currency 0.4.6 → 0.4.7

data/Manifest.txt

@@ -22,6 +22,7 @@ lib/currency/exchange/rate/deriver.rb
 lib/currency/exchange/rate/source.rb
 lib/currency/exchange/rate/source/base.rb
 lib/currency/exchange/rate/source/failover.rb
+lib/currency/exchange/rate/source/federal_reserve.rb
 lib/currency/exchange/rate/source/historical.rb
 lib/currency/exchange/rate/source/historical/rate.rb
 lib/currency/exchange/rate/source/historical/writer.rb
@@ -42,6 +43,7 @@ test/ar_simple_test.rb
 test/ar_test_base.rb
 test/ar_test_core.rb
 test/config_test.rb
+test/federal_reserve_test.rb
 test/formatter_test.rb
 test/historical_writer_test.rb
 test/macro_test.rb

data/Releases.txt

@@ -1,5 +1,21 @@
 = Currency Release History
 
+== Release 0.4.7: 2007/06/25
+
+CRITICAL FIXES
+
+* NewYorkFed: CRITICAL FIX:
+
+  Rates for USDAUD, USDEUR, USDNZD and USDGBP were reciprocals.
+  See http://www.newyorkfed.org/markets/fxrates/noon.cfm
+
+* FederalReserve: Added support for historical rates from http://www.federalreserve.gov/releases/H10/hist
+* Provider#get_rate(): Return first rate immediately.
+* Rate::Writable for rate summary computation support.
+* Rate: collect_rate(): fixed rate_date_1.
+* Historical::Rate: to_rate(): takes optional class.
+* Historical::Rate: from_rate(): fixed rate_samples.
+
 == Release 0.4.6: 2007/05/29
 
 * NewYorkFed: changed FEXtime to FEXTIME.

data/TODO.txt

@@ -3,3 +3,5 @@
 
 * Refactor all configuration class variables into Currency::Config
 * Refactor all cached values into objects that can be reinstantiated on a per-thread basis
+* Support http://www.xe.com/ucc/full.php rate queries.
+

data/lib/currency/currency_version.rb

@@ -1,5 +1,5 @@
 module Currency
-  CurrencyVersion = '0.4.6'
+  CurrencyVersion = '0.4.7'
 end
 # DO NOT EDIT
 # This file is auto-generated by build scripts.

data/lib/currency/exchange.rb

@@ -1,6 +1,8 @@
 # Copyright (C) 2006-2007 Kurt Stephens <ruby-currency(at)umleta.com>
 # See LICENSE.txt for details.
 
+require 'currency'
+
 # The Currency::Exchange package is responsible for
 # the buying and selling of currencies.
 #

data/lib/currency/exchange/rate.rb

@@ -1,6 +1,8 @@
 # Copyright (C) 2006-2007 Kurt Stephens <ruby-currency(at)umleta.com>
 # See LICENSE.txt for details.
 
+require 'currency/exchange'
+
 # Represents a convertion rate between two currencies at a given period of time.
 class Currency::Exchange::Rate
     # The first Currency.
@@ -132,7 +134,6 @@ class Currency::Exchange::Rate
       @source ||= rate.source
       @c1 ||= rate.c1
       @c2 ||= rate.c2
-      @date ||= rate.date
  
       # Reciprocal?
       if @c1 == rate.c2 && @c2 == rate.c1
@@ -170,7 +171,7 @@ class Currency::Exchange::Rate
         d = rate.date_1 || rate.date
         unless @date_1 && @date_1 > d
           @date_1 = d 
-          @rate_date_0 = r
+          @rate_date_1 = r
         end
 
         @date ||= rate.date || rate.date0 || rate.date1
@@ -190,3 +191,13 @@ class Currency::Exchange::Rate
 end # class
 
 
+class Currency::Exchange::Rate::Writable < Currency::Exchange::Rate
+  attr_writer :source
+  attr_writer :derived
+  attr_writer :rate
+  def initialize(c1 = nil, c2 = nil, rate = nil, *opts)
+    super(c1, c2, 0.0, *opts)
+    @rate = rate
+  end
+end # class
+

