mumboe-currency 0.5

data/lib/currency/exchange/rate/source/base.rb

@@ -0,0 +1,166 @@
+# Copyright (C) 2006-2007 Kurt Stephens <ruby-currency(at)umleta.com>
+# See LICENSE.txt for details.
+
+require 'currency/exchange/rate/source'
+
+# = Currency::Exchange::Rate::Source::Base
+#
+# The Currency::Exchange::Rate::Source::Base class is the base class for
+# currency exchange rate providers.
+#
+# Currency::Exchange::Rate::Source::Base subclasses are Currency::Exchange::Rate
+# factories.
+#
+# Represents a method of converting between two currencies.
+#
+# See Currency;:Exchange::Rate::source for more details.
+#
+class Currency::Exchange::Rate::Source::Base
+
+    # The name of this Exchange.
+    attr_accessor :name
+
+    # Currency to use as pivot for deriving rate pairs.
+    # Defaults to :USD.
+    attr_accessor :pivot_currency
+
+    # If true, this Exchange will log information.
+    attr_accessor :verbose
+
+    attr_accessor :time_quantitizer
+
+
+    def initialize(opt = { })
+      @name = nil
+      @verbose = nil unless defined? @verbose
+      @pivot_currency ||= :USD
+
+      @rate = { }
+      @currencies = nil
+      opt.each_pair{|k,v| self.send("#{k}=", v)}
+    end 
+
+
+    def __subclass_responsibility(meth)
+      raise ::Currency::Exception::SubclassResponsibility, 
+      [
+       "#{self.class}#\#{meth}", 
+       :class, self.class, 
+       :method, method,
+      ]
+    end
+
+
+    # Converts Money m in Currency c1 to a new
+    # Money value in Currency c2.
+    def convert(m, c2, time = nil, c1 = nil)
+      c1 = m.currency if c1 == nil
+      time = m.time if time == nil
+      time = normalize_time(time)
+      if c1 == c2 && normalize_time(m.time) == time
+        m
+      else
+        rate = rate(c1, c2, time)
+        # raise ::Currency::Exception::UnknownRate, "#{c1} #{c2} #{time}" unless rate
+          
+        rate && ::Currency::Money(rate.convert(m, c1), c2, time)
+      end
+    end
+
+
+    # Flush all cached Rate.
+    def clear_rates
+      @rate.clear
+      @currencies = nil
+    end
+
+
+    # Flush any cached Rate between Currency c1 and c2.
+    def clear_rate(c1, c2, time, recip = true)
+      time = time && normalize_time(time)
+      @rate["#{c1}:#{c2}:#{time}"] = nil
+      @rate["#{c2}:#{c1}:#{time}"] = nil if recip
+      time
+    end
+
+
+    # Returns the cached Rate between Currency c1 and c2 at a given time.
+    #
+    # Time is normalized using #normalize_time(time)
+    #
+    # Subclasses can override this method to implement
+    # rate expiration rules.
+    #
+    def rate(c1, c2, time)
+      time = time && normalize_time(time)
+      @rate["#{c1}:#{c2}:#{time}"] ||= get_rate(c1, c2, time)
+    end
+
+
+    # Gets all rates available by this source.
+    #
+    def rates(time = nil)
+      __subclass_responsibility(:rates)
+    end
+
+
+    # Returns a list of Currencies that the rate source provides.
+    #
+    # Subclasses can override this method.
+    def currencies
+      @currencies ||= rates.collect{| r | [ r.c1, r.c2 ]}.flatten.uniq
+    end
+
+
+    # Determines and creates the Rate between Currency c1 and c2.
+    #
+    # May attempt to use a pivot currency to bridge between
+    # rates.
+    #
+    def get_rate(c1, c2, time)
+      __subclass_responsibility(:get_rate)
+    end
+
+    # Returns a base Rate.
+    #
+    # Subclasses are required to implement this method.
+    def get_rate_base(c1, c2, time)
+      __subclass_responsibility(:get_rate_base)
+    end
+
+
+    # Returns a list of all available rates.
+    #
+    # Subclasses must override this method.
+    def get_rates(time = nil)
+      __subclass_responsibility(:get_rates)
+    end
+
+
+    # Called by implementors to construct new Rate objects.
+    def new_rate(c1, c2, c1_to_c2_rate, time = nil, derived = nil)
+      c1 = ::Currency::Currency.get(c1)
+      c2 = ::Currency::Currency.get(c2)
+      rate = ::Currency::Exchange::Rate.new(c1, c2, c1_to_c2_rate, name, time, derived)
+      # $stderr.puts "new_rate = #{rate}"
+      rate
+    end
+
+
+    # Normalizes rate time to a quantitized value.
+    #
+    # Subclasses can override this method.
+    def normalize_time(time)
+      time && (time_quantitizer || ::Currency::Exchange::TimeQuantitizer.current).quantitize_time(time)
+    end
+  
+   
+    # Returns a simple string rep.
+    def to_s
+      "#<#{self.class.name} #{self.name && self.name.inspect}>"
+    end
+    alias :inspect :to_s
+
+end # class
+
+  

data/lib/currency/exchange/rate/source/failover.rb

@@ -0,0 +1,63 @@
+# Copyright (C) 2006-2007 Kurt Stephens <ruby-currency(at)umleta.com>
+# See LICENSE.txt for details.
+
+require 'currency/exchange/rate/source'
+
+
+# Gets Rates from primary source, if primary fails, attempts secondary source.
+#
+class Currency::Exchange::Rate::Source::Failover < ::Currency::Exchange::Base
+  # Primary rate source.
+  attr_accessor :primary
+
+  # Secondary rate source if primary fails.
+  attr_accessor :secondary
+
+  def name
+    "failover(#{primary.name}, #{secondary.name})"
+  end
+
+
+  def clear_rates
+    @primary.clear_rates
+    @secondary.clear_rates
+    super
+  end
+  
+
+  def get_rate(c1, c2, time)
+    rate = nil
+
+    # Try primary.
+    err = nil
+    begin
+      rate = @primary.get_rate(c1, c2, time)
+    rescue Object => e
+      err = e
+    end
+
+
+    if rate == nil || err
+      $stderr.puts "Failover: primary failed for get_rate(#{c1}, #{c2}, #{time}) : #{err.inspect}"
+      rate = @secondary.get_rate(c1, c2, time)
+    end
+
+
+    unless rate
+      raise Currency::Exception::UnknownRate, 
+      [ 
+       "Failover: secondary failed for get_rate(#{c1}, #{c2}, #{time})", 
+       :c1, c1,
+       :c2, c2, 
+       :time, time,
+      ]
+    end
+
+    rate
+  end
+
+ 
+end # class
+
+
+

data/lib/currency/exchange/rate/source/federal_reserve.rb

@@ -0,0 +1,160 @@
+# Copyright (C) 2006-2007 Kurt Stephens <ruby-currency(at)umleta.com>
+# See LICENSE.txt for details.
+
+require 'currency/exchange/rate/source/provider'
+
+require 'net/http'
+require 'open-uri'
+
+
+# Connects to http://www.federalreserve.gov/releases/H10/hist/dat00_<country>.txtb
+# Parses all known currency files.
+# 
+class Currency::Exchange::Rate::Source::FederalReserve < ::Currency::Exchange::Rate::Source::Provider
+  # Defines the pivot currency for http://www.federalreserve.gov/releases/H10/hist/dat00_#{country_code}.txt data files.
+  PIVOT_CURRENCY = :USD
+  
+  # Arbitrary currency code used by www.federalreserve.gov for
+  # naming historical data files.
+  # Used internally.
+  attr_accessor :country_code
+
+  def initialize(*opt)
+    self.uri = 'http://www.federalreserve.gov/releases/H10/hist/dat00_#{country_code}.txt'
+    self.country_code = '' 
+    @raw_rates = nil
+    super(*opt)
+  end
+  
+
+  # Returns 'federalreserve.gov'.
+  def name
+    'federalreserve.gov'
+  end
+
+
+  # FIXME?
+  #def available?(time = nil)
+  #  time ||= Time.now
+  #  ! [0, 6].include?(time.wday) ? true : false
+  #end
+
+
+  def clear_rates
+    @raw_rates = nil
+    super
+  end
+  
+
+  def raw_rates
+    rates
+    @raw_rates
+  end
+
+  # Maps bizzare federalreserve.gov country codes to ISO currency codes.
+  # May only work for the dat00_XX.txt data files.
+  # See http://www.jhall.demon.co.uk/currency/by_country.html
+  #
+  # Some data files list reciprocal rates!
+  @@country_to_currency = 
+    {
+    'al' => [ :AUD, :USD ],
+    # 'au' => :ASH, # AUSTRIAN SHILLING: pre-EUR?
+    'bz' => [ :USD, :BRL ],
+    'ca' => [ :USD, :CAD ],
+    'ch' => [ :USD, :CNY ],
+    'dn' => [ :USD, :DKK ],
+    'eu' => [ :EUR, :USD ],
+    # 'gr' => :XXX, # Greece Drachma: pre-EUR?
+    'hk' => [ :USD, :HKD ],
+    'in' => [ :USD, :INR ],
+    'ja' => [ :USD, :JPY ],
+    'ma' => [ :USD, :MYR ],
+    'mx' => [ :USD, :MXN ], # OR MXP?
+    'nz' => [ :NZD, :USD ],
+    'no' => [ :USD, :NOK ],
+    'ko' => [ :USD, :KRW ],
+    'sf' => [ :USD, :ZAR ],
+    'sl' => [ :USD, :LKR ],
+    'sd' => [ :USD, :SEK ],
+    'sz' => [ :USD, :CHF ],
+    'ta' => [ :USD, :TWD ], # New Taiwan Dollar.
+    'th' => [ :USD, :THB ],
+    'uk' => [ :GBP, :USD ],
+    've' => [ :USD, :VEB ],
+  }
+
+
+  # Parses text file for rates.
+  def parse_rates(data = nil)
+    data = get_page_content unless data
+    
+    rates = [ ]
+
+    @raw_rates ||= { }
+
+    $stderr.puts "#{self}: parse_rates: data =\n#{data}" if @verbose
+
+    # Rates are USD/currency so
+    # c1 = currency
+    # c2 = :USD
+    c1, c2 = @@country_to_currency[country_code]
+
+    unless c1 && c2
+      raise ::Currency::Exception::UnavailableRates, "Cannot determine currency code for federalreserve.gov country code #{country_code.inspect}"
+    end
+
+    data.split(/\r?\n\r?/).each do | line |
+      #        day     month             yy       rate
+      m = /^\s*(\d\d?)-([A-Z][a-z][a-z])-(\d\d)\s+([\d\.]+)/.match(line)
+      next unless m
+      
+      day = m[1].to_i
+      month = m[2]
+      year = m[3].to_i
+      if year >= 50 and year < 100
+        year += 1900
+      elsif year < 50
+        year += 2000
+      end
+      
+      date = Time.parse("#{day}-#{month}-#{year} 12:00:00 -05:00") # USA NY => EST
+
+      rate = m[4].to_f
+
+      STDERR.puts "#{c1} #{c2} #{rate}\t#{date}" if @verbose
+
+      rates << new_rate(c1, c2, rate, date)
+
+      ((@raw_rates[date] ||= { })[c1] ||= { })[c2] ||= rate
+      ((@raw_rates[date] ||= { })[c2] ||= { })[c1] ||= 1.0 / rate
+    end
+
+    # Put most recent rate first.
+    # See Provider#get_rate.
+    rates.reverse!
+
+    # $stderr.puts "rates = #{rates.inspect}"
+    raise ::Currency::Exception::UnavailableRates, "No rates found in #{get_uri.inspect}" if rates.empty?
+
+    rates
+  end
+  
+  
+  # Return a list of known base rates.
+  def load_rates(time = nil)
+    # $stderr.puts "#{self}: load_rates(#{time})" if @verbose
+    self.date = time
+    rates = [ ]
+    @@country_to_currency.keys.each do | cc |
+      self.country_code = cc
+      rates.push(*parse_rates)
+    end
+    rates
+  end
+  
+ 
+end # class
+
+
+

data/lib/currency/exchange/rate/source/historical/rate.rb

@@ -0,0 +1,184 @@
+require 'active_support'
+require 'active_record/base'
+
+require 'currency/exchange/rate/source/historical'
+
+# This class represents a historical Rate in a database.
+# It requires ActiveRecord.
+#
+class Currency::Exchange::Rate::Source::Historical::Rate < ::ActiveRecord::Base
+   @@_table_name ||= Currency::Config.current.historical_table_name
+   set_table_name @@_table_name
+
+   # Can create a table and indices for this class
+   # when passed a Migration.
+   def self.__create_table(m, table_name = @@_table_name)
+     table_name = table_name.intern 
+     m.instance_eval do 
+       create_table table_name do |t|
+         t.column :created_on, :datetime, :null => false
+         t.column :updated_on, :datetime
+         
+         t.column :c1,       :string,     :limit => 3, :null => false
+         t.column :c2,       :string,     :limit => 3, :null => false
+         
+         t.column :source,   :string,     :limit => 32, :null => false
+         
+         t.column :rate,     :float,    :null => false
+         
+         t.column :rate_avg,      :float
+         t.column :rate_samples,  :integer
+         t.column :rate_lo,       :float
+         t.column :rate_hi,       :float
+         t.column :rate_date_0,   :float
+         t.column :rate_date_1,   :float
+         
+         t.column :date,     :datetime, :null => false
+         t.column :date_0,   :datetime
+         t.column :date_1,   :datetime
+
+         t.column :derived,  :string,   :limit => 64
+       end
+       
+       add_index table_name, :c1
+       add_index table_name, :c2
+       add_index table_name, :source
+       add_index table_name, :date
+       add_index table_name, :date_0
+       add_index table_name, :date_1
+       add_index table_name, [:c1, :c2, :source, :date_0, :date_1], :name => 'c1_c2_src_date_range', :unique => true
+     end
+   end
+
+
+   # Initializes this object from a Currency::Exchange::Rate object.
+   def from_rate(rate)
+     self.c1 = rate.c1.code.to_s
+     self.c2 = rate.c2.code.to_s
+     self.rate = rate.rate
+     self.rate_avg = rate.rate_avg
+     self.rate_samples = rate.rate_samples
+     self.rate_lo  = rate.rate_lo
+     self.rate_hi  = rate.rate_hi
+     self.rate_date_0  = rate.rate_date_0
+     self.rate_date_1  = rate.rate_date_1
+     self.source = rate.source
+     self.derived = rate.derived
+     self.date = rate.date
+     self.date_0 = rate.date_0
+     self.date_1 = rate.date_1
+     self
+   end
+
+
+   # Convert all dates to localtime.
+   def dates_to_localtime!
+     self.date   = self.date   && self.date.clone.localtime
+     self.date_0 = self.date_0 && self.date_0.clone.localtime
+     self.date_1 = self.date_1 && self.date_1.clone.localtime
+   end
+
+
+   # Creates a new Currency::Exchange::Rate object.
+   def to_rate(cls = ::Currency::Exchange::Rate)
+     cls.
+       new(
+           ::Currency::Currency.get(self.c1), 
+           ::Currency::Currency.get(self.c2),
+           self.rate,
+           "historical #{self.source}",
+           self.date,
+           self.derived,
+           {
+             :rate_avg => self.rate_avg,
+             :rate_samples => self.rate_samples,
+             :rate_lo => self.rate_lo,
+             :rate_hi => self.rate_hi,
+             :rate_date_0 => self.rate_date_0,
+             :rate_date_1 => self.rate_date_1,
+             :date_0 => self.date_0,
+             :date_1 => self.date_1
+           })
+   end
+
+
+   # Various defaults.
+   def before_validation
+     self.rate_avg = self.rate unless self.rate_avg
+     self.rate_samples = 1 unless self.rate_samples
+     self.rate_lo = self.rate unless self.rate_lo
+     self.rate_hi = self.rate unless self.rate_hi
+     self.rate_date_0 = self.rate unless self.rate_date_0
+     self.rate_date_1 = self.rate unless self.rate_date_1
+
+     #self.date_0 = self.date unless self.date_0
+     #self.date_1 = self.date unless self.date_1
+     self.date = self.date_0 + (self.date_1 - self.date_0) * 0.5 if ! self.date && self.date_0 && self.date_1
+     self.date = self.date_0 unless self.date
+     self.date = self.date_1 unless self.date
+   end
+
+
+   # Returns a ActiveRecord::Base#find :conditions value
+   # to locate any rates that will match this one.
+   #
+   # source may be a list of sources.
+   # date will match inside date_0 ... date_1 or exactly.
+   #
+   def find_matching_this_conditions
+     sql = [ ]
+     values = [ ]
+
+     if self.c1
+       sql << 'c1 = ?'
+       values.push(self.c1.to_s)
+     end
+
+     if self.c2
+       sql << 'c2 = ?'
+       values.push(self.c2.to_s)
+     end
+
+     if self.source
+       if self.source.kind_of?(Array)
+         sql << 'source IN ?'
+       else
+         sql << 'source = ?'
+       end
+       values.push(self.source)
+     end
+
+     if self.date
+       sql << '(((date_0 IS NULL) OR (date_0 <= ?)) AND ((date_1 IS NULL) OR (date_1 > ?))) OR date = ?'
+       values.push(self.date, self.date, self.date)
+     end
+
+     if self.date_0
+       sql << 'date_0 = ?'
+       values.push(self.date_0)
+     end
+
+     if self.date_1
+       sql << 'date_1 = ?'
+       values.push(self.date_1)
+     end
+
+     sql << '1 = 1' if sql.empty?
+
+     values.unshift(sql.collect{|x| "(#{x})"}.join(' AND '))
+     
+     # $stderr.puts "values = #{values.inspect}"
+
+     values
+   end
+
+
+   # Shorthand.
+   def find_matching_this(opt1 = :all, *opts)
+     self.class.find(opt1, :conditions => find_matching_this_conditions, *opts)
+   end
+
+ end # class
+
+
+