cotcube-bardata 0.1.5 → 0.1.6

checksums.yaml

@@ -1,7 +1,7 @@
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data/CHANGELOG.md

@@ -1,3 +1,7 @@
+## 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
+
 ## 0.1.5 (January 02, 2021)
   - applied some still missing cops
 

data/VERSION

@@ -1 +1 @@
-0.1.5
+0.1.6

data/lib/cotcube-bardata.rb

@@ -60,6 +60,7 @@ module Cotcube
                     :trading_hours,
                     # receive id / symbol information on an uncertain set of parameters
                     :get_id_set,
+                    :provide_cached,
                     :compare,
                     :holidays,
                     :symbols # reads and provides the symbols file

data/lib/cotcube-bardata/cached.rb

@@ -52,13 +52,13 @@ module Cotcube
       contract_is_marked = data.last[:high].zero?
       data.pop if contract_is_marked
       unless (filter == :full) || (data.size < 3)
-        requested_set = trading_hours(symbol: sym[:symbol], set: filter)
+        requested_set = trading_hours(symbol: sym[:symbol], filter: 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
+      # remove last day of result unless marked
       base.pop unless contract_is_marked || force_recent
 
       base.map do |x|

data/lib/cotcube-bardata/daily.rb

@@ -28,7 +28,7 @@ module Cotcube
           row[k] = row[k].to_f if %i[open high low close].include? k
           row[k] = row[k].to_i if %i[volume oi].include? k
         end
-        row[:datetime] = timezone.parse(row[:date]).to_date
+        row[:datetime] = timezone.parse(row[:date])
         row[:type]     = :daily
         row
       end

data/lib/cotcube-bardata/helpers.rb

@@ -83,8 +83,8 @@ module Cotcube
       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] }
+      daily.select! { |x| rth_dates.include? x[:datetime].to_datetime }
+      full.select! {  |x| rth_dates.include? x[:datetime].to_datetime }
 
       printer = lambda { |z|
            # rubocop:disable Layout/ClosingParenthesisIndentation

data/lib/cotcube-bardata/provide.rb

@@ -22,7 +22,7 @@ module Cotcube
       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: filter)
+        requested_set = trading_hours(symbol: sym[:symbol], filter: filter)
 
         base = base.select_within(ranges: requested_set, attr: :datetime) { |x| x.to_datetime.to_sssm }
         return base if %i[quarters quarter].include? interval

data/lib/cotcube-bardata/trading_hours.rb

@@ -7,11 +7,13 @@ module Cotcube
     #    (as sunday is wday:0)
     # according files are located in config[:data_path]/trading_hours and picked either
     # by the symbol itself or by the assigned type
-    # commonly there are two sets for each symbol: :full and :rth, exceptions are e.g. meats
-    def trading_hours(symbol: nil, id: nil,         # rubocop:disable Metrics/ParameterLists
-                      set: :full, force_set: false,
+    # commonly there are two filter for each symbol: :full and :rth, exceptions are e.g. meats
+    def trading_hours(symbol: nil, id: nil, # rubocop:disable Metrics/ParameterLists
+                      filter: ,
+                      force_filter: false,  # with force_filter one would avoid falling back
+                                            # to the contract_type based range set
                       config: init, debug: false)
-      return (0...24 * 7 * 3600) if set.to_s =~ /24x7/
+      return (0...24 * 7 * 3600) if filter.to_s =~ /24x7/
 
       prepare = lambda do |f|
         CSV.read(f, converters: :numeric)
@@ -22,23 +24,23 @@ module Cotcube
 
       sym = get_id_set(symbol: symbol, id: id)
 
-      file = "#{config[:data_path]}/trading_hours/#{sym[:symbol]}_#{set}.csv"
-      puts "Trying to use #{file} for #{symbol} + #{set}" if debug
+      file = "#{config[:data_path]}/trading_hours/#{sym[:symbol]}_#{filter}.csv"
+      puts "Trying to use #{file} for #{symbol} + #{filter}" if debug
       return prepare.call(file) if File.exist? file
 
       file = "#{config[:data_path]}/trading_hours/#{sym[:symbol]}_full.csv"
       puts "Failed. Trying to use #{file} now" if debug
-      return prepare.call(file) if File.exist?(file) && (not force_set)
+      return prepare.call(file) if File.exist?(file) && (not force_filter)
 
-      file = "#{config[:data_path]}/trading_hours/#{sym[:type]}_#{set}.csv"
+      file = "#{config[:data_path]}/trading_hours/#{sym[:type]}_#{filter}.csv"
       puts "Failed. Trying to use #{file} now." if debug
       return prepare.call(file) if File.exist? file
 
       file = "#{config[:data_path]}/trading_hours/#{sym[:type]}_full.csv"
       puts "Failed. Trying to use #{file} now." if debug
-      return prepare.call(file) if File.exist?(file) && (not force_set)
+      return prepare.call(file) if File.exist?(file) && (not force_filter)
 
-      puts "Finally failed to find range set for #{symbol} + #{set}, returning 24x7"..colorize(:light_yellow)
+      puts "Finally failed to find range filter for #{symbol} + #{filter}, returning 24x7".colorize(:light_yellow)
       (0...24 * 7 * 3600)
     end
   end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: cotcube-bardata
 version: !ruby/object:Gem::Version
-  version: 0.1.5
+  version: 0.1.6
 platform: ruby
 authors:
 - Benjamin L. Tischendorf
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2021-01-02 00:00:00.000000000 Z
+date: 2021-01-07 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: activesupport