moex 0.0.0 → 0.1.0

checksums.yaml

@@ -1,7 +1,7 @@
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data/lib/faraday/csv.rb

@@ -0,0 +1,6 @@
+# frozen_string_literal: true
+
+require 'faraday'
+require 'faraday/response/parse_csv'
+
+Faraday::Response.register_middleware(csv: Faraday::Response::ParseCSV)

data/lib/faraday/response/parse_csv.rb

@@ -0,0 +1,74 @@
+# frozen_string_literal: true
+
+require 'csv'
+
+# HTTP client library
+module Faraday
+  # Raised when any encoding error occurs
+  EncodingError = Class.new(ClientError)
+
+  # HTTP response
+  class Response
+    # Parses response bodies as CSV
+    #
+    # @example
+    #
+    #     require 'faraday/csv'
+    #
+    #     connection = Faraday.new('https://example.org/') do |faraday|
+    #       faraday.response :csv, headers: :first_row
+    #       faraday.adapter Faraday.default_adapter
+    #     end
+    #
+    #     response = connection.get('/data.csv')
+    #     response.body.first #=> <CSV::Row "foo":"bar">
+    #
+    # @api private
+    class ParseCSV < Middleware
+      # Creates a new instance of CSV parsing middleware
+      #
+      # @param app [#call, nil] Rack app
+      # @param opts [Hash] CSV parsing options
+      # @see CSV.new
+      def initialize(app = nil, opts = {})
+        @opts = opts
+
+        super(app)
+      end
+
+      CSV_CONTENT_TYPE_RE = %r{
+        \A # Start
+        text/csv(?:;\s* # MIME type
+          charset=(?<charset>[a-z0-9\-]+))? # Optional charset value
+        \z # End
+      }xi
+
+      private_constant :CSV_CONTENT_TYPE_RE
+
+      TARGET_ENCODING = Encoding::UTF_8
+      private_constant :TARGET_ENCODING
+
+      private
+
+      attr_reader :opts
+
+      def on_complete(env) # rubocop:disable MethodLength,AbcSize
+        return unless env.parse_body?
+
+        content_type = env.response_headers[:content_type]
+        csv_content_type = content_type.match(CSV_CONTENT_TYPE_RE)
+
+        return unless csv_content_type
+
+        charset = csv_content_type[:charset]
+        env.body.encode!(TARGET_ENCODING, charset) if charset
+
+        env.body = CSV.parse(env.body, opts)
+      rescue ::EncodingError => error
+        raise Faraday::EncodingError.new(error, env.response)
+      rescue CSV::MalformedCSVError => error
+        raise Faraday::ParsingError.new(error, env.response)
+      end
+    end
+  end
+end

