mcfly 0.0.1

data/spec/dummy/config/initializers/wrap_parameters.rb

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+# Be sure to restart your server when you modify this file.
+#
+# This file contains settings for ActionController::ParamsWrapper which
+# is enabled by default.
+
+# Enable parameter wrapping for JSON. You can disable this by setting :format to an empty array.
+ActiveSupport.on_load(:action_controller) do
+  wrap_parameters format: [:json]
+end
+
+# Disable root element in JSON by default.
+ActiveSupport.on_load(:active_record) do
+  self.include_root_in_json = false
+end

data/spec/dummy/config/locales/en.yml

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+# Sample localization file for English. Add more files in this directory for other locales.
+# See https://github.com/svenfuchs/rails-i18n/tree/master/rails%2Flocale for starting points.
+
+en:
+  hello: "Hello world"

data/spec/dummy/config/routes.rb

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+Dummy::Application.routes.draw do
+  # The priority is based upon order of creation:
+  # first created -> highest priority.
+
+  # Sample of regular route:
+  #   match 'products/:id' => 'catalog#view'
+  # Keep in mind you can assign values other than :controller and :action
+
+  # Sample of named route:
+  #   match 'products/:id/purchase' => 'catalog#purchase', :as => :purchase
+  # This route can be invoked with purchase_url(:id => product.id)
+
+  # Sample resource route (maps HTTP verbs to controller actions automatically):
+  #   resources :products
+
+  # Sample resource route with options:
+  #   resources :products do
+  #     member do
+  #       get 'short'
+  #       post 'toggle'
+  #     end
+  #
+  #     collection do
+  #       get 'sold'
+  #     end
+  #   end
+
+  # Sample resource route with sub-resources:
+  #   resources :products do
+  #     resources :comments, :sales
+  #     resource :seller
+  #   end
+
+  # Sample resource route with more complex sub-resources
+  #   resources :products do
+  #     resources :comments
+  #     resources :sales do
+  #       get 'recent', :on => :collection
+  #     end
+  #   end
+
+  # Sample resource route within a namespace:
+  #   namespace :admin do
+  #     # Directs /admin/products/* to Admin::ProductsController
+  #     # (app/controllers/admin/products_controller.rb)
+  #     resources :products
+  #   end
+
+  # You can have the root of your site routed with "root"
+  # just remember to delete public/index.html.
+  # root :to => 'welcome#index'
+
+  # See how all your routes lay out with "rake routes"
+
+  # This is a legacy wild controller route that's not recommended for RESTful applications.
+  # Note: This route will make all actions in every controller accessible via GET requests.
+  # match ':controller(/:action(/:id))(.:format)'
+end

data/spec/dummy/config.ru

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+# This file is used by Rack-based servers to start the application.
+
+require ::File.expand_path('../config/environment',  __FILE__)
+run Dummy::Application

data/spec/dummy/db/migrate/001_create_security_instruments.rb

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+class CreateSecurityInstruments < McFlyAppendOnlyMigration
+  def change
+    create_table :security_instruments do |t|
+      t.string :name, null: false
+      t.string :settlement_class, limit: 1, null: false
+    end
+  end
+end

data/spec/dummy/db/migrate/002_create_market_prices.rb

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+require 'mcfly'
+
+class CreateMarketPrices < McFlyMigration
+  def change
+    create_table :market_prices do |t|
+      t.references :security_instrument, null: false
+      t.decimal :coupon, null: false
+      t.integer :settlement_mm, null: false
+      t.integer :settlement_yy, null: false
+      # NULL indicates unknown price
+      t.decimal :price
+    end
+  end
+end

