gera 0.3.4

data/app/models/concerns/gera/history_interval_concern.rb

@@ -0,0 +1,46 @@
+# frozen_string_literal: true
+
+module Gera
+  module HistoryIntervalConcern
+    extend ActiveSupport::Concern
+    INTERVAL = 5.minutes
+
+    included do
+      extend AutoLogger::Named.new(name: 'history_intervals')
+      before_save do
+        self.avg_rate = (max_rate + min_rate) / 2.0
+      end
+
+      before_save do
+        raise "Time must be even to #{INTERVAL}" unless interval_from.min % INTERVAL.parts[:minutes] == 0
+        raise "Time must be even to #{INTERVAL}" unless interval_to.min % INTERVAL.parts[:minutes] == 0
+        raise 'Time must have zero seconds' unless interval_from.sec == 0
+        raise 'Time must have zero seconds' unless interval_to.sec == 0
+      end
+
+      before_save do
+        raise "min_rate (#{min_rate}) must be less or equal to max_rate (#{max_rate})" if min_rate > max_rate
+      end
+    end
+
+    class_methods do
+      def create_multiple_intervals_from!(interval_from, interval_to = nil)
+        interval_from -= interval_from.sec # Обнуляем секунды
+        interval_from -= interval_from.min % INTERVAL.parts[:minutes]
+        interval_to ||= Time.zone.now
+        ((interval_to - interval_from) / 5.minutes).to_i.times do |i|
+          f = interval_from + i * INTERVAL
+          begin
+            logger.info "#{self}: Create HistoryInterval #{f} -> #{f + INTERVAL}"
+            transaction do
+              create_by_interval! f, f + INTERVAL
+            end
+            logger.info "#{self}: Create HistoryInterval #{f} -> #{f + INTERVAL} - done"
+          rescue ActiveRecord::RecordNotUnique => err
+            logger.error err
+          end
+        end
+      end
+    end
+  end
+end

data/app/models/gera/application_record.rb

@@ -0,0 +1,8 @@
+# frozen_string_literal: true
+
+module Gera
+  # @abstract
+  class ApplicationRecord < ::ApplicationRecord
+    self.abstract_class = true
+  end
+end

data/app/models/gera/cbr_external_rate.rb

@@ -0,0 +1,13 @@
+# frozen_string_literal: true
+
+module Gera
+  class CbrExternalRate < ApplicationRecord
+    before_save do
+      raise 'нет значения' unless rate > 0
+    end
+
+    def <=>(other)
+      rate <=> other.rate
+    end
+  end
+end

data/app/models/gera/cross_rate_mode.rb

@@ -0,0 +1,13 @@
+# frozen_string_literal: true
+
+module Gera
+  class CrossRateMode < ApplicationRecord
+    include CurrencyPairSupport
+    belongs_to :currency_rate_mode
+    belongs_to :rate_source, optional: true
+
+    def title
+      "#{currency_pair}(#{rate_source || 'auto'})"
+    end
+  end
+end

data/app/models/gera/currency_rate.rb

@@ -0,0 +1,78 @@
+# frozen_string_literal: true
+
+module Gera
+  # Базовый курс
+  # Basic currency rate
+  class CurrencyRate < ApplicationRecord
+    include CurrencyPairSupport
+    include Authority::Abilities
+
+    belongs_to :snapshot, class_name: 'Gera::CurrencyRateSnapshot'
+    belongs_to :external_rate, optional: true
+    belongs_to :rate_source, optional: true
+
+    belongs_to :external_rate1, class_name: 'Gera::ExternalRate', optional: true
+    belongs_to :external_rate2, class_name: 'Gera::ExternalRate', optional: true
+    belongs_to :external_rate3, class_name: 'Gera::ExternalRate', optional: true
+
+    has_many :direction_rates, class_name: 'Gera::DirectionRate'
+
+    scope :by_exchange_rate, ->(er) { by_currency_pair er.currency_pair }
+
+    enum mode: %i[direct inverse same cross], _prefix: true
+
+    before_save do
+      raise("У кросс-курса (#{currency_pair}) должно быть несколько external_rates (#{external_rates.count})") if mode_cross? && !external_rates.many?
+
+      self.metadata ||= {}
+    end
+
+    def external_rates=(rates)
+      self.external_rate, self.external_rate1, self.external_rate2, self.external_rate3 = rates
+    end
+
+    def external_rates
+      [external_rate, external_rate1, external_rate2, external_rate3].compact
+    end
+
+    def to_s
+      currency_pair.to_s
+    end
+
+    def inspect
+      "#{currency_pair}:#{humanized_rate}"
+    end
+
+    def in_money
+      reverse_rate_money.to_d > 1 ? reverse_rate_money : 1
+    end
+
+    def out_money
+      rate_money.to_d > 1 ? rate_money : 1
+    end
+
+    def rate_money
+      Money.from_amount(rate_value, cur_to)
+    end
+
+    def reverse_rate_money
+      Money.from_amount(1.0 / rate_value, cur_from)
+    end
+
+    def humanized_rate
+      if rate_value < 1
+        "#{rate_value} (1/#{1.0 / rate_value})"
+      else
+        rate_value
+      end
+    end
+
+    def dump
+      as_json(only: %i[created_at cur_from cur_to mode rate_value metadata rate_source_id]).merge external_rates: external_rates.map(&:dump)
+    end
+
+    def meta
+      @meta ||= OpenStruct.new metadata.deep_symbolize_keys
+    end
+  end
+end