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

@@ -0,0 +1,160 @@
+# Copyright (C) 2006-2007 Kurt Stephens <ruby-currency(at)umleta.com>
+# See LICENSE.txt for details.
+
+require 'currency/exchange/rate/source/provider'
+
+require 'net/http'
+require 'open-uri'
+
+
+# Connects to http://www.federalreserve.gov/releases/H10/hist/dat00_<country>.txtb
+# Parses all known currency files.
+# 
+class Currency::Exchange::Rate::Source::FederalReserve < ::Currency::Exchange::Rate::Source::Provider
+  # Defines the pivot currency for http://www.federalreserve.gov/releases/H10/hist/dat00_#{country_code}.txt data files.
+  PIVOT_CURRENCY = :USD
+  
+  # Arbitrary currency code used by www.federalreserve.gov for
+  # naming historical data files.
+  # Used internally.
+  attr_accessor :country_code
+
+  def initialize(*opt)
+    self.uri = 'http://www.federalreserve.gov/releases/H10/hist/dat00_#{country_code}.txt'
+    self.country_code = '' 
+    @raw_rates = nil
+    super(*opt)
+  end
+  
+
+  # Returns 'federalreserve.gov'.
+  def name
+    'federalreserve.gov'
+  end
+
+
+  # FIXME?
+  #def available?(time = nil)
+  #  time ||= Time.now
+  #  ! [0, 6].include?(time.wday) ? true : false
+  #end
+
+
+  def clear_rates
+    @raw_rates = nil
+    super
+  end
+  
+
+  def raw_rates
+    rates
+    @raw_rates
+  end
+
+  # Maps bizzare federalreserve.gov country codes to ISO currency codes.
+  # May only work for the dat00_XX.txt data files.
+  # See http://www.jhall.demon.co.uk/currency/by_country.html
+  #
+  # Some data files list reciprocal rates!
+  @@country_to_currency = 
+    {
+    'al' => [ :AUD, :USD ],
+    # 'au' => :ASH, # AUSTRIAN SHILLING: pre-EUR?
+    'bz' => [ :USD, :BRL ],
+    'ca' => [ :USD, :CAD ],
+    'ch' => [ :USD, :CNY ],
+    'dn' => [ :USD, :DKK ],
+    'eu' => [ :EUR, :USD ],
+    # 'gr' => :XXX, # Greece Drachma: pre-EUR?
+    'hk' => [ :USD, :HKD ],
+    'in' => [ :USD, :INR ],
+    'ja' => [ :USD, :JPY ],
+    'ma' => [ :USD, :MYR ],
+    'mx' => [ :USD, :MXN ], # OR MXP?
+    'nz' => [ :NZD, :USD ],
+    'no' => [ :USD, :NOK ],
+    'ko' => [ :USD, :KRW ],
+    'sf' => [ :USD, :ZAR ],
+    'sl' => [ :USD, :LKR ],
+    'sd' => [ :USD, :SEK ],
+    'sz' => [ :USD, :CHF ],
+    'ta' => [ :USD, :TWD ], # New Taiwan Dollar.
+    'th' => [ :USD, :THB ],
+    'uk' => [ :GBP, :USD ],
+    've' => [ :USD, :VEB ],
+  }
+
+
+  # Parses text file 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
+
+    # Rates are USD/currency so
+    # c1 = currency
+    # c2 = :USD
+    c1, c2 = @@country_to_currency[country_code]
+
+    unless c1 && c2
+      raise(::Currency::Exception::UnavailableRates, "Cannot determine currency code for federalreserve.gov country code #{country_code.inspect}")
+    end
+
+    data.split(/\r?\n\r?/).each do | line |
+      #        day     month             yy       rate
+      m = /^\s*(\d\d?)-([A-Z][a-z][a-z])-(\d\d)\s+([\d\.]+)/.match(line)
+      next unless m
+      
+      day = m[1].to_i
+      month = m[2]
+      year = m[3].to_i
+      if year >= 50 and year < 100
+        year += 1900
+      elsif year < 50
+        year += 2000
+      end
+      
+      date = Time.parse("#{day}-#{month}-#{year} 12:00:00 -05:00") # USA NY => EST
+
+      rate = m[4].to_f
+
+      STDERR.puts "#{c1} #{c2} #{rate} #{date}" if @verbose
+
+      rates << new_rate(c1, c2, rate, date)
+
+      ((@raw_rates[date] ||= { })[c1] ||= { })[c2] ||= rate
+      ((@raw_rates[date] ||= { })[c2] ||= { })[c1] ||= 1.0 / rate
+    end
+
+    # Put most recent rate first.
+    # See Provider#get_rate.
+    rates.reverse!
+
+    # $stderr.puts "rates = #{rates.inspect}"
+    raise ::Currency::Exception::UnavailableRates, "No rates found in #{get_uri.inspect}" if rates.empty?
+
+    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
+    rates = [ ]
+    @@country_to_currency.keys.each do | cc |
+      self.country_code = cc
+      rates.push(*parse_rates)
+    end
+    rates
+  end
+  
+ 
+end # class
+
+
+

