quandl_data 0.1.11 → 1.0.0
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- data/README.md +5 -5
- data/UPGRADE.md +7 -0
- data/lib/quandl/data/{table.rb → enumerator.rb} +9 -16
- data/lib/quandl/data/logging.rb +19 -0
- data/lib/quandl/data/{table/operations.rb → operations.rb} +8 -16
- data/lib/quandl/data/version.rb +2 -2
- data/lib/quandl/data.rb +7 -5
- data/lib/quandl/fabricate/data.rb +69 -81
- data/lib/quandl/fabricate.rb +3 -4
- data/spec/lib/fabricate/data_spec.rb +3 -3
- data/spec/lib/quandl/data_spec.rb +20 -15
- metadata +5 -6
- data/lib/quandl/data/random.rb +0 -16
- data/lib/quandl/data/table/loggable.rb +0 -21
data/README.md
CHANGED
@@ -1,26 +1,26 @@
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# Quandl::Data
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-
### Quandl::Data
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+
### Quandl::Data
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```ruby
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6
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require 'quandl/data'
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9
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-
decade_of_daily_data_as_csv = Quandl::Data
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+
decade_of_daily_data_as_csv = Quandl::Fabricate::Data.rand( rows: 3650, columns: 4, nils: false ).to_csv
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10
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11
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-
table = Quandl::Data
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+
table = Quandl::Data.new( decade_of_daily_data_as_csv )
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table.collapse(:monthly).transform(:rdiff).to_date
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```
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-
### Quandl::Fabricate::Data
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+
### Quandl::Fabricate::Data
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19
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```ruby
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require 'quandl/fabricate/data'
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-
data = Quandl::Fabricate::Data
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+
data = Quandl::Fabricate::Data.rand( rows: 4, columns: 2, nils: false )
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data.to_csv
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=> "2456459,9.75573946698621,11.003327581245657\n2456460,9.815208080651333,11.06123640714187\n2456461,9.85055418685121,11.054083764705883\n2456462,9.915882352941177,10.96635294117647\n"
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data/UPGRADE.md
CHANGED
@@ -1,7 +1,14 @@
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1
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+
## 1.0.0
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* Quandl::Data::Table is removed. Replaced by: Quandl::Data
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4
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* Quandl::Fabricate::Data::Table is remove. Replaced by: Quandl::Fabricate::Data
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+
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6
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+
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7
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## 0.1.11
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8
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3
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* add quandl/fabricate/data. deprecate Quandl::Data::Random.table
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10
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11
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+
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12
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## 0.1
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13
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* Initial
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@@ -1,20 +1,15 @@
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-
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2
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-
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3
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-
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module Quandl
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5
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-
module Data
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+
module Quandl::Data::Enumerator
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2
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+
extend ActiveSupport::Concern
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3
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-
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8
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-
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9
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-
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-
include Loggable
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included do
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delegate *Array.forwardable_methods, to: :data_array
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-
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delegate :to_json, :as_json, to: :data_array
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9
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-
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attr_accessor :pristine_data
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end
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-
attr_accessor :pristine_data
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-
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def initialize(*args)
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self.pristine_data = args.first
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self.attributes = args.extract_options!
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@@ -48,6 +43,4 @@ class Table
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end
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end
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-
end
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end
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end
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end
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@@ -0,0 +1,19 @@
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module Quandl::Data::Logging
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extend ActiveSupport::Concern
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def to_h
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t1 = Time.now
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r = super
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8
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Quandl::Logger.debug("#{self.class.name}.to_h (#{t1.elapsed_ms})")
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r
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10
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end
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11
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12
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def to_csv
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13
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t1 = Time.now
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14
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r = super
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15
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Quandl::Logger.debug("#{self.class.name}.to_csv (#{t1.elapsed_ms})")
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r
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end
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end
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@@ -1,8 +1,4 @@
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-
module Quandl
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-
module Data
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-
class Table
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-
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-
module Operations
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+
module Quandl::Data::Operations
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2
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7
3
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extend ActiveSupport::Concern
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include Quandl::Operation
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@@ -37,7 +33,7 @@ module Operations
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end
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38
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39
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def to_jd
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40
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-
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36
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+
Quandl::Data.new( Parse.date_to_julian( data_array ), frequency: frequency )
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41
37
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end
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42
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def to_jd!