data/spec/dummy/db/schema.rb

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+# encoding: UTF-8
+# This file is auto-generated from the current state of the database. Instead
+# of editing this file, please use the migrations feature of Active Record to
+# incrementally modify your database, and then regenerate this schema definition.
+#
+# Note that this schema.rb definition is the authoritative source for your
+# database schema. If you need to create the application database on another
+# system, you should be using db:schema:load, not running all the migrations
+# from scratch. The latter is a flawed and unsustainable approach (the more migrations
+# you'll amass, the slower it'll run and the greater likelihood for issues).
+#
+# It's strongly recommended to check this file into your version control system.
+
+ActiveRecord::Schema.define(:version => 2) do
+
+  create_table "market_prices", :force => true do |t|
+    t.integer  "group_id",               :null => false
+    t.datetime "created_dt",             :null => false
+    t.datetime "obsoleted_dt",           :null => false
+    t.integer  "user_id",                :null => false
+    t.integer  "security_instrument_id", :null => false
+    t.decimal  "coupon",                 :null => false
+    t.integer  "settlement_mm",          :null => false
+    t.integer  "settlement_yy",          :null => false
+    t.decimal  "price"
+  end
+
+  create_table "security_instruments", :force => true do |t|
+    t.integer  "group_id",                      :null => false
+    t.datetime "created_dt",                    :null => false
+    t.datetime "obsoleted_dt",                  :null => false
+    t.integer  "user_id",                       :null => false
+    t.string   "name",                          :null => false
+    t.string   "settlement_class", :limit => 1, :null => false
+  end
+
+end

data/spec/dummy/log/development.log

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+Connecting to database specified by database.yml
+Connecting to database specified by database.yml
+Connecting to database specified by database.yml

data/spec/dummy/public/404.html

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+<!DOCTYPE html>
+<html>
+<head>
+  <title>The page you were looking for doesn't exist (404)</title>
+  <style type="text/css">
+    body { background-color: #fff; color: #666; text-align: center; font-family: arial, sans-serif; }
+    div.dialog {
+      width: 25em;
+      padding: 0 4em;
+      margin: 4em auto 0 auto;
+      border: 1px solid #ccc;
+      border-right-color: #999;
+      border-bottom-color: #999;
+    }
+    h1 { font-size: 100%; color: #f00; line-height: 1.5em; }
+  </style>
+</head>
+
+<body>
+  <!-- This file lives in public/404.html -->
+  <div class="dialog">
+    <h1>The page you were looking for doesn't exist.</h1>
+    <p>You may have mistyped the address or the page may have moved.</p>
+  </div>
+</body>
+</html>

data/spec/dummy/public/422.html

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+<!DOCTYPE html>
+<html>
+<head>
+  <title>The change you wanted was rejected (422)</title>
+  <style type="text/css">
+    body { background-color: #fff; color: #666; text-align: center; font-family: arial, sans-serif; }
+    div.dialog {
+      width: 25em;
+      padding: 0 4em;
+      margin: 4em auto 0 auto;
+      border: 1px solid #ccc;
+      border-right-color: #999;
+      border-bottom-color: #999;
+    }
+    h1 { font-size: 100%; color: #f00; line-height: 1.5em; }
+  </style>
+</head>
+
+<body>
+  <!-- This file lives in public/422.html -->
+  <div class="dialog">
+    <h1>The change you wanted was rejected.</h1>
+    <p>Maybe you tried to change something you didn't have access to.</p>
+  </div>
+</body>
+</html>

data/spec/dummy/public/500.html

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+<!DOCTYPE html>
+<html>
+<head>
+  <title>We're sorry, but something went wrong (500)</title>
+  <style type="text/css">
+    body { background-color: #fff; color: #666; text-align: center; font-family: arial, sans-serif; }
+    div.dialog {
+      width: 25em;
+      padding: 0 4em;
+      margin: 4em auto 0 auto;
+      border: 1px solid #ccc;
+      border-right-color: #999;
+      border-bottom-color: #999;
+    }
+    h1 { font-size: 100%; color: #f00; line-height: 1.5em; }
+  </style>
+</head>
+
+<body>
+  <!-- This file lives in public/500.html -->
+  <div class="dialog">
+    <h1>We're sorry, but something went wrong.</h1>
+  </div>
+</body>
+</html>

data/spec/dummy/script/rails

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+#!/usr/bin/env ruby
+# This command will automatically be run when you run "rails" with Rails 3 gems installed from the root of your application.
+
+APP_PATH = File.expand_path('../../config/application',  __FILE__)
+require File.expand_path('../../config/boot',  __FILE__)
+require 'rails/commands'

