quandl_data 1.1.4 → 1.2.0

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA1:
-  metadata.gz: 958d50ad8ae3e144a7f548f1aeff3c84b4c72ed7
-  data.tar.gz: 31971a6c8c2e5210ab4d38fd6b814bfa35873ca2
+  metadata.gz: 531239319943ec14302a42ec95e37051f12245b1
+  data.tar.gz: c39862a0af85567a8ebf362d72e788ad4985ef7b
 SHA512:
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+  data.tar.gz: 6607ba39d562621fa5df10156142724669bfa72574260eb2bbf038ebd5db448764b3045300f07cf47618605c79c18cd1f8bd24dee94a0b67aaee48bdd7706b1e

data/.gitignore

@@ -3,4 +3,5 @@
 /tmp
 *.gem
 *.log
-coverage/*
+coverage/*
+.rvmrc

data/Gemfile

@@ -1,2 +1,9 @@
 source "https://rubygems.org"
 gemspec
+
+use_local_gems = ENV['BUNDLE_LOCAL_GEMS'] == "true" && ENV['BUNDLE_LOCAL_DIR']
+local_gem_dir = ENV['BUNDLE_LOCAL_DIR']
+
+if use_local_gems
+  gem 'quandl_operation', path: "#{local_gem_dir}/quandl/operation"
+end

data/UPGRADE.md

@@ -1,3 +1,8 @@
+## 1.2.0
+
+* bump quandl_operation, data now defaults to return Dates instead of Julian Dates
+
+
 ## 1.1.4
 
 * force incoming data to_a if it is kind_of Quandl::Data

data/lib/quandl/data/enumerator.rb

@@ -42,4 +42,12 @@ module Quandl::Data::Enumerator
     end
   end
   
+  protected
+  
+  def parse(data)
+    data = data.to_a if data.respond_to?(:to_a) && data.is_a?(Quandl::Data)
+    data = Quandl::Operation::Parse.perform( data )
+    data
+  end
+  
 end

data/lib/quandl/data/operations.rb

@@ -10,10 +10,8 @@ module Quandl::Data::Operations
     end
     
     def operations
-      [
-        :to_csv, :to_jd, :to_date, :sort_order, :sort_ascending, 
-        :sort_descending, :transform, :collapse, :frequency, :parse
-      ]
+      [ :to_csv, :to_jd, :to_date, :sort_order, :sort_ascending, 
+        :sort_descending, :transform, :collapse, :frequency, :parse ]
     end
     
   end
@@ -32,64 +30,38 @@ module Quandl::Data::Operations
     return ''
   end
   
-  def to_jd
-    Quandl::Data.new( Parse.date_to_julian( data_array ), frequency: frequency )
-  end
   def to_jd!
-    @data_array = Parse.date_to_julian( data_array )
-    self
+    @data_array = Parse.to_jd( data_array ); self
   end
-
+  
   def to_date!
-    @data_array = to_date.data_array
-    self
-  end
-  def to_date
-    Quandl::Data.new( Parse.julian_to_date( data_array ) )
+    @data_array = Parse.to_date( data_array ); self
   end
   
-  def trim_start!(trim_date)
-    @data_array = trim_start(trim_date).data_array
-    self
-  end
-  def trim_start(trim_date)
+  def trim_start!(date)
     # date format
-    trim_date = Date.parse(trim_date) if trim_date.is_a?(String)
-    trim_date = trim_date.jd if trim_date.respond_to?(:jd)
-    # find index
-    return self unless trim_date.is_a?(Integer)
+    date = Quandl::Operation::QDate.parse(date)
     # reject rows with dates less than
-    data = sort_descending.delete_if do |row|
+    @data_array = to_date!.sort_descending!.delete_if do |row|
       row_date = row[0]
-      row_date < trim_date
+      row_date < date
     end
-    Quandl::Data.new(data)
-  end
-  
-  def trim_end!(trim_date)
-    @data_array = trim_end(trim_date).data_array
     self
   end
-  def trim_end(trim_date)
+  
+  def trim_end!(date)
     # date format
-    trim_date = Date.parse(trim_date) if trim_date.is_a?(String)
-    trim_date = trim_date.jd if trim_date.respond_to?(:jd)
-    # find index
-    return self unless trim_date.is_a?(Integer)
+    date = Quandl::Operation::QDate.parse(date)
     # reject rows with dates less than
-    data = sort_descending.delete_if do |row|
+    @data_array = to_date!.sort_descending!.delete_if do |row|
       row_date = row[0]
-      row_date > trim_date
+      row_date > date
     end
-    Quandl::Data.new(data)
+    self
   end
   