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43
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@data_array = Parse.date_to_julian( data_array )
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@@ -49,7 +45,7 @@ module Operations
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self
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end
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51
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def to_date
|
52
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-
|
48
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+
Quandl::Data.new( Parse.julian_to_date( data_array ) )
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53
49
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end
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54
50
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55
51
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def trim_start!(trim_date)
|
@@ -67,7 +63,7 @@ module Operations
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row_date = row[0]
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68
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row_date < trim_date
|
69
65
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end
|
70
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-
|
66
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+
Quandl::Data.new(data)
|
71
67
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end
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72
68
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73
69
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def trim_end!(trim_date)
|
@@ -85,7 +81,7 @@ module Operations
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85
81
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row_date = row[0]
|
86
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row_date > trim_date
|
87
83
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end
|
88
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-
|
84
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+
Quandl::Data.new(data)
|
89
85
|
end
|
90
86
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|
91
87
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def limit!(amount)
|
@@ -93,7 +89,7 @@ module Operations
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93
89
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self
|
94
90
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end
|
95
91
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def limit(amount)
|
96
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-
|
92
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+
Quandl::Data.new( data_array[0..( amount.to_i - 1 )] )
|
97
93
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end
|
98
94
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99
95
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def sort_order(dir)
|
@@ -105,7 +101,7 @@ module Operations
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105
101
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self
|
106
102
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end
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107
103
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def sort_ascending
|
108
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-
|
104
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+
Quandl::Data.new( Parse.sort( data_array.dup, :asc ), frequency: frequency )
|
109
105
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end
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110
106
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|
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107
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def sort_descending!
|
@@ -113,7 +109,7 @@ module Operations
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109
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self
|
114
110
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end
|
115
111
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def sort_descending
|
116
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-
|
112
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+
Quandl::Data.new( Parse.sort( data_array.dup, :desc ), frequency: frequency )
|
117
113
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end
|
118
114
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|
119
115
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def transform(*args)
|
@@ -149,8 +145,4 @@ module Operations
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145
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data
|
150
146
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end
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151
147
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|
152
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-
end
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153
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-
|
154
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-
end
|
155
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-
end
|
156
148
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end
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data/lib/quandl/data/version.rb
CHANGED
data/lib/quandl/data.rb
CHANGED
@@ -7,10 +7,12 @@ require "active_support/core_ext/object"
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7
7
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8
8
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require "quandl/operation"
|
9
9
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|
10
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-
require 'quandl/data/
|
11
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-
require 'quandl/data/
|
10
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+
require 'quandl/data/enumerator'
|
11
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+
require 'quandl/data/operations'
|
12
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+
require 'quandl/data/logging'
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12
13
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|
13
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-
|
14
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-
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15
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-
|
14
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+
class Quandl::Data
|
15
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+
include Enumerator
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16
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+
include Operations
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17
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+
include Logging if defined?(QUANDL_LOGGER) && QUANDL_LOGGER == true
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16
18
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end
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@@ -1,101 +1,89 @@
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1
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-
|
2
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-
module Fabricate
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3
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-
module Data
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1
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+
class Quandl::Fabricate::Data
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4
2
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5
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-
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6
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-
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7
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-
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3
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+
def self.rand(*args)
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4
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new(*args).random
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5
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+
end
|
8
6
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9
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-
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10
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-
new(*args).random
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11
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-
end
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12
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-
|
13
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-
end
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7
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+
attr_accessor :attributes, :offset, :rows, :columns, :frequency, :data, :nils
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14
8
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15
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-
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16
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-
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17
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-
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18
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-
self.attributes = default_options.merge args.extract_options!
