jpx 0.1.0
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- checksums.yaml +7 -0
- data/.circleci/config.yml +43 -0
- data/.gitignore +59 -0
- data/.rspec +3 -0
- data/Gemfile +9 -0
- data/LICENSE +21 -0
- data/README.md +1 -0
- data/Rakefile +6 -0
- data/bin/console +14 -0
- data/bin/setup +8 -0
- data/jpx.gemspec +25 -0
- data/lib/jpx.rb +7 -0
- data/lib/jpx/price.rb +84 -0
- data/lib/jpx/version.rb +3 -0
- metadata +70 -0
checksums.yaml
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---
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SHA256:
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metadata.gz: 6dd86a0579aee4d0daf6b2ce7e20f09f1b48c16794b7f66d3510388964e33875
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data.tar.gz: 61c98e8f3e5889f7680bca62184dd08a3d651a249b2cfd59da8aed3d612fff30
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SHA512:
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metadata.gz: f5c6d597c799e6530f94fba2fb942bff269057bb943b7227756de779086c13dd26d01d1b45a631b29be97504efbc48ec10ca7e36bd749eed59fe23df0a44a149
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data.tar.gz: e88a5b84c210f2ed2630ed496c50706683e407c0bb5a55ceb4a1ff095e61934b62fc227ceebcf79f95b2b0d84b16f48c9d1607dfb256cc25c90f73985718efb0
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# https://circleci.com/docs/2.0/language-ruby/
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version: 2
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jobs:
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build:
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working_directory: ~/app
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docker:
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- image: circleci/ruby:2.6
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environment:
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TZ: Asia/Tokyo
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steps:
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- checkout
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# Restore bundle cache
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- restore_cache:
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keys:
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- jpx-bundle-{{ checksum "Gemfile.lock" }}
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- run:
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name: install bundler
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command: gem install bundler:2.1.4
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- run:
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name: bundle install
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command: bundle install --jobs=4 --retry=3 --path vendor/bundle
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# Store bundle cache
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- save_cache:
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key: jpx-bundle-{{ checksum "Gemfile.lock" }}
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paths:
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- vendor/bundle
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- run:
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name: Run rspec
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command: |
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bundle exec rspec --format progress \
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--format RspecJunitFormatter \
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--out test_results/rspec.xml
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# collect reports
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- store_test_results:
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path: test_results
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- store_artifacts:
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path: test_results
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destination: test_results
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data/.gitignore
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*.gem
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*.rbc
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/.config
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/coverage/
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/InstalledFiles
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/pkg/
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/spec/reports/
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/spec/examples.txt
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/test/tmp/
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/test/version_tmp/
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/tmp/
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/.rspec_status
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Gemfile.lock
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.DS_Store
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# Used by dotenv library to load environment variables.
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# .env
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# Ignore Byebug command history file.
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.byebug_history
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## Specific to RubyMotion:
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.dat*
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.repl_history
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build/
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*.bridgesupport
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build-iPhoneOS/
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build-iPhoneSimulator/
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## Specific to RubyMotion (use of CocoaPods):
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#
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# We recommend against adding the Pods directory to your .gitignore. However
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# you should judge for yourself, the pros and cons are mentioned at:
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# https://guides.cocoapods.org/using/using-cocoapods.html#should-i-check-the-pods-directory-into-source-control
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#
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# vendor/Pods/
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## Documentation cache and generated files:
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/.yardoc/
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/_yardoc/
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/doc/
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/rdoc/
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## Environment normalization:
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/.bundle/
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/vendor/bundle
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/lib/bundler/man/
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# for a library or gem, you might want to ignore these files since the code is
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# intended to run in multiple environments; otherwise, check them in:
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# Gemfile.lock
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# .ruby-version
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# .ruby-gemset
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# unless supporting rvm < 1.11.0 or doing something fancy, ignore this:
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.rvmrc
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# Used by RuboCop. Remote config files pulled in from inherit_from directive.
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# .rubocop-https?--*
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data/.rspec
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data/Gemfile
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data/LICENSE
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MIT License
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Copyright (c) 2020 Takehiko Shinkura
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in all
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copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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SOFTWARE.
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data/README.md
ADDED
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# jpx
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data/Rakefile
ADDED
data/bin/console
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#!/usr/bin/env ruby
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require "bundler/setup"
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require "jpx"
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# You can add fixtures and/or initialization code here to make experimenting
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# with your gem easier. You can also use a different console, if you like.
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# (If you use this, don't forget to add pry to your Gemfile!)
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# require "pry"
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# Pry.start
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require "irb"
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IRB.start(__FILE__)
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data/bin/setup
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data/jpx.gemspec
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require_relative 'lib/jpx/version'
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Gem::Specification.new do |spec|
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spec.name = "jpx"
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spec.version = Jpx::VERSION
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spec.authors = ["Takehiko Shinkura"]
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spec.email = ["tynmarket@gmail.com"]
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spec.summary = %q{Write a short summary, because RubyGems requires one.}
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spec.description = %q{Write a longer description or delete this line.}
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spec.homepage = "https://github.com/tynmarket/jpx"
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spec.license = "MIT"
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spec.required_ruby_version = Gem::Requirement.new(">= 2.3.0")
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# Specify which files should be added to the gem when it is released.
