enterprice 0.0.1

checksums.yaml

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+---
+SHA1:
+  metadata.gz: d8ceae7c9adf506774456b21345c7fb8a0f244f6
+  data.tar.gz: c10118766221227fc7d30ba2809d9ae05060fe0c
+SHA512:
+  metadata.gz: f4e24e93ba9b19a4726e43091808c4f7dcacf1e76afc8dd39865e87784d8b6c0cff030b5b189a9261db253b4fffd4a6c158003f1de02270db970a9d32ba52dd3
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data/lib/enterprice.rb

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+require_relative './io/candle_stream'
+
+

data/lib/enterprice/io/candle_stream.rb

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+require "csv"
+
+module Enterprice; module IO
+
+class CandleStream
+  attr_accessor :period
+
+  def self.start(period, &block)
+    CandleStream.new(period, block)
+  end
+
+  def initialize(period, block)
+    @pivot= nil
+    @open= nil
+    @period= period
+    @prev_close= 0.0
+    @block= block
+    reset_state
+  end
+
+  def << (row)
+    ts, price, amount= row
+    @pivot||= ts
+    @open||= price
+
+    if ts> @pivot+ @period- 1
+      call
+      @prev_close= @close
+      reset_state
+      @pivot+= @period
+    end
+    
+    while ts> @pivot+ @period- 1
+      @block.call [@pivot, @prev_close, @prev_close, @prev_close, @prev_close, 0]
+      @pivot+= @period
+    end
+    
+    if ts< @pivot+ @period
+      @open= @prev_close if @prev_close!= 0.0
+      @high= price if price> @high
+      @low= price if price< @low
+      @close= price
+      @volume+= amount
+    end
+  end
+
+  def call
+    @block.call [@pivot, @open, @high, @low, @close, @volume]
+  end
+
+private
+  def reset_state
+    @high= 0.0
+    @low= 1000000.0
+    @close= 0.0
+    @volume= 0.0
+  end
+end # Enterprise::CandleStream
+
+end # IO
+end # Enterprise
+

data/lib/enterprice/version.rb

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+module Enterprice
+  VERSION= '0.0.1'
+end
+

data/lib/version.rb

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+module Enterprice
+  VERSION= "0.0.1"
+end

metadata

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+--- !ruby/object:Gem::Specification
+name: enterprice
+version: !ruby/object:Gem::Version
+  version: 0.0.1
+platform: ruby
+authors:
+- Nurettin Onur TUĞCU
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2014-04-07 00:00:00.000000000 Z
+dependencies: []
+description: This gem provides utilities and methods I use when inspecting time series
+  on remote machines.
+email: onur.tugcu@gmail.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- lib/enterprice.rb
+- lib/enterprice/io/candle_stream.rb
+- lib/enterprice/version.rb
+- lib/version.rb
+homepage: https://github.com/nurettin/enterprice
+licenses:
+- MIT
+metadata: {}
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubyforge_project: 
+rubygems_version: 2.2.2
+signing_key: 
+specification_version: 4
+summary: Programming utilities for quantitative trading
+test_files: []