|
19
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-
end
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9
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+
def initialize(*args)
|
10
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+
self.attributes = default_options.merge args.extract_options!
|
11
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+
end
|
20
12
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21
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-
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22
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-
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23
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-
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13
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def to_csv(*args)
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14
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data.collect(&:to_csv).join
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15
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+
end
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24
16
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25
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-
|
26
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-
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27
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-
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28
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-
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17
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def random_column
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18
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self.columns = 1
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19
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random
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20
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+
end
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21
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-
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-
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-
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35
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-
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36
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-
end
|
37
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-
Quandl::Data::Table.new( data ).sort_descending
|
22
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+
def random
|
23
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+
data = []
|
24
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index = 0
|
25
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+
until data.count >= rows
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26
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+
data << row(index) unless nils
|
27
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+
index += 1
|
38
28
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end
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29
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+
Quandl::Data.new( data ).sort_descending
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30
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+
end
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31
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-
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41
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-
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42
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-
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43
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-
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44
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-
|
32
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+
def row(index)
|
33
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+
row = [ date(index) ]
|
34
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+
columns.times{|column_index| row << point(index, column_index) }
|
35
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+
row
|
36
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+
end
|
45
37
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|
46
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-
|
47
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-
|
48
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-
|
38
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+
def date(index)
|
39
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+
(Date.today - ( index * ( frequencies[frequency] ) - offset )).jd
|
40
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+
end
|
49
41
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|
50
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-
|
51
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-
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52
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-
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53
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-
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54
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-
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55
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-
|
56
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-
|
57
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-
|
42
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+
def point(row_index, column_index)
|
43
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+
percent = ( (rand(10).to_f / 1000) ) - ( (rand(10).to_f / 850) ) + 1
|
44
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+
# increase the value
|
45
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+
trending_point[column_index] ||= column_index * column_index + 10
|
46
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+
trending_point[column_index] = trending_point[column_index] * percent
|
47
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+
# increase
|
48
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+
nils ? nil : trending_point[column_index]
|
49
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+
end
|
58
50
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|
59
|
-
|
60
|
-
|
61
|
-
|
51
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+
def trending_point
|
52
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+
@trending_point ||= {}
|
53
