currency 0.3.3 → 0.4.0

data/lib/currency/exchange/rate/source/historical/writer.rb

@@ -0,0 +1,203 @@
+
+require 'currency/exchange/rate/source/historical'
+
+# Responsible for writing historical rates from a rate source.
+class Currency::Exchange::Rate::Source::Historical::Writer
+  # The source of rates.
+  attr_accessor :source
+
+  # If true, compute all Rates between rates.
+  # This can be used to aid complex join reports that may assume
+  # c1 as the from currency and c2 as the to currency.
+  attr_accessor :all_rates
+
+  # If true, store identity rates.
+  # This can be used to aid complex join reports.
+  attr_accessor :identity_rates
+
+  # If true, compute and store all reciprocal rates.
+  attr_accessor :reciprocal_rates
+
+  # If set, a set of preferred currencies.
+  attr_accessor :preferred_currencies
+
+  # If set, a list of required currencies.
+  attr_accessor :required_currencies
+
+  # If set, a list of required base currencies.
+  # base currencies must have rates as c1.
+  attr_accessor :base_currencies
+
+  # If set, use this time quantitizer to
+  # manipulate the Rate date_0 date_1 time ranges.
+  # If :default, use the TimeQuantitizer.default.
+  attr_accessor :time_quantitizer
+
+
+  def initialize(opt = { })
+    @all_rates = true
+    @identity_rates = false
+    @reciprocal_rates = true
+    @preferred_currencies = nil
+    @required_currencies = nil
+    @base_currencies = nil
+    @time_quantitizer = nil
+    opt.each_pair{| k, v | self.send("#{k}=", v) }
+  end
+
+
+  # Returns a list of selected rates from source.
+  def selected_rates
+    # Produce a list of all currencies.
+    currencies = source.currencies
+
+    # $stderr.puts "currencies = #{currencies.join(', ')}"
+
+    selected_rates = [ ]
+
+    # Get list of preferred_currencies.
+    if self.preferred_currencies
+      self.preferred_currencies = self.preferred_currencies.collect do | c | 
+        ::Currency::Currency.get(c) 
+      end
+      currencies = currencies.select do | c | 
+        self.preferred_currencies.include?(c)
+      end.uniq
+    end
+
+
+    # Check for required currencies.
+    if self.required_currencies
+      self.required_currencies = self.required_currencies.collect do | c |
+        ::Currency::Currency.get(c) 
+      end
+
+      self.required_currencies.each do | c |
+        unless currencies.include?(c)
+          raise("Required currency #{c.inspect} not in #{currencies.inspect}")
+        end
+      end
+    end
+
+
+    # $stderr.puts "currencies = #{currencies.inspect}"
+
+    deriver = ::Currency::Exchange::Rate::Deriver.new(:source => source)
+
+    # Produce Rates for all pairs of currencies.
+    if all_rates
+      currencies.each do | c1 |
+        currencies.each do | c2 |
+          next if c1 == c2 && ! identity_rates
+           rate = deriver.rate(c1, c2, nil)
+          selected_rates << rate unless selected_rates.include?(rate)
+        end
+      end
+    elsif base_currencies
+      base_currencies.each do | c1 |
+        c1 = ::Currency::Currency.get(c1)
+        currencies.each do | c2 |
+          next if c1 == c2 && ! identity_rates
+          rate = deriver.rate(c1, c2, nil)
+          selected_rates << rate unless selected_rates.include?(rate)
+        end
+      end
+    else
+      selected_rates = source.rates.select do | r |
+        next if r.c1 == r.c2 && ! identity_rates
+        currencies.include?(r.c1) && currencies.include?(r.c2)
+      end
+    end
+
+    if identity_rates
+      currencies.each do | c1 |
+        c1 = ::Currency::Currency.get(c1)
+        c2 = c1
+        rate = deriver.rate(c1, c2, nil)
+        selected_rates << rate unless selected_rates.include?(rate)
+      end
+    else
+      selected_rates = selected_rates.select do | r |
+        r.c1 != r.c2
+      end
+    end
+
+    if reciprocal_rates
+      selected_rates.clone.each do | r |
+        c1 = r.c2
+        c2 = r.c1
+        rate = deriver.rate(c1, c2, nil)
+        selected_rates << rate unless selected_rates.include?(rate)
+      end
+    end
+
+    # $stderr.puts "selected_rates = #{selected_rates.inspect}\n [#{selected_rates.size}]"
+
+    selected_rates
+  end
+
+
+  # Returns an Array of Historical::Rate objects that were written.
+  # Avoids writing Rates that already have been written.
+  def write_rates(rates = selected_rates)
+ 
+    # Create Historical::Rate objects.
+    h_rate_class = ::Currency::Exchange::Rate::Source::Historical::Rate
+
+    # Most Rates from the same Source will probably have the same time,
+    # so cache the computed date_range.
+    date_range_cache = { } 
+    rate_0 = nil
+    if time_quantitizer = self.time_quantitizer
+      time_quantitizer = ::Currency::Exchange::TimeQuantitizer.current if time_quantitizer == :current
+    end
+
+    h_rates = rates.collect do | r |
+      rr = h_rate_class.new.from_rate(r)
+      rr.dates_to_localtime!
+
+      if rr.date && time_quantitizer
+        date_range = date_range_cache[rr.date] ||= time_quantitizer.quantitize_time_range(rr.date)
+        rr.date_0 = date_range.begin
+        rr.date_1 = date_range.end
+      end
+
+      rate_0 ||= rr if rr.date_0 && rr.date_1
+
+      rr
+    end
+
+    # Fix any dateless Rates.
+    if rate_0
+      h_rates.each do | rr |
+        rr.date_0 = rate_0.date_0 unless rr.date_0
+        rr.date_1 = rate_0.date_1 unless rr.date_1
+      end
+    end
+
+    # Save them all or none.
+    stored_h_rates = [ ] 
+    h_rate_class.transaction do 
+      h_rates.each do | rr |
+        # Skip identity rates.
+        next if rr.c1 == rr.c2 && ! identity_rates
+
+        # Skip if already exists.
+        existing_rate = rr.find_matching_this(:first)
+        if existing_rate
+          stored_h_rates << existing_rate # Already existed.
+        else
+          rr.save!
+          stored_h_rates << rr # Written.
+        end
+      end
+    end
+
+    # Return written Historical::Rates.
+    stored_h_rates
+  end
+
+end # class
+
+
+

