jpx 0.1.0

checksums.yaml

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+---
+SHA256:
+  metadata.gz: 6dd86a0579aee4d0daf6b2ce7e20f09f1b48c16794b7f66d3510388964e33875
+  data.tar.gz: 61c98e8f3e5889f7680bca62184dd08a3d651a249b2cfd59da8aed3d612fff30
+SHA512:
+  metadata.gz: f5c6d597c799e6530f94fba2fb942bff269057bb943b7227756de779086c13dd26d01d1b45a631b29be97504efbc48ec10ca7e36bd749eed59fe23df0a44a149
+  data.tar.gz: e88a5b84c210f2ed2630ed496c50706683e407c0bb5a55ceb4a1ff095e61934b62fc227ceebcf79f95b2b0d84b16f48c9d1607dfb256cc25c90f73985718efb0

data/.circleci/config.yml

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+# https://circleci.com/docs/2.0/language-ruby/
+version: 2
+jobs:
+  build:
+    working_directory: ~/app
+    docker:
+      - image: circleci/ruby:2.6
+        environment:
+          TZ: Asia/Tokyo
+    steps:
+      - checkout
+
+      # Restore bundle cache
+      - restore_cache:
+          keys:
+            - jpx-bundle-{{ checksum "Gemfile.lock" }}
+      - run:
+          name: install bundler
+          command: gem install bundler:2.1.4
+
+      - run:
+          name: bundle install
+          command: bundle install --jobs=4 --retry=3 --path vendor/bundle
+
+      # Store bundle cache
+      - save_cache:
+          key: jpx-bundle-{{ checksum "Gemfile.lock" }}
+          paths:
+            - vendor/bundle
+
+      - run:
+          name: Run rspec
+          command: |
+            bundle exec rspec --format progress \
+                              --format RspecJunitFormatter \
+                              --out test_results/rspec.xml
+
+      # collect reports
+      - store_test_results:
+          path: test_results
+      - store_artifacts:
+          path: test_results
+          destination: test_results

data/.gitignore

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+*.gem
+*.rbc
+/.config
+/coverage/
+/InstalledFiles
+/pkg/
+/spec/reports/
+/spec/examples.txt
+/test/tmp/
+/test/version_tmp/
+/tmp/
+/.rspec_status
+Gemfile.lock
+.DS_Store
+
+# Used by dotenv library to load environment variables.
+# .env
+
+# Ignore Byebug command history file.
+.byebug_history
+
+## Specific to RubyMotion:
+.dat*
+.repl_history
+build/
+*.bridgesupport
+build-iPhoneOS/
+build-iPhoneSimulator/
+
+## Specific to RubyMotion (use of CocoaPods):
+#
+# We recommend against adding the Pods directory to your .gitignore. However
+# you should judge for yourself, the pros and cons are mentioned at:
+# https://guides.cocoapods.org/using/using-cocoapods.html#should-i-check-the-pods-directory-into-source-control
+#
+# vendor/Pods/
+
+## Documentation cache and generated files:
+/.yardoc/
+/_yardoc/
+/doc/
+/rdoc/
+
+## Environment normalization:
+/.bundle/
+/vendor/bundle
+/lib/bundler/man/
+
+# for a library or gem, you might want to ignore these files since the code is
+# intended to run in multiple environments; otherwise, check them in:
+# Gemfile.lock
+# .ruby-version
+# .ruby-gemset
+
+# unless supporting rvm < 1.11.0 or doing something fancy, ignore this:
+.rvmrc
+
+# Used by RuboCop. Remote config files pulled in from inherit_from directive.
+# .rubocop-https?--*

data/.rspec

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+--format documentation
+--color
+--require spec_helper

data/Gemfile

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+source "https://rubygems.org"
+
+# Specify your gem's dependencies in jpx.gemspec
+gemspec
+
+gem "pry-byebug"
+gem "rake"
+gem "rspec"
+gem "rspec_junit_formatter"

data/LICENSE

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+MIT License
+
+Copyright (c) 2020 Takehiko Shinkura
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

data/README.md

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+# jpx

data/Rakefile

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+require "bundler/gem_tasks"
+require "rspec/core/rake_task"
+
+RSpec::Core::RakeTask.new(:spec)
+
+task :default => :spec

data/bin/console

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+#!/usr/bin/env ruby
+
+require "bundler/setup"
+require "jpx"
+
+# You can add fixtures and/or initialization code here to make experimenting
+# with your gem easier. You can also use a different console, if you like.
+
+# (If you use this, don't forget to add pry to your Gemfile!)
+# require "pry"
+# Pry.start
+
+require "irb"
+IRB.start(__FILE__)

data/bin/setup

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+#!/usr/bin/env bash
+set -euo pipefail
+IFS=$'\n\t'
+set -vx
+
+bundle install
+
+# Do any other automated setup that you need to do here