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+
end
|
62
54
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|
63
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-
|
64
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-
|
65
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-
|
55
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+
def nils
|
56
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+
@nils == false ? false : rand(6) == 1
|
57
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+
end
|
66
58
|
|
67
|
-
|
68
|
-
|
69
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-
|
59
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+
def frequencies
|
60
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+
{daily: 1, weekly: 7, monthly: 30, quarterly: 90, annual: 365}
|
61
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+
end
|
70
62
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|
71
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-
|
72
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-
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73
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-
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74
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-
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75
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-
|
76
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-
|
77
|
-
|
78
|
-
|
79
|
-
|
63
|
+
def default_options
|
64
|
+
{
|
65
|
+
offset: 1,
|
66
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+
rows: 20 + rand(100),
|
67
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+
columns: 2 + rand(4),
|
68
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+
frequency: :daily,
|
69
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+
monkey: 6
|
70
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+
}
|
71
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+
end
|
80
72
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|
81
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-
|
82
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-
|
83
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-
|
73
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+
def attributes
|
74
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+
@attributes ||= {}
|
75
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+
end
|
84
76
|
|
85
|
-
|
86
|
-
|
87
|
-
|
88
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-
|
77
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+
def attributes=(attrs)
|
78
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+
assign_attributes(attrs)
|
79
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+
attributes
|
80
|
+
end
|
89
81
|
|
90
|
-
|
91
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-
|
92
|
-
|
93
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-
|
94
|
-
end
|
82
|
+
# mass assignment protection
|
83
|
+
def assign_attributes(attrs)
|
84
|
+
attrs.each do |name, value|
|
85
|
+
self.send("#{name}=", value) if self.respond_to?("#{name}=")
|
95
86
|
end
|
96
|
-
|
97
87
|
end
|
98
|
-
|
99
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-
end
|
100
|
-
end
|
88
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+
|
101
89
|
end
|
data/lib/quandl/fabricate.rb
CHANGED
@@ -1,12 +1,12 @@
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|
1
1
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# encoding: utf-8
|
2
2
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require 'spec_helper'
|
3
3
|
|
4
|
-
describe Quandl::Fabricate::Data
|
4
|
+
describe Quandl::Fabricate::Data do
|
5
5
|
|
6
|
-
let(:data){ Quandl::Fabricate::Data
|
6
|
+
let(:data){ Quandl::Fabricate::Data.rand( rows: 4, columns: 5, nils: false ) }
|
7
7
|
subject{ data }
|
8
8
|
|
9
|
-
it{ should be_a Quandl::Data
|
9
|
+
it{ should be_a Quandl::Data }
|
10
10
|
its(:count){ should eq 4 }
|
11
11
|
|
12
12
|
describe "#first" do
|
@@ -1,14 +1,14 @@
|
|
1
1
|
# encoding: utf-8
|
2
2
|
require 'spec_helper'
|
3
3
|
|
4
|
-
describe Quandl::Data
|
5
|
-
subject { Quandl::Data
|
4
|
+
describe Quandl::Data do
|
5
|
+
subject { Quandl::Fabricate::Data.rand( nils: false, rows: 4, columns: 4 ) }
|
6
6
|
|
7
7
|
its(:to_h){ should be_a Hash }
|
8
8
|
its(:count){ should eq 4 }
|
9
9
|
|
10
10
|
it "should parse csv" do
|
11
|
-
Quandl::Data
|
11
|
+
Quandl::Data.new(subject.to_csv).count.should eq 4
|
12
12
|
end
|
13
13
|
|
14
14
|
it "should convert to julian dates" do
|
@@ -23,14 +23,19 @@ describe Quandl::Data::Table do
|
|
23
23
|
date_data.first.first.should be_a Date
|
24
24
|
end
|
25
25
|
|
26
|
-
|
27
|
-
|
28
|
-
|
29
|
-
|
30
|
-
|
31
|
-
|
32
|
-
|
33
|
-
|
26
|
+
describe "#transform" do
|
27
|
+
it "should rdiff" do
|
28
|
+
value = subject.first[1]
|
29
|
+
subject.transform(:rdiff).first[1].should_not eq value
|
30
|
+
end
|
31
|
+
it "should rdiff_from" do
|
32
|
+
data = Quandl::Data.new([[1,3,5],[4,5,4],[5,15,20]])
|
33
|
+
data.transform(:rdiff_from).should eq [[1,4,3],[4,2,4],[5,0,0]]
|
34
|
+
end
|
35
|
+
it "should cumul" do
|
36
|
+
data = Quandl::Data.new( [[1000, 10], [1001, 20], [1002, 30]] )
|
37
|
+
data.transform(:cumul).should eq [[1000, 10], [1001, 30], [1002, 60]]
|
38
|
+
end
|
34
39
|
end
|
35
40
|
|
36
41
|
it "should collapse the data" do
|
@@ -50,8 +55,8 @@ describe Quandl::Data::Table do
|
|
50
55
|
data.should eq subject
|
51
56
|
end
|
52
57
|
|
53
|
-
it "should output csv when initialized with a Data
|
54
|
-
Quandl::Data
|
58
|
+
it "should output csv when initialized with a Quandl::Data" do
|
59
|
+
Quandl::Data.new( subject ).to_csv.should eq subject.to_csv
|
55
60
|
end
|
56
61
|
|
57
62
|
end
|
@@ -79,7 +84,7 @@ describe Quandl::Data::Table do
|
|
79
84
|
describe "trim_end" do
|
80
85
|
|
81
86
|
it "should delete everything after trim_end" do
|
82
|
-
data = Quandl::Data
|
87
|
+
data = Quandl::Fabricate::Data.rand( nils: false, rows: 10, columns: 1 ).sort_descending
|
83
88
|
date = data[1][0]
|
84
89
|
data.trim_end!(date)
|
85
90
|
data.data_array.should be_a Array
|
@@ -105,7 +110,7 @@ describe Quandl::Data::Table do
|
|
105
110
|
describe "trim_start" do
|
106
111
|
|
107
112
|
it "should delete everything before trim_start" do
|
108
|
-
data = Quandl::Data
|
113
|
+
data = Quandl::Fabricate::Data.rand( nils: false, rows: 10, columns: 1 ).sort_descending
|
109
114
|
date = data[-2][0]
|
110
115
|
data.trim_start(date).count.should eq 9
|
111
116
|
end
|
metadata
CHANGED
@@ -1,7 +1,7 @@
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
2
2
|
name: quandl_data
|
3
3
|
version: !ruby/object:Gem::Version
|
4
|
-
version: 0.