data/lib/currency/exchange/rate/source/new_york_fed.rb

@@ -0,0 +1,91 @@
+# Copyright (C) 2006-2007 Kurt Stephens <ruby-currency(at)umleta.com>
+# See LICENSE.txt for details.
+
+require 'currency/exchange/rate/source/base'
+
+require 'net/http'
+require 'open-uri'
+require 'rexml/document'
+
+
+# Connects to http://www.newyorkfed.org/markets/fxrates/FXtoXML.cfm
+# ?FEXdate=2007%2D02%2D14%2000%3A00%3A00%2E0&FEXtime=1200 and parses XML.
+#
+# This is for demonstration purposes.
+#
+class Currency::Exchange::Rate::Source::NewYorkFed < ::Currency::Exchange::Rate::Source::Provider
+  # Defines the pivot currency for http://xe.com/.
+  PIVOT_CURRENCY = :USD
+  
+  def initialize(*opt)
+    self.uri = 'http://www.newyorkfed.org/markets/fxrates/FXtoXML.cfm?FEXdate=#{date_YYYY}%2D#{date_MM}%2D#{date_DD}%2000%3A00%3A00%2E0&FEXtime=1200'
+    @raw_rates = nil
+    super(*opt)
+  end
+  
+
+  # Returns 'newyorkfed.org'.
+  def name
+    'newyorkfed.org'
+  end
+
+
+  def clear_rates
+    @raw_rates = nil
+    super
+  end
+  
+
+  def raw_rates
+    rates
+    @raw_rates
+  end
+
+
+  # Parses XML for rates.
+  def parse_rates(data = nil)
+    data = get_page_content unless data
+    
+    rates = [ ]
+
+    @raw_rates = { }
+
+    $stderr.puts "#{self}: parse_rates: data =\n#{data}" if @verbose
+
+    doc = REXML::Document.new(data).root
+    doc.elements.to_a('//frbny:Series').each do | series |
+      c1 = series.attributes['UNIT'] # WHAT TO DO WITH @UNIT_MULT?
+      c1 = c1.upcase.intern
+
+      c2 = series.elements.to_a('frbny:Key/frbny:CURR')[0].text
+      c2 = c2.upcase.intern
+      
+      rate = series.elements.to_a('frbny:Obs/frbny:OBS_VALUE')[0].text.to_f
+
+      date = series.elements.to_a('frbny:Obs/frbny:TIME_PERIOD')[0].text
+      date = Time.parse("#{date} 12:00:00 -05:00") # USA NY => EST
+
+      rates << new_rate(c1, c2, rate, date)
+
+      (@raw_rates[c1] ||= { })[c2] ||= rate
+      (@raw_rates[c2] ||= { })[c1] ||= 1.0 / rate
+    end
+
+    # $stderr.puts "rates = #{rates.inspect}"
+
+    rates
+  end
+  
+  
+  # Return a list of known base rates.
+  def load_rates(time = nil)
+    # $stderr.puts "#{self}: load_rates(#{time})" if @verbose
+    self.date = time
+    parse_rates
+  end
+  
+ 
+end # class
+
+
+