data/spec/model_spec.rb

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+require File.expand_path(File.dirname(__FILE__) + '/spec_helper')
+
+describe "Mcfly" do
+  before(:each) do
+    Mcfly.whodunnit = TestUser.new(10)
+
+    @old = '2000-01-01'
+
+    @dts = ['2001-01-01', '2001-01-05', '2001-01-10']
+
+    @sis = [
+	    ["FN Fix-30 MBS",		"A"],
+	    ["FN Fix-30 Cash",		"A"],
+	    ["FN Fix-30 MBS Blend",	"A"],
+	    ["FN Fix-30 HB MBS",	"A"],
+	    ["FN Fix-15 MBS",		"B"],
+	    ["FN Fix-15 Cash",		"B"],
+	    ["FN Fix-15 HB MBS",	"B"],
+	    ["FN Fix-15 HB Cash",	"B"],
+	    ["FN ARM 3/1 LIBOR",	"D"],
+	    ["FN ARM 3/1 LIBOR Cash",	"D"],
+	    ["FN ARM 5/1 LIBOR",	"D"],
+	    ["FN ARM 5/1 LIBOR Cash",	"D"],
+	   ]
+
+    @sis.each_with_index { |(name, sc), i|
+      si = SecurityInstrument.new(name: name, settlement_class: sc)
+      si.created_dt = @dts[i % @dts.length]
+      si.save!
+    }
+
+    @sis.each_with_index { |(name, sc), i|
+      ii = i+1
+      si = SecurityInstrument.find_by_name(name)
+      mp = MarketPrice.new(security_instrument_id: si.id,
+                           coupon: ii * 1.1,
+                           settlement_mm: ii,
+                           settlement_yy: 2000+ii,
+                           price: ii,
+                           )
+      mp.created_dt = si.created_dt
+      mp.save!
+
+      @vers = 5
+
+      # create 5 additional verions for each mp
+      (1..@vers).each {
+        mp.price = mp.price + 1
+        mp.created_dt = mp.created_dt + 1.day
+        mp.save!
+      }
+    }
+
+  end
+
+  it "should update obsoleted_dt properly when created_dt is set" do
+    si = SecurityInstrument.first
+    mp = MarketPrice.new(security_instrument_id: si.id,
+                         coupon: 2.0,
+                         settlement_mm: 1,
+                         settlement_yy: 2013,
+                         price: 100.256,
+                         )
+    mp.created_dt = si.created_dt
+    mp.save!
+
+    mp.price = mp.price + 123
+    mp.created_dt = si.created_dt + 1.day
+    mp.save!
+
+    l = MarketPrice.where("group_id = ?", mp.id).order("obsoleted_dt").all
+    l.length.should == 2
+
+    l[1].obsoleted_dt.should == Float::INFINITY
+    l[0].obsoleted_dt.should == mp.created_dt
+
+    # Make sure that setting an old created_dt fails.
+    mp.price = mp.price + 123
+    mp.created_dt = mp.created_dt - 1.day
+    lambda {
+      mp.save!
+    }.should raise_error(ActiveRecord::StatementInvalid)
+  end
+
+  it "should make sure that append-only does not allow changes" do
+    si = SecurityInstrument.lookup('infinity', "FN Fix-30 MBS")
+    si.settlement_class.should == "A"
+
+    si.name = "xyz"
+
+    lambda {
+      si.save!
+    }.should raise_error(ActiveRecord::StatementInvalid)
+
+  end
+
+  it "should be able to delete append-only items" do
+    osi = SecurityInstrument.find_by_name("FN Fix-30 MBS")
+    osi.delete
+
+    osi = SecurityInstrument.find_by_name("FN Fix-30 MBS")
+
+    (osi.obsoleted_dt - DateTime.now).to_f.abs.should < 100
+
+    lambda {
+      osi.delete
+    }.should raise_error(ActiveRecord::StatementInvalid)
+  end
+
+  it "should be able to delete append-only items and create a new clone" do
+    osi = SecurityInstrument.find_by_name("FN Fix-30 MBS")
+    osi.delete
+
+    # now try to add a clone of si
+    si = SecurityInstrument.new(name: osi.name,
+                                settlement_class: osi.settlement_class)
+    si.save!
+  end
+
+  it "should check basic versioning" do
+    SecurityInstrument.lookup_all('infinity').count.should == @sis.count
+
+    @dts.each_with_index { |pt, i|
+      SecurityInstrument.lookup_all(pt + " 12:00 PST8PDT").count.should ==
+      (i+1) * @sis.count/@dts.length
+    }
+
+    SecurityInstrument.lookup_all(@old).count.should == 0
+    SecurityInstrument.lookup(@old, "FN Fix-30 MBS").should == nil
+
+    # all versions
+    MarketPrice.count == @sis.length * (@vers+1)
+
+    MarketPrice.lookup_all('infinity').count.should == @sis.count
+
+    si = SecurityInstrument.first
+
+    mp = MarketPrice.lookup_si('infinity', si)
+
+    odate = mp.created_dt - 0.5.day
+
+    # previous version of mp
+    omp = MarketPrice.lookup_si(odate, si)
+
+    mp.price.should == omp.price + 1
+  end
+
+  it "should test mcfly uniqueness validations" do
+    def new_mp(price)
+      si = SecurityInstrument.first
+      MarketPrice.new(security_instrument_id: si.id,
+                      coupon: 2.0,
+                      settlement_mm: 1,
+                      settlement_yy: 2013,
+                      price: price,
+                      )
+    end
+
+    si = SecurityInstrument.first
+    mp = new_mp(100.256)
+    mp.created_dt = si.created_dt
+    mp.save!
+
+    # create another MarketPrice with the same si/coupon/mm/yy.  This
+    # should fail.
+    mp2 = new_mp(mp.price + 100)
+
+    mp2.created_dt = si.created_dt + 1.day
+    lambda {
+      mp2.save!
+    }.should raise_error(ActiveRecord::RecordInvalid)
+
+    # now change mp's settlement_mm
+    mp.settlement_mm += 1
+    mp.save!
+
+    # since we changed mp's settlement_mm, we should be able to create
+    # a new one with the same info as mp's old instance.
+    mp3 = new_mp(100.256)
+    mp3.save!
+  end
+
+  it "should be able to delete objects" do
+    si = SecurityInstrument.find_by_name("FN Fix-30 Cash")
+    dt = DateTime.now
+
+    mp = MarketPrice.lookup_si(dt, si)
+    mp.obsoleted_dt.should == Float::INFINITY
+
+    sleep 1.seconds
+
+    mp.delete
+
+    MarketPrice.lookup_si('infinity', si).should == nil
+
+    omp = MarketPrice.lookup_si(dt, si)
+    omp.should_not == nil
+    omp.obsoleted_dt.should_not == Float::INFINITY
+
+    omp.price = 1010
+    lambda {
+      omp.save!
+    }.should raise_error(ActiveRecord::StatementInvalid)
+  end
+
+end