data/lib/moex.rb

@@ -1,5 +1,162 @@
-require "moex/version"
+# frozen_string_literal: true
 
+require 'faraday'
+require 'faraday/csv'
+require 'moex/resources'
+require 'bigdecimal'
+
+# Moscow Exchange ISS
+#
+# @see http://www.moex.com/a2920 Informational & Statistical Server (ISS)
 module Moex
-  # Your code goes here...
+  # Raised when the ISS response is unsuccessful or invalid, or in case
+  # of any connection errors
+  ClientError = Faraday::ClientError
+
+  # rubocop:disable Metrics/MethodLength, Metrics/LineLength
+
+  # List securities
+  #
+  # @param params [Hash]
+  # @option params [String] security_group security group
+  # @option params [String] collection security collection
+  # @raise [Moex::ClientError] if the ISS response is unsuccessful or
+  #   invalid, or in case of any connection errors
+  # @return [Array<Resources::Security>] the list of securities
+  # @see https://iss.moex.com/iss/securitygroups
+  #   List of security groups
+  # @see https://iss.moex.com/iss/securitygroups/stock_shares/collections
+  #   List of stock collections
+  # @see https://iss.moex.com/iss/securitygroups/stock_bonds/collections
+  #   List of bond collections
+  def self.securities(params)
+    Enumerator.new do |yielder|
+      start = 0
+      security_table = load_securities(params, start: start)
+
+      loop do
+        break if empty_table?(security_table)
+
+        security_table.each do |row|
+          yielder << Resources::Security.new(
+            row.fetch(:isin),
+            row.fetch(:secid),
+            row.fetch(:shortname)
+          )
+        end
+
+        start += security_table.size
+        security_table = load_securities(params, start: start)
+      end
+    end
+  end
+
+  def self.load_securities(params, start:)
+    url = format('/iss/securitygroups/%<security_group>s/collections/%<collection>s/securities.csv', params)
+
+    response = connection.get do |request|
+      request.url(url)
+      request.params['iss.only'] = 'securities'
+      request.params['iss.delimiter'] = ';'
+      request.params['iss.dp'] = 'point'
+      request.params['start'] = start
+    end
+
+    response.body
+  end
+
+  private_class_method :load_securities
+
+  def self.empty_table?(table)
+    return true if table.empty?
+
+    # For some reason, if `start` is greater that a table size, then
+    # the ISS responds with a single table row containing only null
+    # values.
+    if table.size == 1
+      row = table[0]
+
+      return row.all? { |_key, value| value.nil? }
+    end
+
+    false
+  end
+
+  private_class_method :empty_table?
+
+  # List security prices
+  #
+  # @param date [String, nil] the date, format YYYY-MM-DD
+  # @raise [Moex::ClientError] if the ISS response is unsuccessful or
+  #   invalid, or in case of any connection errors
+  # @return [Array<Resources::Price>] the list of security prices
+  def self.prices(date: nil)
+    Enumerator.new do |yielder|
+      start = 0
+      price_table = load_prices(date: date, start: start)
+
+      loop do
+        break if price_table.empty?
+
+        price_table.each do |row|
+          yielder << Resources::Price.new(
+            row.fetch(:secid),
+            row.fetch(:close)
+          )
+        end
+
+        price_table = load_prices(date: date, start: start += price_table.size)
+      end
+    end
+  end
+
+  def self.load_prices(date:, start:)
+    response = connection.get do |request|
+      request.url '/iss/history/engines/stock/markets/shares/boards/tqbr/securities.csv'
+      request.params['iss.only'] = 'history'
+      request.params['iss.delimiter'] = ';'
+      request.params['iss.dp'] = 'point'
+      request.params['date'] = date if date
+      request.params['start'] = start
+    end
+
+    response.body
+  end
+
+  private_class_method :load_prices
+
+  # rubocop:enable all
+
+  MOEX_ISS_API_BASE_URL = 'https://iss.moex.com/'
+  private_constant :MOEX_ISS_API_BASE_URL
+
+  map_field = lambda do |field, field_info|
+    return unless field
+    return BigDecimal(field) if field_info.header == :close
+
+    field
+  end
+
+  CSV_PARSE_OPTS = {
+    col_sep: ';',
+    skip_blanks: true,
+    skip_lines: /^\w+$/,
+    liberal_parsing: true,
+    headers: :first_row,
+    header_converters: :symbol,
+    quote_char: "'",
+    converters: map_field
+  }.freeze
+
+  private_constant :CSV_PARSE_OPTS
+
+  def self.connection
+    @connection ||= Faraday.new(MOEX_ISS_API_BASE_URL) do |connection|
+      connection.response :raise_error
+      connection.response :csv, CSV_PARSE_OPTS
+      connection.adapter Faraday.default_adapter
+    end
+  end
+
+  private_class_method :connection
 end

data/lib/moex/resources.rb

@@ -0,0 +1,10 @@
+# frozen_string_literal: true
+
+module Moex
+  # Resources
+  module Resources
+  end
+end
+
+require 'moex/resources/price'
+require 'moex/resources/security'

data/lib/moex/resources/price.rb

@@ -0,0 +1,14 @@
+# frozen_string_literal: true
+
+module Moex
+  module Resources
+    # Security price
+    #
+    # @!attribute sec_id
+    #   @return [String] security ticker symbol
+    #
+    # @!attribute close_price
+    #   @return [Numeric] closing price
+    Price = Struct.new(:sec_id, :close_price)
+  end
+end

data/lib/moex/resources/security.rb

@@ -0,0 +1,17 @@
+# frozen_string_literal: true
+
+module Moex
+  module Resources
+    # Stock or bond
+    #
+    # @!attribute isin
+    #   @return [String] international security identification number
+    #
+    # @!attribute sec_id
+    #   @return [String] security ticker symbol
+    #
+    # @!attribute short_name
+    #   @return [String] security name
+    Security = Struct.new(:isin, :sec_id, :short_name)
+  end
+end