   def limit!(amount)
-    @data_array = limit(amount).data_array
-    self
-  end
-  def limit(amount)
-    Quandl::Data.new( data_array[0..( amount.to_i - 1 )] )
+    @data_array = data_array[0..( amount.to_i - 1 )]; self
   end
   
   def sort_order(dir)
@@ -97,19 +69,11 @@ module Quandl::Data::Operations
   end
   
   def sort_ascending!
-    @data_array = sort_ascending.data_array
-    self
-  end
-  def sort_ascending
-    Quandl::Data.new( Parse.sort( data_array.dup, :asc ), frequency: frequency )
+    @data_array = Parse.sort_asc( data_array ); self
   end
 
   def sort_descending!
-    @data_array = sort_descending.data_array
-    self
-  end
-  def sort_descending
-    Quandl::Data.new( Parse.sort( data_array.dup, :desc ), frequency: frequency )
+    @data_array = Parse.sort_desc( data_array ); self
   end
   
   def transform(*args)
@@ -139,13 +103,32 @@ module Quandl::Data::Operations
     @frequency ||= Collapse.frequency?( data_array )
   end
   def frequency=(value)
-    @frequency = value.to_sym
+    @frequency = value.to_sym if value.present?
   end
   
-  def parse(data)
-    data = data.to_a if data.respond_to?(:to_a) && data.is_a?(Quandl::Data)
-    data = Parse.perform( data )
-    data
+  def clone
+    Quandl::Data.new( data_array.dup )
   end
   
+  def to_jd
+    clone.to_jd!
+  end
+  def to_date
+    clone.to_date!
+  end
+  def trim_start(date)
+    clone.trim_start!(date)
+  end
+  def trim_end(date)
+    clone.trim_end!(date)
+  end
+  def limit(amount)
+    clone.limit!(amount)
+  end
+  def sort_ascending
+    clone.sort_ascending!
+  end
+  def sort_descending
+    clone.sort_descending!
+  end
 end

data/lib/quandl/data/version.rb

@@ -1,5 +1,5 @@
 module Quandl
 class Data
-  VERSION = "1.1.4"
+  VERSION = "1.2.0"
 end
 end

data/lib/quandl/fabricate/data.rb

@@ -38,7 +38,7 @@ class Data
   end
 
   def date(index)
-    (Date.today - ( index * ( frequencies[frequency] ) - offset )).jd
+    (Date.today - ( index * ( frequencies[frequency] ) - offset ))
   end
 
   def point(row_index, column_index)

data/quandl_data.gemspec

@@ -26,5 +26,5 @@ Gem::Specification.new do |s|
   s.add_development_dependency "guard-rspec"
 
   s.add_runtime_dependency "activesupport", ">= 3.0.0"
-  s.add_runtime_dependency "quandl_operation", "~> 0.1"
+  s.add_runtime_dependency "quandl_operation", "~> 0.2"
 end

data/spec/lib/fabricate/data_spec.rb

@@ -13,7 +13,7 @@ describe Quandl::Fabricate::Data do
     subject{ data.first }
     its(:count){ should eq 6 }
     
-    its([0]){ should be_a Integer }
+    its([0]){ should be_a Date }
     
     [1,2,3,4,5].each do |i|
       its([i]){ should be_a Float }

data/spec/lib/quandl/data/enumerator_spec.rb

@@ -24,6 +24,11 @@ describe Quandl::Data::Enumerator do
         }
         subject{ Quandl::Data.new(raw.clone) }
         