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

@@ -56,6 +56,7 @@ class Currency::Exchange::Rate::Source::Historical::Rate < ::ActiveRecord::Base
      self.c2 = rate.c2.code.to_s
      self.rate = rate.rate
      self.rate_avg = rate.rate_avg
+     self.rate_samples = rate.rate_samples
      self.rate_lo  = rate.rate_lo
      self.rate_hi  = rate.rate_hi
      self.rate_date_0  = rate.rate_date_0
@@ -78,24 +79,25 @@ class Currency::Exchange::Rate::Source::Historical::Rate < ::ActiveRecord::Base
 
 
    # Creates a new Currency::Exchange::Rate object.
-   def to_rate
-     Currency::Exchange::Rate.new(
-                                  ::Currency::Currency.get(self.c1), 
-                                  ::Currency::Currency.get(self.c2),
-                                  self.rate,
-                                  "historical #{self.source}",
-                                  self.date,
-                                  self.derived,
-                                  {
-                                    :rate_avg => self.rate_avg,
-                                    :rate_samples => self.rate_samples,
-                                    :rate_lo => self.rate_lo,
-                                    :rate_hi => self.rate_hi,
-                                    :rate_date_0 => self.rate_date_0,
-                                    :rate_date_1 => self.rate_date_1,
-                                    :date_0 => self.date_0,
-                                    :date_1 => self.date_1
-                                  })
+   def to_rate(cls = ::Currency::Exchange::Rate)
+     cls.
+       new(
+           ::Currency::Currency.get(self.c1), 
+           ::Currency::Currency.get(self.c2),
+           self.rate,
+           "historical #{self.source}",
+           self.date,
+           self.derived,
+           {
+             :rate_avg => self.rate_avg,
+             :rate_samples => self.rate_samples,
+             :rate_lo => self.rate_lo,
+             :rate_hi => self.rate_hi,
+             :rate_date_0 => self.rate_date_0,
+             :rate_date_1 => self.rate_date_1,
+             :date_0 => self.date_0,
+             :date_1 => self.date_1
+           })
    end
 
 

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

@@ -47,6 +47,17 @@ class Currency::Exchange::Rate::Source::NewYorkFed < ::Currency::Exchange::Rate:
     rates
     @raw_rates
   end
+  
+
+  # The fed swaps rates on some currency pairs!
+  # See http://www.newyorkfed.org/markets/fxrates/noon.cfm (LISTS AUD!)
+  # http://www.newyorkfed.org/xml/fx.html (DOES NOT LIST AUD!)
+  @@swap_units = {
+    :AUD => true,
+    :EUR => true,
+    :NZD => true,
+    :GBP => true,
+  }
 
 
   # Parses XML for rates.
@@ -80,6 +91,11 @@ class Currency::Exchange::Rate::Source::NewYorkFed < ::Currency::Exchange::Rate:
       date = date.text
       date = Time.parse("#{date} 12:00:00 -05:00") # USA NY => EST
 
+      # Handle arbitrary rate reciprocals!
+      if @@swap_units[c1] || @@swap_units[c2]
+        c1, c2 = c2, c1
+      end
+
       rates << new_rate(c1, c2, rate, date)
 
       (@raw_rates[c1] ||= { })[c2] ||= rate

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

@@ -94,14 +94,16 @@ class Currency::Exchange::Rate::Source::Provider < Currency::Exchange::Rate::Sou
   end
 