data/app/models/gera/currency_rate_history_interval.rb

@@ -0,0 +1,25 @@
+# frozen_string_literal: true
+
+module Gera
+  class CurrencyRateHistoryInterval < ApplicationRecord
+    include HistoryIntervalConcern
+    def self.create_by_interval!(interval_from, interval_to = nil)
+      interval_to ||= interval_from + INTERVAL
+      CurrencyRate
+        .where('created_at >= ? and created_at < ?', interval_from, interval_to)
+        .group(:cur_from, :cur_to)
+        .pluck(:cur_from, :cur_to, 'min(rate_value)', 'max(rate_value)')
+        .each do |cur_from, cur_to, min_rate, max_rate|
+
+        next if cur_from == cur_to
+
+        create!(
+          cur_from_id: Money::Currency.find(cur_from).local_id,
+          cur_to_id: Money::Currency.find(cur_to).local_id,
+          min_rate: min_rate, max_rate: max_rate,
+          interval_from: interval_from, interval_to: interval_to
+        )
+      end
+    end
+  end
+end

data/app/models/gera/currency_rate_history_interval_filter.rb

@@ -0,0 +1,30 @@
+# frozen_string_literal: true
+
+module Gera
+  class CurrencyRateHistoryIntervalFilter
+    include Virtus.model strict: true
+    include ActiveModel::Conversion
+    extend  ActiveModel::Naming
+    include ActiveModel::Validations
+
+    attribute :cur_from, String, default: ->(_a, _b) { Money::Currency.first }
+    attribute :cur_to, String, default: ->(_a, _b) { Money::Currency.first }
+    attribute :value_type, String, default: 'rate'
+
+    def currency_from
+      Money::Currency.find cur_from
+    end
+
+    def currency_to
+      Money::Currency.find cur_to
+    end
+
+    def to_param
+      to_hash
+    end
+
+    def persisted?
+      false
+    end
+  end
+end

data/app/models/gera/currency_rate_mode.rb

@@ -0,0 +1,20 @@
+# frozen_string_literal: true
+
+module Gera
+  class CurrencyRateMode < ApplicationRecord
+    include CurrencyPairSupport
+    include CurrencyRateModeBuilderSupport
+    include Authority::Abilities
+
+    belongs_to :snapshot, class_name: 'CurrencyRateModeSnapshot', foreign_key: :currency_rate_mode_snapshot_id
+    has_many :cross_rate_modes
+
+    # Тут режими из ключей rate_source
+    # TODO выделить привязку к rate_source в отедельную ассоциацию
+    enum mode: %i[auto cbr cbr_avg exmo cross bitfinex], _prefix: true
+
+    accepts_nested_attributes_for :cross_rate_modes, reject_if: :all_blank, allow_destroy: true
+
+    delegate :to_s, to: :mode
+  end
+end

data/app/models/gera/currency_rate_mode_snapshot.rb

@@ -0,0 +1,26 @@
+# frozen_string_literal: true
+
+module Gera
+  class CurrencyRateModeSnapshot < ApplicationRecord
+    has_many :currency_rate_modes, dependent: :destroy
+
+    scope :ordered, -> { order('status desc').order('created_at desc') }
+
+    enum status: %i[draft active deactive], _prefix: true
+
+    accepts_nested_attributes_for :currency_rate_modes
+
+    before_validation do
+      self.title = Time.zone.now.to_s if title.blank?
+    end
+
+    validates :title, presence: true, uniqueness: true
+
+    def create_modes!
+      CurrencyPair.all.each do |pair|
+        currency_rate_modes.create! currency_pair: pair
+      end
+      self
+    end
+  end
+end

data/app/models/gera/currency_rate_snapshot.rb

@@ -0,0 +1,12 @@
+# frozen_string_literal: true
+
+module Gera
+  class CurrencyRateSnapshot < ApplicationRecord
+    has_many :rates, class_name: 'Gera::CurrencyRate', foreign_key: :snapshot_id
+    belongs_to :currency_rate_mode_snapshot
+
+    def currency_rates
+      rates
+    end
+  end
+end