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# The `git ls-files -z` loads the files in the RubyGem that have been added into git.
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spec.files = Dir.chdir(File.expand_path('..', __FILE__)) do
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`git ls-files -z`.split("\x0").reject { |f| f.match(%r{^(test|spec|features)/}) }
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end
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spec.bindir = "exe"
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spec.executables = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
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spec.require_paths = ["lib"]
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spec.add_dependency "trading_day_jp"
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end
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data/lib/jpx.rb
ADDED
data/lib/jpx/price.rb
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require "csv"
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require "time"
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require "trading_day_jp"
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module Jpx
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module Price
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SESSION_ID_DAY = "999"
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SESSION_DAY = 0
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SESSION_NIGHT = 1
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class << self
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def parse(path)
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data = CSV.read(path)[1..-1].map do |row|
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next if row.empty?
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# 取引日, _, 識別コード, セッション区分, 時刻, 始値, 高値, 安値, 終値, 出来高, VWAP, 約定回数, _, 限月(i = 13)
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datetime = Time.parse(row[0] + row[4])
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session = to_session(row[3])
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# 期近のみ取得
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next unless near_term?(datetime, row[13])
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# 大引けの場合15:15になるので、15:10として扱う
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datetime -= 60 * 5 if row[4] == "1515"
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if session == SESSION_NIGHT
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prev_date = TradingDayJp.prev(datetime.to_date)
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prev_datetime = Time.new(prev_date.year, prev_date.month, prev_date.day, datetime.hour, datetime.min)
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# ナイトセッションの場合、実際に取引が行われた日時に変換する
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datetime =
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if datetime.hour >= 16
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prev_datetime
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else
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prev_datetime + 60 * 60 * 24
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end
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end
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{
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datetime: datetime,
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session: session,
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open: row[5].to_i,
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high: row[6].to_i,
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low: row[7].to_i,
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close: row[8].to_i,
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volume: row[9].to_i,
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}
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end
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data.compact
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end
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def to_session(session)
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session == SESSION_ID_DAY ? SESSION_DAY : SESSION_NIGHT
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end
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def near_term?(time, contract_month)
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date = time.to_date
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@sq_dates ||= sq_dates
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sq_date = @sq_dates.find { |sq_date| sq_date > date }
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near_contract_month = sprintf("%d%02d", sq_date.year, sq_date.month)
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contract_month == near_contract_month
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end
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# MSQ祝日は今のところない
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def sq_dates
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from = Date.new(2006, 1, 1)
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to = Date.today + 120
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(from.year..to.year).map do |year|
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[3, 6, 9, 12].map do |month|
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start = Date.new(year, month, 1)
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dates = (start..(start + 14))
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first_firday = dates.find { |date| date.wday == 5 }
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second_friday = dates.find { |date| date > first_firday && date.wday == 5 }
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second_friday
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end
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end.flatten
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end
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end
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end
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end
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data/lib/jpx/version.rb
ADDED
metadata
ADDED
@@ -0,0 +1,70 @@
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1
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--- !ruby/object:Gem::Specification
|
2
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name: jpx
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version: !ruby/object:Gem::Version
|
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version: 0.1.0
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platform: ruby
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authors:
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- Takehiko Shinkura
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autorequire:
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bindir: exe
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cert_chain: []
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date: 2020-03-01 00:00:00.000000000 Z
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dependencies:
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- !ruby/object:Gem::Dependency
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name: trading_day_jp
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requirement: !ruby/object:Gem::Requirement
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requirements:
|
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- - ">="
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- !ruby/object:Gem::Version
|
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version: '0'
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type: :runtime
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prerelease: false
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version_requirements: !ruby/object:Gem::Requirement
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requirements:
|
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- - ">="
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- !ruby/object:Gem::Version
|
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version: '0'
|
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description: Write a longer description or delete this line.
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email:
|
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- tynmarket@gmail.com
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executables: []
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extensions: []
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extra_rdoc_files: []
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files:
|
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- ".circleci/config.yml"
|
35
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- ".gitignore"
|
36
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- ".rspec"
|
37
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- Gemfile
|
38
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- LICENSE
|
39
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- README.md
|
40
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- Rakefile
|
41
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- bin/console
|
42
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- bin/setup
|
43
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- jpx.gemspec
|
44
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- lib/jpx.rb
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45
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- lib/jpx/price.rb
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- lib/jpx/version.rb
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homepage: https://github.com/tynmarket/jpx
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licenses:
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- MIT
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metadata: {}
|
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post_install_message:
|
52
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rdoc_options: []
|
53
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require_paths:
|
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- lib
|
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required_ruby_version: !ruby/object:Gem::Requirement
|
56
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requirements:
|
57
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- - ">="
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- !ruby/object:Gem::Version
|
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version: 2.3.0
|
60
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required_rubygems_version: !ruby/object:Gem::Requirement
|
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requirements:
|
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- - ">="
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- !ruby/object:Gem::Version
|
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version: '0'
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requirements: []
|
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rubygems_version: 3.0.6
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signing_key:
|
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specification_version: 4
|
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summary: Write a short summary, because RubyGems requires one.
|
70
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test_files: []
|