|
4
|
+
version: 1.0.0
|
5
5
|
prerelease:
|
6
6
|
platform: ruby
|
7
7
|
authors:
|
@@ -9,7 +9,7 @@ authors:
|
|
9
9
|
autorequire:
|
10
10
|
bindir: bin
|
11
11
|
cert_chain: []
|
12
|
-
date: 2013-
|
12
|
+
date: 2013-10-29 00:00:00.000000000 Z
|
13
13
|
dependencies:
|
14
14
|
- !ruby/object:Gem::Dependency
|
15
15
|
name: rake
|
@@ -140,10 +140,9 @@ files:
|
|
140
140
|
- Rakefile
|
141
141
|
- UPGRADE.md
|
142
142
|
- lib/quandl/data.rb
|
143
|
-
- lib/quandl/data/
|
144
|
-
- lib/quandl/data/
|
145
|
-
- lib/quandl/data/
|
146
|
-
- lib/quandl/data/table/operations.rb
|
143
|
+
- lib/quandl/data/enumerator.rb
|
144
|
+
- lib/quandl/data/logging.rb
|
145
|
+
- lib/quandl/data/operations.rb
|
147
146
|
- lib/quandl/data/version.rb
|
148
147
|
- lib/quandl/fabricate.rb
|
149
148
|
- lib/quandl/fabricate/data.rb
|
data/lib/quandl/data/random.rb
DELETED
@@ -1,16 +0,0 @@
|
|
1
|
-
require 'quandl/data/table/operations'
|
2
|
-
|
3
|
-
module Quandl
|
4
|
-
module Data
|
5
|
-
|
6
|
-
class Random
|
7
|
-
|
8
|
-
def self.table(*args)
|
9
|
-
warn "[DEPRECATION] `Quandl::Data::Random.table` is deprecated. Please use `Quandl::Fabricate::Data::Table` instead."
|
10
|
-
Quandl::Fabricate::Data::Table.rand(*args)
|
11
|
-
end
|
12
|
-
|
13
|
-
end
|
14
|
-
|
15
|
-
end
|
16
|
-
end
|
@@ -1,21 +0,0 @@
|
|
1
|
-
module Quandl
|
2
|
-
module Data
|
3
|
-
class Table
|
4
|
-
|
5
|
-
module Loggable
|
6
|
-
|
7
|
-
extend ActiveSupport::Concern
|
8
|
-
|
9
|
-
def to_h
|
10
|
-
Quandl::Logger.info_with_elapsed("Quandl::Data::Table.to_h"){ super }
|
11
|
-
end
|
12
|
-
|
13
|
-
def to_csv
|
14
|
-
Quandl::Logger.info_with_elapsed("Quandl::Data::Table.to_csv"){ super }
|
15
|
-
end
|
16
|
-
|
17
|
-
end
|
18
|
-
|
19
|
-
end
|
20
|
-
end
|
21
|
-
end
|