data/app/models/gera/direction.rb

@@ -0,0 +1,44 @@
+# frozen_string_literal: true
+
+module Gera
+  # Exchange Direction
+  #
+  class Direction
+    include Virtus.model
+
+    attribute :ps_from # , PaymentSystem
+    attribute :ps_to   # , PaymentSystem
+
+    alias_attribute :payment_system_from, :ps_from
+    alias_attribute :payment_system_to, :ps_to
+    alias_attribute :income_payment_system, :ps_from
+    alias_attribute :outcome_payment_system, :ps_to
+
+    delegate :id, to: :ps_to, prefix: true
+    delegate :id, to: :ps_from, prefix: true
+
+    def currency_from
+      payment_system_from.currency
+    end
+
+    def currency_to
+      payment_system_to.currency
+    end
+
+    def inspect
+      to_s
+    end
+
+    def to_s
+      "direction:#{payment_system_from.try(:id) || '???'}-#{payment_system_to.try(:id) || '???'}"
+    end
+
+    def exchange_rate
+      Universe.exchange_rates_repository.find_by_direction self
+    end
+
+    def direction_rate
+      Universe.direction_rates_repository.find_by_direction self
+    end
+  end
+end

data/app/models/gera/direction_rate.rb

@@ -0,0 +1,136 @@
+# frozen_string_literal: true
+
+module Gera
+  # Конечный курс
+  # Finite direction rate
+  class DirectionRate < ApplicationRecord
+    include Mathematic
+    include AutoLogger
+    include DirectionSupport
+    include Authority::Abilities
+
+    UnknownExchangeRate = Class.new StandardError
+
+    belongs_to :ps_from, class_name: 'Gera::PaymentSystem'
+    belongs_to :ps_to, class_name: 'Gera::PaymentSystem'
+    belongs_to :currency_rate, class_name: 'Gera::CurrencyRate'
+    belongs_to :exchange_rate
+    belongs_to :snapshot, class_name: 'Gera::DirectionRateSnapshot'
+
+    before_validation do
+      self.ps_from = exchange_rate.payment_system_from
+      self.ps_to = exchange_rate.payment_system_to
+    end
+
+    before_validation :calculate_rate, unless: :finite_rate
+
+    validates :base_rate_value, presence: true
+    validates :rate_percent, presence: true
+    validates :finite_rate, presence: true
+
+    alias_attribute :payment_system_from, :ps_from
+    alias_attribute :payment_system_to, :ps_to
+    alias_attribute :income_payment_system, :ps_from
+    alias_attribute :outcome_payment_system, :ps_to
+    alias_attribute :income_payment_system_id, :ps_from_id
+    alias_attribute :outcome_payment_system_id, :ps_to_id
+
+    alias_attribute :comission, :rate_percent
+    alias_attribute :finite_rate, :rate_value
+
+    def exchange(amount)
+      rate.exchange amount, outcome_currency
+    end
+
+    def reverse_exchange(amount)
+      rate.reverse_exchange amount, income_currency
+    end
+
+    def currency_pair
+      @currency_pair ||= CurrencyPair.new income_currency, outcome_currency
+    end
+
+    def income_currency
+      ps_from.currency
+    end
+
+    def outcome_currency
+      ps_to.currency
+    end
+
+    def ps_comission
+      ps_to.commission
+    end
+
+    def in_money
+      return 1 if rate_value < 1
+
+      rate_value
+    end
+
+    def out_money
+      return 1.0 / rate_value if rate_value < 1
+
+      1
+    end
+
+    def rate
+      RateFromMultiplicator.new(rate_value).freeze
+    end
+
+    def rate_money
+      Money.from_amount(rate_value, currency_rate.currency_to)
+    end
+
+    def base_rate
+      RateFromMultiplicator.new(base_rate_value).freeze
+    end
+
+    def inverse_direction_rate
+      Universe.direction_rates_repository.get_matrix[ps_to_id][ps_from_id]
+    end
+
+    def get_profit_result(income_amount)
+      res = calculate_profits(
+        base_rate: base_rate_value,
+        comission: rate_percent,
+        ps_interest: ps_comission,
+        income_amount: income_amount
+      )
+
+      diff = res.finite_rate.to_f.as_percentage_of(rate_value.to_f) - 100
+
+      logger.warn "direction_rate_id=#{id} Calculates finite rate (#{res.finite_rate}) does not equal to current (#{rate_value}). Difference is #{diff}" if diff.abs > 0
+
+      res
+    end
+
+    def dump
+      as_json(only: %i[id ps_from_id ps_to_id currency_rate_id rate_value base_rate_value rate_percent created_at])
+        .merge currency_rate: currency_rate.dump, dump_version: 1
+    end
+
+    def exchange_notification
+      ExchangeNotification.find_by(
+        income_payment_system_id: income_payment_system_id,
+        outcome_payment_system_id: outcome_payment_system_id
+      ) ||
+        ExchangeNotification.find_by(
+          income_payment_system_id: income_payment_system_id,
+          outcome_payment_system_id: nil
+        ) ||
+        ExchangeNotification.find_by(
+          income_payment_system_id: nil,
+          outcome_payment_system_id: outcome_payment_system_id
+        )
+    end
+
+    def calculate_rate
+      self.base_rate_value = currency_rate.rate_value
+      raise UnknownExchangeRate, "No exchange_rate for #{ps_from}->#{ps_to}" unless exchange_rate
+
+      self.rate_percent = exchange_rate.comission_percents
+      self.rate_value = calculate_finite_rate base_rate_value, rate_percent unless rate_percent.nil?
+    end
+  end
+end