metadata

@@ -1,45 +1,87 @@
 --- !ruby/object:Gem::Specification
 name: moex
 version: !ruby/object:Gem::Version
-  version: 0.0.0
+  version: 0.1.0
 platform: ruby
 authors:
-- soylent
+- konstantin
 autorequire: 
-bindir: exe
+bindir: bin
 cert_chain: []
-date: 2016-07-23 00:00:00.000000000 Z
+date: 2018-01-21 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
-  name: bundler
+  name: faraday
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '1.12'
+        version: '0.13'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '0.13'
+- !ruby/object:Gem::Dependency
+  name: pry
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '0.11'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '1.12'
+        version: '0.11'
 - !ruby/object:Gem::Dependency
   name: rake
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '10.0'
+        version: '12.0'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '10.0'
+        version: '12.0'
 - !ruby/object:Gem::Dependency
   name: rspec
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.7'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.7'
+- !ruby/object:Gem::Dependency
+  name: rubocop
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '0.51'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '0.51'
+- !ruby/object:Gem::Dependency
+  name: vcr
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
@@ -52,25 +94,35 @@ dependencies:
     - - "~>"
       - !ruby/object:Gem::Version
         version: '3.0'
-description: Write a longer description or delete this line.
-email: 
+- !ruby/object:Gem::Dependency
+  name: yard
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '0.9'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '0.9'
+description: 
+email: konstantin@papkovskiy.com
 executables: []
 extensions: []
 extra_rdoc_files: []
 files:
-- ".gitignore"
-- ".rspec"
-- ".travis.yml"
-- Gemfile
-- README.md
-- Rakefile
-- bin/console
-- bin/setup
+- lib/faraday/csv.rb
+- lib/faraday/response/parse_csv.rb
 - lib/moex.rb
-- lib/moex/version.rb
-- moex.gemspec
-homepage: https://github.com/soylent/moex
-licenses: []
+- lib/moex/resources.rb
+- lib/moex/resources/price.rb
+- lib/moex/resources/security.rb
+homepage: https://rubygems.org/gems/moex
+licenses:
+- MIT
 metadata: {}
 post_install_message: 
 rdoc_options: []
@@ -88,9 +140,8 @@ required_rubygems_version: !ruby/object:Gem::Requirement
       version: '0'
 requirements: []
 rubyforge_project: 
-rubygems_version: 2.6.6
+rubygems_version: 2.7.3
 signing_key: 
 specification_version: 4
-summary: Write a short summary, because Rubygems requires one.
+summary: Moscow Exchange ISS
 test_files: []
-has_rdoc: 

data/.gitignore

@@ -1,9 +0,0 @@
-/.bundle/
-/.yardoc
-/Gemfile.lock
-/_yardoc/
-/coverage/
-/doc/
-/pkg/
-/spec/reports/
-/tmp/

data/.rspec

@@ -1,2 +0,0 @@
---format documentation
---color

data/.travis.yml

@@ -1,5 +0,0 @@
-sudo: false
-language: ruby
-rvm:
-  - 2.3.1
-before_install: gem install bundler -v 1.12.5

data/Gemfile

@@ -1,4 +0,0 @@
-source 'https://rubygems.org'
-
-# Specify your gem's dependencies in moex.gemspec
-gemspec

data/README.md

@@ -1,36 +0,0 @@
-# Moex
-
-Welcome to your new gem! In this directory, you'll find the files you need to be able to package up your Ruby library into a gem. Put your Ruby code in the file `lib/moex`. To experiment with that code, run `bin/console` for an interactive prompt.
-
-TODO: Delete this and the text above, and describe your gem
-
-## Installation
-
-Add this line to your application's Gemfile:
-
-```ruby
-gem 'moex'
-```
-
-And then execute:
-
-    $ bundle
-
-Or install it yourself as:
-
-    $ gem install moex
-
-## Usage
-
-TODO: Write usage instructions here
-
-## Development
-
-After checking out the repo, run `bin/setup` to install dependencies. Then, run `rake spec` to run the tests. You can also run `bin/console` for an interactive prompt that will allow you to experiment.
-
-To install this gem onto your local machine, run `bundle exec rake install`. To release a new version, update the version number in `version.rb`, and then run `bundle exec rake release`, which will create a git tag for the version, push git commits and tags, and push the `.gem` file to [rubygems.org](https://rubygems.org).
-
-## Contributing
-
-Bug reports and pull requests are welcome on GitHub at https://github.com/[USERNAME]/moex.
-

data/Rakefile

@@ -1,6 +0,0 @@
-require "bundler/gem_tasks"
-require "rspec/core/rake_task"
-
-RSpec::Core::RakeTask.new(:spec)
-
-task :default => :spec

data/bin/console

@@ -1,14 +0,0 @@
-#!/usr/bin/env ruby
-
-require "bundler/setup"
-require "moex"
-
-# 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

data/bin/setup

@@ -1,8 +0,0 @@
-#!/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/lib/moex/version.rb

@@ -1,3 +0,0 @@
-module Moex
-  VERSION = "0.0.0"
-end

data/moex.gemspec

@@ -1,23 +0,0 @@
-# coding: utf-8
-lib = File.expand_path('../lib', __FILE__)
-$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
-require 'moex/version'
-
-Gem::Specification.new do |spec|
-  spec.name          = "moex"
-  spec.version       = Moex::VERSION
-  spec.authors       = ["soylent"]
-
-  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/soylent/moex"
-
-  spec.files         = `git ls-files -z`.split("\x0").reject { |f| f.match(%r{^(test|spec|features)/}) }
-  spec.bindir        = "exe"
-  spec.executables   = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
-  spec.require_paths = ["lib"]
-
-  spec.add_development_dependency "bundler", "~> 1.12"
-  spec.add_development_dependency "rake", "~> 10.0"
-  spec.add_development_dependency "rspec", "~> 3.0"
-end