data/jpx.gemspec

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+require_relative 'lib/jpx/version'
+
+Gem::Specification.new do |spec|
+  spec.name          = "jpx"
+  spec.version       = Jpx::VERSION
+  spec.authors       = ["Takehiko Shinkura"]
+  spec.email         = ["tynmarket@gmail.com"]
+
+  spec.summary       = %q{Write a short summary, because RubyGems requires one.}
+  spec.description   = %q{Write a longer description or delete this line.}
+  spec.homepage      = "https://github.com/tynmarket/jpx"
+  spec.license       = "MIT"
+  spec.required_ruby_version = Gem::Requirement.new(">= 2.3.0")
+
+  # Specify which files should be added to the gem when it is released.
+  # The `git ls-files -z` loads the files in the RubyGem that have been added into git.
+  spec.files         = Dir.chdir(File.expand_path('..', __FILE__)) do
+    `git ls-files -z`.split("\x0").reject { |f| f.match(%r{^(test|spec|features)/}) }
+  end
+  spec.bindir        = "exe"
+  spec.executables   = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
+  spec.require_paths = ["lib"]
+
+  spec.add_dependency "trading_day_jp"
+end

data/lib/jpx.rb

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+require "jpx/version"
+require "jpx/price"
+
+module Jpx
+  class Error < StandardError; end
+  # Your code goes here...
+end

data/lib/jpx/price.rb

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+require "csv"
+require "time"
+require "trading_day_jp"
+
+module Jpx
+  module Price
+    SESSION_ID_DAY = "999"
+    SESSION_DAY = 0
+    SESSION_NIGHT = 1
+
+    class << self
+      def parse(path)
+        data = CSV.read(path)[1..-1].map do |row|
+          next if row.empty?
+
+          # 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）
+          datetime = Time.parse(row[0] + row[4])
+          session = to_session(row[3])
+
+          # 期近のみ取得
+          next unless near_term?(datetime, row[13])
+
+          # 大引けの場合15:15になるので、15:10として扱う
+          datetime -= 60 * 5 if row[4] == "1515"
+
+          if session == SESSION_NIGHT
+            prev_date = TradingDayJp.prev(datetime.to_date)
+            prev_datetime = Time.new(prev_date.year, prev_date.month, prev_date.day, datetime.hour, datetime.min)
+
+            # 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
+            datetime =
+              if datetime.hour >= 16
+                prev_datetime
+              else
+                prev_datetime + 60 * 60 * 24
+              end
+          end
+
+          {
+            datetime: datetime,
+            session: session,
+            open: row[5].to_i,
+            high: row[6].to_i,
+            low: row[7].to_i,
+            close: row[8].to_i,
+            volume: row[9].to_i,
+          }
+        end
+
+        data.compact
+      end
+
+      def to_session(session)
+        session == SESSION_ID_DAY ? SESSION_DAY : SESSION_NIGHT
+      end
+
+      def near_term?(time, contract_month)
+        date = time.to_date
+        @sq_dates ||= sq_dates
+        sq_date = @sq_dates.find { |sq_date| sq_date > date }
+        near_contract_month = sprintf("%d%02d", sq_date.year, sq_date.month)
+
+        contract_month == near_contract_month
+      end
+
+      # MSQ祝日は今のところない
+      def sq_dates
+        from = Date.new(2006, 1, 1)
+        to = Date.today + 120
+
+        (from.year..to.year).map do |year|
+          [3, 6, 9, 12].map do |month|
+            start = Date.new(year, month, 1)
+            dates = (start..(start + 14))
+            first_firday = dates.find { |date| date.wday == 5 }
+            second_friday = dates.find { |date| date > first_firday && date.wday == 5 }
+
+            second_friday
+          end
+        end.flatten
+      end
+    end
+  end
+end

data/lib/jpx/version.rb

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+module Jpx
+  VERSION = "0.1.0"
+end

metadata

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+--- !ruby/object:Gem::Specification
+name: jpx
+version: !ruby/object:Gem::Version
+  version: 0.1.0
+platform: ruby
+authors:
+- Takehiko Shinkura
+autorequire: 
+bindir: exe
+cert_chain: []
+date: 2020-03-01 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: trading_day_jp
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+description: Write a longer description or delete this line.
+email:
+- tynmarket@gmail.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- ".circleci/config.yml"
+- ".gitignore"
+- ".rspec"
+- Gemfile
+- LICENSE
+- README.md
+- Rakefile
+- bin/console
+- bin/setup
+- jpx.gemspec
+- lib/jpx.rb
+- lib/jpx/price.rb
+- lib/jpx/version.rb
+homepage: https://github.com/tynmarket/jpx
+licenses:
+- MIT
+metadata: {}
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: 2.3.0
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubygems_version: 3.0.6
+signing_key: 
+specification_version: 4
+summary: Write a short summary, because RubyGems requires one.
+test_files: []