data/spec/spec_helper.rb

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+# This file is copied to spec/ when you run 'rails generate rspec:install'
+ENV["RAILS_ENV"] ||= 'test'
+require File.expand_path("../dummy/config/environment", __FILE__)
+
+require 'rspec/rails'
+require 'rspec/autorun'
+
+Rails.backtrace_cleaner.remove_silencers!
+
+# Run any available migration
+ActiveRecord::Migrator.migrate File.expand_path("../dummy/db/migrate/", __FILE__)
+
+# Requires supporting ruby files with custom matchers and macros, etc,
+# in spec/support/ and its subdirectories.
+Dir[Rails.root.join("spec/support/**/*.rb")].each {|f| require f}
+
+# global setup block resetting Thread.current
+class ActiveSupport::TestCase
+  teardown do
+    Thread.current[:mcfly] = nil
+  end
+end
+
+RSpec.configure do |config|
+  # Remove this line if you're not using ActiveRecord or ActiveRecord fixtures
+  config.fixture_path = "#{::Rails.root}/spec/fixtures"
+
+  # If you're not using ActiveRecord, or you'd prefer not to run each of your
+  # examples within a transaction, remove the following line or assign false
+  # instead of true.
+  config.use_transactional_fixtures = true
+
+  # If true, the base class of anonymous controllers will be inferred
+  # automatically. This will be the default behavior in future versions of
+  # rspec-rails.
+  config.infer_base_class_for_anonymous_controllers = false
+
+  # Run specs in random order to surface order dependencies. If you find an
+  # order dependency and want to debug it, you can fix the order by providing
+  # the seed, which is printed after each run.
+  #     --seed 1234
+  config.order = "random"
+end
+
+class TestUser
+  attr_reader :id
+
+  def initialize(id)
+    @id = id
+  end
+end