 
-  # Return a matching base rate?
+  # 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)
+    rates.each do | rate |
+      return rate if 
+        rate.c1 == c1 &&
+        rate.c2 == c2 &&
+        (! time || normalize_time(rate.date) == time)
     end
-    matching_rates[0]
+
+    nil
   end
 
   alias :get_rate_base :get_rate

data/test/federal_reserve_test.rb

@@ -0,0 +1,75 @@
+# Copyright (C) 2006-2007 Kurt Stephens <ruby-currency(at)umleta.com>
+# See LICENSE.txt for details.
+
+require 'test/test_base'
+
+require 'currency' # For :type => :money
+require 'currency/exchange/rate/source/federal_reserve'
+
+module Currency
+
+class FederalReserveTest < TestBase
+  def setup
+    super
+  end
+
+
+  @@available = nil
+
+  # New York Fed rates are not available on Saturday and Sunday.
+  def available?
+    if @@available == nil
+      @@available = @source.available?
+      STDERR.puts "Warning: FederalReserve unavailable on Saturday and Sunday, skipping tests." unless @@available
+    end
+    @@available
+  end
+
+
+  def get_rate_source
+    # Force FederalReserve Exchange.
+    verbose = false
+    source = @source = Exchange::Rate::Source::FederalReserve.new(:verbose => verbose)
+    deriver = Exchange::Rate::Deriver.new(:source => source, :verbose => source.verbose)
+  end
+
+
+
+  def test_usd_cad
+    return unless available?
+
+    # yesterday = Time.now.to_date - 1
+
+    assert_not_nil rates = Exchange::Rate::Source.default.source.raw_rates
+    #assert_not_nil rates[:USD]
+    #assert_not_nil usd_cad = rates[:USD][:CAD]
+
+    assert_not_nil usd = Money.new(123.45, :USD)
+    assert_not_nil cad = usd.convert(:CAD)
+
+    # assert_kind_of Numeric, m = (cad.to_f / usd.to_f)
+    # $stderr.puts "m = #{m}"
+    # assert_equal_float usd_cad, m, 0.001
+  end
+
+
+  def test_cad_eur
+    return unless available?
+
+    assert_not_nil rates = Exchange::Rate::Source.default.source.raw_rates
+    #assert_not_nil rates[:USD]
+    #assert_not_nil usd_cad = rates[:USD][:CAD]
+    #assert_not_nil usd_eur = rates[:USD][:EUR]
+
+    assert_not_nil cad = Money.new(123.45, :CAD)
+    assert_not_nil eur = cad.convert(:EUR)
+
+    #assert_kind_of Numeric, m = (eur.to_f / cad.to_f)
+    # $stderr.puts "m = #{m}"
+    #assert_equal_float (1.0 / usd_cad) * usd_eur, m, 0.001
+  end
+
+end
+
+end # module
+

metadata

@@ -3,8 +3,8 @@ rubygems_version: 0.9.0
 specification_version: 1
 name: currency
 version: !ruby/object:Gem::Version 
-  version: 0.4.6
-date: 2007-05-30 00:00:00 -04:00
+  version: 0.4.7
+date: 2007-06-25 00:00:00 -04:00
 summary: "Currency models currencies, monetary values, foreign exchanges rates.   Pulls live and historical rates from http://xe.com/, http://newyorkfed.org/, http://thefinancials.com/. Can store/retrieve historical rate data from database using ActiveRecord. Can store/retrieve Money values using ActiveRecord.  For more details, see:  http://rubyforge.org/projects/currency/ http://currency.rubyforge.org/ http://currency.rubyforge.org/files/README_txt.html"
 require_paths: 
 - lib
@@ -54,6 +54,7 @@ files:
 - lib/currency/exchange/rate/source.rb
 - lib/currency/exchange/rate/source/base.rb
 - lib/currency/exchange/rate/source/failover.rb
+- lib/currency/exchange/rate/source/federal_reserve.rb
 - lib/currency/exchange/rate/source/historical.rb
 - lib/currency/exchange/rate/source/historical/rate.rb
 - lib/currency/exchange/rate/source/historical/writer.rb
@@ -74,6 +75,7 @@ files:
 - test/ar_test_base.rb
 - test/ar_test_core.rb
 - test/config_test.rb
+- test/federal_reserve_test.rb
 - test/formatter_test.rb
 - test/historical_writer_test.rb
 - test/macro_test.rb