotcube::bardata
67
- :get_id_set,
68
- :symbols,
69
65
  #
70
66
  :select_specific_date,
71
67
  :extended_select_for_range,
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: 0.1.15.4
4
+ version: 0.1.15.5
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: 2021-10-26 00:00:00.000000000 Z
11
+ date: 2021-11-18 00:00:00.000000000 Z
12
12
  dependencies:
13
13
  - !ruby/object:Gem::Dependency
14
14
  name: activesupport
@@ -44,14 +44,14 @@ dependencies:
44
44
  requirements:
45
45
  - - "~>"
46
46
  - !ruby/object:Gem::Version
47
- version: '0.1'
47
+ version: '0.2'
48
48
  type: :runtime
49
49
  prerelease: false
50
50
  version_requirements: !ruby/object:Gem::Requirement
51
51
  requirements:
52
52
  - - "~>"
53
53
  - !ruby/object:Gem::Version
54
- version: '0.1'
54
+ version: '0.2'
55
55
  - !ruby/object:Gem::Dependency
56
56
  name: cotcube-indicators
57
57
  requirement: !ruby/object:Gem::Requirement
@@ -200,7 +200,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
200
200
  - !ruby/object:Gem::Version
201
201
  version: '0'
202
202
  requirements: []
203
- rubygems_version: 3.1.2
203
+ rubygems_version: 3.1.6
204
204
  signing_key:
205
205
  specification_version: 4
206
206
  summary: Functions to provide bardata; and some simple time series aggregations