metadata

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+--- !ruby/object:Gem::Specification
+name: mcfly
+version: !ruby/object:Gem::Version
+  version: 0.0.1
+  prerelease: 
+platform: ruby
+authors:
+- Arman Bostani
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2013-02-04 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: rails
+  requirement: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: 3.2.11
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: 3.2.11
+- !ruby/object:Gem::Dependency
+  name: pg
+  requirement: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: delorean_lang
+  requirement: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: rspec
+  requirement: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: rspec-rails
+  requirement: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+description: A database table versioning system.
+email:
+- arman.bostani@pnmac.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- .gitignore
+- .rspec
+- Gemfile
+- MIT-LICENSE
+- README.md
+- Rakefile
+- lib/mcfly.rb
+- lib/mcfly/controller.rb
+- lib/mcfly/delete_trig.sql
+- lib/mcfly/has_mcfly.rb
+- lib/mcfly/insert_trig.sql
+- lib/mcfly/migration.rb
+- lib/mcfly/update_append_only_trig.sql
+- lib/mcfly/update_trig.sql
+- lib/mcfly/version.rb
+- lib/tasks/mcfly_tasks.rake
+- mcfly.gemspec
+- spec/dummy/.rspec
+- spec/dummy/README.rdoc
+- spec/dummy/Rakefile
+- spec/dummy/app/assets/javascripts/application.js
+- spec/dummy/app/assets/stylesheets/application.css
+- spec/dummy/app/controllers/application_controller.rb
+- spec/dummy/app/helpers/application_helper.rb
+- spec/dummy/app/mailers/.gitkeep
+- spec/dummy/app/models/.gitkeep
+- spec/dummy/app/models/market_price.rb
+- spec/dummy/app/models/security_instrument.rb
+- spec/dummy/app/views/layouts/application.html.erb
+- spec/dummy/config.ru
+- spec/dummy/config/application.rb
+- spec/dummy/config/boot.rb
+- spec/dummy/config/database.yml
+- spec/dummy/config/environment.rb
+- spec/dummy/config/environments/development.rb
+- spec/dummy/config/environments/production.rb
+- spec/dummy/config/environments/test.rb
+- spec/dummy/config/initializers/backtrace_silencers.rb
+- spec/dummy/config/initializers/inflections.rb
+- spec/dummy/config/initializers/mime_types.rb
+- spec/dummy/config/initializers/secret_token.rb
+- spec/dummy/config/initializers/session_store.rb
+- spec/dummy/config/initializers/wrap_parameters.rb
+- spec/dummy/config/locales/en.yml
+- spec/dummy/config/routes.rb
+- spec/dummy/db/migrate/001_create_security_instruments.rb
+- spec/dummy/db/migrate/002_create_market_prices.rb
+- spec/dummy/db/schema.rb
+- spec/dummy/lib/assets/.gitkeep
+- spec/dummy/log/.gitkeep
+- spec/dummy/log/development.log
+- spec/dummy/public/404.html
+- spec/dummy/public/422.html
+- spec/dummy/public/500.html
+- spec/dummy/public/favicon.ico
+- spec/dummy/script/rails
+- spec/model_spec.rb
+- spec/spec_helper.rb
+homepage: https://github.com/arman000/mcfly
+licenses: []
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  none: false
+  requirements:
+  - - ! '>='
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  none: false
+  requirements:
+  - - ! '>='
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubyforge_project: 
+rubygems_version: 1.8.25
+signing_key: 
+specification_version: 3
+summary: A database table versioning system.
+test_files: []
+has_rdoc: