quandl_cassandra_models 0.3.6
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- checksums.yaml +7 -0
- data/.gitignore +7 -0
- data/Gemfile +4 -0
- data/LICENSE +7 -0
- data/README.md +7 -0
- data/Rakefile +11 -0
- data/UPGRADE.md +34 -0
- data/config/cassandra.yml +41 -0
- data/lib/quandl/cassandra/models.rb +16 -0
- data/lib/quandl/cassandra/models/column.rb +42 -0
- data/lib/quandl/cassandra/models/column/read.rb +49 -0
- data/lib/quandl/cassandra/models/column/read/collapse.rb +41 -0
- data/lib/quandl/cassandra/models/column/read/column.rb +19 -0
- data/lib/quandl/cassandra/models/column/read/data.rb +59 -0
- data/lib/quandl/cassandra/models/column/read/offset.rb +104 -0
- data/lib/quandl/cassandra/models/column/read/row.rb +20 -0
- data/lib/quandl/cassandra/models/column/read/select_columns.rb +63 -0
- data/lib/quandl/cassandra/models/column/read/transform.rb +53 -0
- data/lib/quandl/cassandra/models/column/read/trim.rb +14 -0
- data/lib/quandl/cassandra/models/column/read/type.rb +25 -0
- data/lib/quandl/cassandra/models/column/write.rb +25 -0
- data/lib/quandl/cassandra/models/column/write/group_data_by_column.rb +36 -0
- data/lib/quandl/cassandra/models/column/write/group_data_by_frequency.rb +24 -0
- data/lib/quandl/cassandra/models/column/write/insert_column_attributes.rb +22 -0
- data/lib/quandl/cassandra/models/column/write/insert_columns.rb +9 -0
- data/lib/quandl/cassandra/models/column_attribute.rb +11 -0
- data/lib/quandl/cassandra/models/data.rb +18 -0
- data/lib/quandl/cassandra/models/data/search.rb +105 -0
- data/lib/quandl/cassandra/models/dataset.rb +87 -0
- data/lib/quandl/cassandra/models/dataset/columns.rb +63 -0
- data/lib/quandl/cassandra/models/dataset_attribute.rb +6 -0
- data/lib/quandl/cassandra/models/multiset.rb +55 -0
- data/lib/quandl/cassandra/models/version.rb +7 -0
- data/migrations/20131105204200_create_datasets.rb +18 -0
- data/migrations/20131105204201_create_columns.rb +18 -0
- data/migrations/20131105204202_create_dataset_attributes.rb +17 -0
- data/migrations/20131105204203_create_column_attributes.rb +17 -0
- data/quandl_cassandra_models.gemspec +28 -0
- data/spec/expectations/string.rb +5 -0
- data/spec/expectations/time.rb +5 -0
- data/spec/factories/dataset.rb +8 -0
- data/spec/lib/quandl/cassandra/models/column/read_spec.rb +27 -0
- data/spec/lib/quandl/cassandra/models/column/write/group_data_by_frequency_spec.rb +28 -0
- data/spec/lib/quandl/cassandra/models/column/write_spec.rb +23 -0
- data/spec/lib/quandl/cassandra/models/column_attribute_spec.rb +16 -0
- data/spec/lib/quandl/cassandra/models/column_spec.rb +17 -0
- data/spec/lib/quandl/cassandra/models/data_spec.rb +105 -0
- data/spec/lib/quandl/cassandra/models/dataset/collapse_spec.rb +44 -0
- data/spec/lib/quandl/cassandra/models/dataset/column_spec.rb +24 -0
- data/spec/lib/quandl/cassandra/models/dataset/persistence_spec.rb +25 -0
- data/spec/lib/quandl/cassandra/models/dataset/row_spec.rb +26 -0
- data/spec/lib/quandl/cassandra/models/dataset/transform_spec.rb +16 -0
- data/spec/lib/quandl/cassandra/models/dataset/trim_spec.rb +74 -0
- data/spec/lib/quandl/cassandra/models/dataset/update_spec.rb +37 -0
- data/spec/lib/quandl/cassandra/models/dataset_attribute_spec.rb +18 -0
- data/spec/lib/quandl/cassandra/models/dataset_spec.rb +117 -0
- data/spec/lib/quandl/cassandra/models/multiset/collapse_spec.rb +122 -0
- data/spec/lib/quandl/cassandra/models/multiset/columns_spec.rb +57 -0
- data/spec/lib/quandl/cassandra/models/multiset/data_spec.rb +25 -0
- data/spec/lib/quandl/cassandra/models/multiset/transform_spec.rb +69 -0
- data/spec/spec_helper.rb +40 -0
- data/tasks/migrations.rake +14 -0
- metadata +212 -0
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require 'spec_helper'
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describe Quandl::Cassandra::Models::Column do
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let(:id){ rand(10000*10000) + 10000*10000 }
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let(:data){ Quandl::Fabricate::Data.rand( rows: 10, columns: 2, nils: false ) }
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let(:dataset){ Quandl::Cassandra::Models::Dataset.create( id: id, data: data ) }
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describe ".read" do
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before(:each){ Quandl::Cassandra::Models::Column.write( id: id, data: data ); sleep(0.2) }
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subject{ Quandl::Cassandra::Models::Column.read( id: id ) }
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its(:count){ should eq 10 }
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it{ should eq data }
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end
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end
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require 'spec_helper'
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describe Quandl::Cassandra::Models::Data do
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let(:id){ rand(10000*10000) + 10000*10000 }
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let(:data){ Quandl::Fabricate::Data.rand(rows: 10, columns: 2, nils: false) }
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let(:dataset){ Quandl::Cassandra::Models::Dataset.create( id: id, data: data ) }
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subject{ Quandl::Cassandra::Models::Data }
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[:row, :id, :limit, :offset, :column, :accuracy, :frequency, :column_ids,
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:collapse, :transform, :order, :trim_start, :trim_end ].each do |name|
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it{ should respond_to name }
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end
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describe "#column" do
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it "should handle column that is outside the range of available columns" do
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dataset.data.scoped.column(4).to_table.should be_blank
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end
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end
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describe "#collapse" do
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it "should become annual" do
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scope = subject.collapse(:annual)
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scope.attributes[:collapse].should eq :annual
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end
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it "should become annual given string" do
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scope = subject.collapse('annual')
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scope.attributes[:collapse].should eq :annual
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end
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it "should become monthly" do
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scope = subject.collapse(:monthly)
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scope.attributes[:collapse].should eq :monthly
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end
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it "should become weekly" do
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scope = subject.collapse('weekly')
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scope.attributes[:collapse].should eq :weekly
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end
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end
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describe "#trim_start & #trim_end" do
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it "should handle trim_start > trim_end" do
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dataset.data.scoped.trim_start(data[-1][0]).trim_end(data[0][0]).to_table.should be_a Quandl::Cassandra::Data
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end
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end
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describe "#trim_start" do
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subject{ dataset.data }
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context "given invalid date" do
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it "rejects string" do
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subject.trim_start('invalid').attributes[:trim_start].should be_nil
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end
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end
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context "given valid date" do
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it "accepts string" do
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subject.trim_start('1980-01-01').attributes[:trim_start].should eq Date.parse('1980-01-01').jd
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end
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it "accepts julian date" do
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subject.trim_start( Date.today.jd ).attributes[:trim_start].should eq Date.today.jd
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end
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end
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end
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describe "#trim_end" do
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subject{ dataset.data }
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context "given invalid date" do
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it "rejects string" do
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subject.trim_end('invalid').attributes[:trim_end].should be_nil
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end
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end
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context "given valid date" do
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it "accepts date" do
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subject.trim_end(Date.today).attributes[:trim_end].should eq Date.today.jd
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end
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it "accepts string" do
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subject.trim_end('1980-01-01').attributes[:trim_end].should eq Date.parse('1980-01-01').jd
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end
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it "accepts julian date" do
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subject.trim_end( Date.today.jd ).attributes[:trim_end].should eq Date.today.jd
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end
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end
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end
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context "data with empty columns" do
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let(:data){ Quandl::Data.new("2012-12-31,21.0,11.0,12.0,0.0,,,,0.0,,4.0,,4.0,18.0,19.0\n2012-12-24,21.0,11.0,12.0,0.0,,,,0.0,,4.0,,4.0,18.0,19.0\n2012-12-18,21.0,11.0,12.0,0.0,,,,0.0,,4.0,,4.0,18.0,19.0\n") }
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let(:dataset){ Quandl::Cassandra::Models::Dataset.create( id: rand(100000), data: data ) }
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subject{ Dataset.find(dataset.id) }
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it "should eq data" do
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subject.data.to_table.should eq data
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end
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end
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end
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# encoding: utf-8
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require 'spec_helper'
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describe Quandl::Cassandra::Models::Dataset do
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let(:dataset){ create(:dataset) }
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subject { dataset }
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it "should have columns" do
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subject.columns.count.should eq 4
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end
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describe "#data" do
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subject{ dataset.data }
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its(:class){ should eq Quandl::Cassandra::Models::Data::ScopeScope }
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its(:to_date){ should be_present }
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its(:to_h){ should be_present }
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it "should have data" do
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subject.count.should eq 60
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end
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it "should collapse to daily" do
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subject.collapse(:daily).count.should eq 60
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end
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it "should collapse to weekly" do
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subject.collapse(:weekly).count.should be < 12
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end
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it "should collapse to monthly" do
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subject.collapse(:monthly).count.should be < 4
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end
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it "should collapse to annual" do
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subject.collapse(:annual).count.should eq 1
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end
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end
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end
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# encoding: utf-8
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require 'spec_helper'
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describe Quandl::Cassandra::Models::Dataset do
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context "column" do
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subject { create(:dataset) }
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it "should return first column" do
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subject.data.column(1)[0][1].should eq subject.data.scoped.to_table[0][1]
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end
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it "should return second column" do
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subject.data.column(2)[0][1].should eq subject.data.scoped.to_table[0][2]
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end
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it "should return third column" do
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subject.data.column(2)[0][1].should eq subject.data.scoped.to_table[0][2]
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end
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end
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end
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# encoding: utf-8
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require 'spec_helper'
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describe Quandl::Cassandra::Models::Dataset do
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let(:data){ Quandl::Fabricate::Data.rand( rows: 4, columns: 4, nils: false ) }
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let(:dataset){ create( :dataset, data: data ) }
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subject{ dataset }
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its(:dataset_attribute){ should be_a DatasetAttribute }
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its(:trim_start){ should eq Date.jd(Dataset.find(dataset.id).data[-1][0]) }
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its(:trim_end){ should eq Date.jd(Dataset.find(dataset.id).data[0][0]) }
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its(:updated_at){ should_not be_nil }
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context "after save" do
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before(:each){
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@previously_updated_at = subject.updated_at
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subject.data = Quandl::Fabricate::Data.rand( rows: 4, columns: 4, nils: false )
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subject.save
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}
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its(:updated_at){ should_not eq @previously_updated_at }
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end
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end
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# encoding: utf-8
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require 'spec_helper'
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describe Quandl::Cassandra::Models::Dataset do
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let(:data){ Quandl::Fabricate::Data.rand( rows: 216, columns: 2, frequency: :weekly, nils: false ).to_csv }
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let(:dataset){ create( :dataset, data: data ) }
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subject { dataset }
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it "should be monthly" do
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subject.frequency.should eq 'weekly'
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end
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it "should pluck the second row" do
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subject.data.scoped.collapse(:monthly).row(1).to_a.should eq [subject.data.scoped.collapse(:monthly)[1]]
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end
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it "should collapse and pluck the second year" do
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subject.data.scoped.collapse(:annual).row(2).to_a.should eq [subject.data.scoped.collapse(:annual)[2]]
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end
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it "should collapse and pluck the second year with a transformation" do
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subject.data.scoped.collapse(:annual).transform(:rdiff).row(2).to_a.should eq [subject.data.scoped.collapse(:annual).transform(:rdiff)[2]]
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end
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end
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# encoding: utf-8
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require 'spec_helper'
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describe Dataset do
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let(:data){ Quandl::Data.new([ [1002, 10], [1001, 20], [1000, 30] ]) }
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let(:dataset){ build(:dataset) }
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it "should cumul data" do
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dataset.data = data
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dataset.save!
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cumul_data = Dataset.find(dataset.id).data.transform(:cumul).to_table.data_array
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cumul_data.should eq [ [1002, 60.0], [1001, 50.0], [1000, 30.0] ]
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end
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end
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# encoding: utf-8
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require 'spec_helper'
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describe Quandl::Cassandra::Models::Dataset do
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describe ".trim_start,.trim_end" do
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{ weekly: 7, monthly: 30, quarterly: 92, annual: 365 }.each do | collapse_to, occurences |
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context "when collapsed to #{collapse_to}" do
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subject(:dataset){ create(:dataset, data: Quandl::Fabricate::Data.rand( rows: occurences * 3, columns: 1, nils: false ).to_csv ) }
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it "should include trim_start" do
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# raw data
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source_data = subject.data.scoped.collapse(collapse_to).to_table
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trim_start = source_data[-1][0]
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# trim and check
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trim_data = subject.data.trim_start( trim_start ).collapse(collapse_to).to_table
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trim_data.last[0].should eq trim_start
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end
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it "should include trim_end" do
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# raw data
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source_data = subject.data.scoped.collapse(collapse_to).to_table
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trim_end = source_data[1][0]
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# trim and check
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trim_data = subject.data.trim_end( trim_end ).collapse(collapse_to).to_table
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trim_data.first[0].should eq trim_end
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end
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it "should include trim_start and trim_end" do
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# raw data
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source_data = subject.data.scoped.collapse(collapse_to).to_table
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trim_end = source_data[1][0]
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trim_start = source_data[-1][0]
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# trim and check
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trim_data = subject.data.trim_start( trim_start ).trim_end( trim_end ).collapse(collapse_to).to_table
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trim_data.first[0].should eq trim_end
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trim_data.last[0].should eq trim_start
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+
end
|
38
|
+
|
39
|
+
[:diff, :rdiff, :cumul].each do |transformed_to|
|
40
|
+
context "when transformed to #{transformed_to}" do
|
41
|
+
it "should include trim_start" do
|
42
|
+
# raw data
|
43
|
+
source_data = subject.data.scoped.collapse(collapse_to).transform(transformed_to).to_table
|
44
|
+
trim_start = source_data[-1][0]
|
45
|
+
# trim and check
|
46
|
+
trim_data = subject.data.trim_start( trim_start ).transform(transformed_to).collapse(collapse_to).to_table
|
47
|
+
trim_data.last[0].should eq trim_start
|
48
|
+
end
|
49
|
+
it "should include trim_end" do
|
50
|
+
# raw data
|
51
|
+
source_data = subject.data.scoped.collapse(collapse_to).transform(transformed_to).to_table
|
52
|
+
trim_end = source_data[-1][0]
|
53
|
+
# trim and check
|
54
|
+
trim_data = subject.data.trim_end( trim_end ).transform(transformed_to).collapse(collapse_to).to_table
|
55
|
+
trim_data.first[0].should eq trim_end
|
56
|
+
end
|
57
|
+
it "should include trim_start and trim_end" do
|
58
|
+
source_data = subject.data.scoped.collapse(collapse_to).transform(transformed_to).to_table
|
59
|
+
trim_end = source_data[1][0]
|
60
|
+
trim_start = source_data[-1][0]
|
61
|
+
# trim and check
|
62
|
+
trim_data = subject.data.trim_start( trim_start ).trim_end( trim_end ).transform(transformed_to).collapse(collapse_to).to_table
|
63
|
+
trim_data.first[0].should eq trim_end
|
64
|
+
trim_data.last[0].should eq trim_start
|
65
|
+
end
|
66
|
+
end # each transform
|
67
|
+
|
68
|
+
end
|
69
|
+
|
70
|
+
end # each collapse
|
71
|
+
end
|
72
|
+
end
|
73
|
+
|
74
|
+
end
|
@@ -0,0 +1,37 @@
|
|
1
|
+
# encoding: utf-8
|
2
|
+
require 'spec_helper'
|
3
|
+
|
4
|
+
describe Dataset do
|
5
|
+
|
6
|
+
context "update data with newer data" do
|
7
|
+
|
8
|
+
subject{ create(:dataset, data: Quandl::Fabricate::Data.rand( rows: 730, columns: 2, nils: false ).to_csv ) }
|
9
|
+
|
10
|
+
it "should update the collapse data" do
|
11
|
+
old_row = subject.data.scoped[0]
|
12
|
+
old_row_month = subject.data.scoped.collapse(:monthly)[0]
|
13
|
+
# update
|
14
|
+
dataset = Dataset.find(subject.id)
|
15
|
+
# advance data dates by 60 days
|
16
|
+
new_data = subject.data.collect{|r|
|
17
|
+
date = r[0] + 60
|
18
|
+
values = r[1..-1].collect{ rand(9102841).to_f / 1000 }
|
19
|
+
[date, values].flatten
|
20
|
+
}
|
21
|
+
# assign new data
|
22
|
+
dataset.data = new_data.to_a.collect{|r| r.to_csv }.join
|
23
|
+
dataset.save!
|
24
|
+
|
25
|
+
new_row = dataset.data.scoped[0]
|
26
|
+
new_row_month = dataset.data.scoped.collapse(:monthly)[0]
|
27
|
+
|
28
|
+
new_row[0].should_not eq new_row_month[0]
|
29
|
+
new_row[1].should eq new_row_month[1]
|
30
|
+
|
31
|
+
old_row[0].should_not eq new_row[0]
|
32
|
+
old_row_month[1].should_not eq new_row_month[1]
|
33
|
+
end
|
34
|
+
|
35
|
+
end
|
36
|
+
|
37
|
+
end
|
@@ -0,0 +1,18 @@
|
|
1
|
+
require 'spec_helper'
|
2
|
+
|
3
|
+
describe DatasetAttribute do
|
4
|
+
let(:id){ rand(10000*10000) + 10000*10000 }
|
5
|
+
let(:dataset_attribute){ DatasetAttribute.create( id: id ) }
|
6
|
+
subject{ dataset_attribute }
|
7
|
+
|
8
|
+
its(:updated_at){ should be_present }
|
9
|
+
its(:created_at){ should be_present }
|
10
|
+
|
11
|
+
describe ".find" do
|
12
|
+
subject{ DatasetAttribute.find( dataset_attribute.id ) }
|
13
|
+
it{ should be_a DatasetAttribute }
|
14
|
+
its(:updated_at){ should be_same_second_as dataset_attribute.updated_at }
|
15
|
+
its(:created_at){ should be_same_second_as dataset_attribute.created_at }
|
16
|
+
end
|
17
|
+
|
18
|
+
end
|
@@ -0,0 +1,117 @@
|
|
1
|
+
require 'spec_helper'
|
2
|
+
|
3
|
+
describe Quandl::Cassandra::Models::Dataset do
|
4
|
+
|
5
|
+
let(:id){ rand(10000*10000) + 10000*10000 }
|
6
|
+
let(:dataset){ Quandl::Cassandra::Models::Dataset.new( id: id ) }
|
7
|
+
subject{ dataset }
|
8
|
+
|
9
|
+
it{ should respond_to :id }
|
10
|
+
it{ should respond_to :data }
|
11
|
+
it{ should respond_to :column_ids }
|
12
|
+
|
13
|
+
its(:id){ should eq id }
|
14
|
+
its(:changes){ should eq( { "id" => [nil, id] }) }
|
15
|
+
|
16
|
+
describe ".new" do
|
17
|
+
let(:dataset){ Quandl::Cassandra::Models::Dataset.new( id: 0 ) }
|
18
|
+
subject{ dataset }
|
19
|
+
its(:data){ should eq [] }
|
20
|
+
its(:column_ids){ should eq [] }
|
21
|
+
its(:columns){ should eq [] }
|
22
|
+
describe "#data" do
|
23
|
+
subject{ dataset.data }
|
24
|
+
its(:count){ should eq 0 }
|
25
|
+
its(:to_a){ should eq Quandl::Cassandra::Models::Data.new }
|
26
|
+
context "given filters" do
|
27
|
+
subject{ dataset.data.row(0).column(1) }
|
28
|
+
its(:to_a){ should eq Quandl::Cassandra::Models::Data.new }
|
29
|
+
end
|
30
|
+
end
|
31
|
+
end
|
32
|
+
|
33
|
+
describe "#data=" do
|
34
|
+
it "should accept data with dates" do
|
35
|
+
subject.data = Quandl::Fabricate::Data.rand(rows: 10, columns: 2, nils: false).to_date.to_a
|
36
|
+
subject.save.should be_true
|
37
|
+
end
|
38
|
+
end
|
39
|
+
|
40
|
+
describe "#save" do
|
41
|
+
subject{ Quandl::Cassandra::Models::Dataset.new }
|
42
|
+
before(:each){ subject.save }
|
43
|
+
end
|
44
|
+
|
45
|
+
describe "#class" do
|
46
|
+
subject{ dataset.class }
|
47
|
+
its(:table_name){ should eq 'datasets' }
|
48
|
+
end
|
49
|
+
|
50
|
+
context "given data" do
|
51
|
+
before(:each){ dataset.data = Quandl::Fabricate::Data.rand(rows: 10, columns: 2, nils: false) }
|
52
|
+
|
53
|
+
describe "#save" do
|
54
|
+
before(:each){ dataset.save }
|
55
|
+
|
56
|
+
subject{ dataset }
|
57
|
+
|
58
|
+
its(:changes){ should be_blank }
|
59
|
+
its(:frequency){ should eq 'daily' }
|
60
|
+
|
61
|
+
describe ".find" do
|
62
|
+
subject{ Quandl::Cassandra::Models::Dataset.find(id) }
|
63
|
+
its(:data){ should eq dataset.data.to_table }
|
64
|
+
its(:frequency){ should eq 'daily' }
|
65
|
+
|
66
|
+
describe "#columns" do
|
67
|
+
subject{ Quandl::Cassandra::Models::Dataset.find(id).columns }
|
68
|
+
its(:first){ should be_a Quandl::Cassandra::Models::ColumnAttribute }
|
69
|
+
end
|
70
|
+
|
71
|
+
it "data should count and return data" do
|
72
|
+
subject.data.count.should eq 10
|
73
|
+
subject.data.to_table.should be_a Quandl::Cassandra::Models::Data
|
74
|
+
end
|
75
|
+
it "columns should eq dataset.columns" do
|
76
|
+
subject.columns.collect{|c| c.id.to_s }.should eq dataset.columns.collect{|c| c.id.to_s }
|
77
|
+
end
|
78
|
+
it "column_ids should eq dataset.column_ids" do
|
79
|
+
subject.column_ids.collect(&:to_s).should eq dataset.column_ids.collect(&:to_s)
|
80
|
+
end
|
81
|
+
end
|
82
|
+
|
83
|
+
describe "#reload" do
|
84
|
+
before(:each){
|
85
|
+
dataset.data.limit(5).to_a
|
86
|
+
dataset.reload
|
87
|
+
}
|
88
|
+
|
89
|
+
describe "#attributes" do
|
90
|
+
subject{ dataset.attributes }
|
91
|
+
its([:data]){ should eq nil }
|
92
|
+
end
|
93
|
+
|
94
|
+
end
|
95
|
+
|
96
|
+
describe "#data" do
|
97
|
+
subject{ dataset.data }
|
98
|
+
its(:count){ should eq 10 }
|
99
|
+
end
|
100
|
+
|
101
|
+
describe "#column_ids" do
|
102
|
+
subject{ dataset.column_ids }
|
103
|
+
its(:count){ should eq 2 }
|
104
|
+
its(:first){ should be_a Cql::Uuid }
|
105
|
+
end
|
106
|
+
|
107
|
+
describe "#columns" do
|
108
|
+
subject{ dataset.columns }
|
109
|
+
its(:count){ should eq 2 }
|
110
|
+
its(:first){ should be_a Quandl::Cassandra::Models::ColumnAttribute }
|
111
|
+
end
|
112
|
+
|
113
|
+
end
|
114
|
+
|
115
|
+
end
|
116
|
+
|
117
|
+
end
|