data/lib/currency/exchange/rate/source/provider.rb

@@ -0,0 +1,105 @@
+# Copyright (C) 2006-2007 Kurt Stephens <ruby-currency(at)umleta.com>
+# See LICENSE.txt for details.
+
+require 'currency/exchange/rate/source'
+
+
+# Base class for rate data providers.
+# Assumes that rate sources provide more than one rate per query.
+class Currency::Exchange::Rate::Source::Provider < Currency::Exchange::Rate::Source::Base
+  # The URI used to access the rate source.
+  attr_accessor :uri
+  
+  # The Time used to query the rate source.
+  # Typically set by #load_rates.
+  attr_accessor :date
+
+  # The name is the same as its #uri.
+  alias :name :uri 
+  
+  def initialize(*args)
+    super
+    @rates = { }
+  end
+
+  # Returns the date to query for rates.
+  # Defaults to yesterday.
+  def date
+    @date || (Time.now - 24 * 60 * 60) # yesterday.
+  end
+
+
+  # Returns year of query date.
+  def date_YYYY
+    '%04d' % date.year
+  end
+
+
+  # Return month of query date.
+  def date_MM
+    '%02d' % date.month
+  end
+
+
+  # Returns day of query date.
+  def date_DD
+    '%02d' % date.day
+  end
+
+
+  # Returns the URI string as evaluated with this object.
+  def get_uri
+    uri = self.uri
+    uri = "\"#{uri}\""
+    uri = instance_eval(uri)
+    $stderr.puts "#{self}: uri = #{uri.inspect}" if @verbose
+    uri
+  end
+
+
+  # Returns the URI content.
+  def get_page_content
+    data = open(get_uri) { |data| data.read }
+    
+    data
+  end
+
+
+  # Clear cached rates from this source.
+  def clear_rates
+    @rates.clear
+    super
+  end
+
+
+  # Returns current base Rates or calls load_rates to load them from the source.
+  def rates(time = nil)
+    time = time && normalize_time(time)
+    @rates["#{time}"] ||= load_rates(time)
+  end
+  
+
+  # Returns an array of base Rates from the rate source.
+  #
+  # Subclasses must define this method.
+  def load_rates(time = nil)
+    raise('Subclass responsiblity')
+  end
+
+
+  # Return a matching base rate?
+  def get_rate(c1, c2, time)
+    matching_rates = rates.select do | rate |
+      rate.c1 == c1 &&
+      rate.c2 == c2 &&
+      (! time || normalize_time(rate.date) == time)
+    end
+    matching_rates[0]
+  end
+
+  alias :get_rate_base :get_rate
+
+end # class
+
+
+

data/lib/currency/exchange/rate/source/test.rb

@@ -0,0 +1,50 @@
+# Copyright (C) 2006-2007 Kurt Stephens <ruby-currency(at)umleta.com>
+# See LICENSE.txt for details.
+
+require 'currency/exchange/rate/source/provider'
+
+# This class is a test Rate Source.
+# It can provide only fixed rates between USD, CAD and EUR.
+# Used only for test purposes.
+# DO NOT USE THESE RATES FOR A REAL APPLICATION.
+class Currency::Exchange::Rate::Source::Test < Currency::Exchange::Rate::Source::Provider
+    @@instance = nil
+
+    # Returns a singleton instance.
+    def self.instance(*opts)
+      @@instance ||= self.new(*opts)
+    end
+
+
+    def initialize(*opts)
+     self.uri = 'none://localhost/Test'
+     super(*opts)
+    end
+
+
+    def name
+      'Test'
+    end
+
+    # Test rate from :USD to :CAD.
+    def self.USD_CAD; 1.1708; end
+
+
+    # Test rate from :USD to :EUR.
+    def self.USD_EUR; 0.7737; end
+
+
+    # Test rate from :USD to :EUR.
+    def self.USD_GBP; 0.5098; end
+
+
+    # Returns test Rate for USD to [ CAD, EUR, GBP ]. 
+    def rates
+      [ new_rate(:USD, :CAD, self.class.USD_CAD),
+        new_rate(:USD, :EUR, self.class.USD_EUR),
+        new_rate(:USD, :GBP, self.class.USD_GBP) ]
+    end
+
+end # class
+
+