+        it "subject.to_jd.first.first" do
+          # binding.pry if date_format == nil && format == :to_csv
+          puts subject.to_jd.first.first
+        end
+        
         its('to_jd.first.first'){ should be_a Integer }
         its('to_date.first.first'){ should be_a Date }
     

data/spec/lib/quandl/data/operations_spec.rb

@@ -54,12 +54,12 @@ describe Quandl::Data::Operations do
       subject.transform(:rdiff).first[1].should_not eq value
     end
     it "should rdiff_from" do
-      data = Quandl::Data.new([[1,3,5],[4,5,4],[5,15,20]])
-      data.transform(:rdiff_from).should eq [[1,4,3],[4,2,4],[5,0,0]]
+      data = Quandl::Data.new([[2456624,3,5],[2456625,5,4],[2456626,15,20]])
+      data.transform(:rdiff_from).to_jd.should eq [[2456624,4,3],[2456625,2,4],[2456626,0,0]]
     end
     it "should cumul" do
-      data = Quandl::Data.new( [[1000, 10], [1001, 20], [1002, 30]] )
-      data.transform(:cumul).should eq [[1000, 10], [1001, 30], [1002, 60]]
+      data = Quandl::Data.new( [[2456624, 10], [2456625, 20], [2456626, 30]] )
+      data.transform(:cumul).to_jd.should eq [[2456624, 10], [2456625, 30], [2456626, 60]]
     end
   end
   
@@ -79,7 +79,7 @@ describe Quandl::Data::Operations do
   
   describe "#as_json" do
     it "should be a representation of data_array" do
-      subject.as_json.should eq subject.data_array
+      subject.as_json.should eq subject.data_array.as_json
     end
   end
   
@@ -137,9 +137,21 @@ describe Quandl::Data::Operations do
     
     its(:to_csv){ should be_a String }
     
-    it "should output csv that is consistent with subject" do
-      data = CSV.parse( subject.to_csv ).collect{|r| r.collect{|v| v.to_f } }
-      data.should eq subject
+    it "should output jd csv that is consistent with subject" do
+      expected_data = subject.to_jd
+      data = CSV.parse( expected_data.to_csv ).collect{|r| r.collect{|v| v.to_f } }
+      data.should eq expected_data
+    end
+    
+    it "should output date csv that is consistent with subject" do
+      expected_data = subject.to_date
+      data = CSV.parse( expected_data.to_csv ).collect{|r|
+        date = Date.parse(r[0])
+        row = r[1..-1].collect{|v| v.to_f }
+        row.unshift(date)
+        row
+      }
+      data.should eq expected_data
     end
   
     it "should output csv when initialized with a Quandl::Data" do

data/spec/lib/quandl/data_spec.rb

@@ -0,0 +1,48 @@
+# encoding: utf-8
+require 'spec_helper'
+
+describe Quandl::Data do
+  
+  let(:csv1){"2012-12-31,20.0,10.0,35.0,35.0,20.0,28.0,30.0,25.0,0.0,0.0,27.5,25.0,18.0,33.99,0.0,25.0,0.0,10.0,22.0,34.0,10.0,20.0,26.0,0.0,18.5,25.0,33.0,30.0,20.0,27.5,10.0,19.0,25.0,29.0,23.0,25.0,21.0,30.0,28.0,24.5,33.33,0.0,29.48,10.0,20.0,31.0,0.0,35.0,16.5,19.0,20.0,32.45,25.0,12.5,0.0,25.0,31.4,33.33,38.01,0.0,14.0,20.0,30.0,24.2,15.0,15.0,20.0,12.5,15.0,28.8,12.0,10.0,30.0,25.0,35.0,15.0,30.0,9.0,32.0,34.0,25.0,28.0,30.0,28.0,12.0,35.0,25.0,30.0,10.0,30.0,30.0,19.0,25.0,10.0,16.0,20.0,0.0,27.0,20.0,10.0,17.0,19.0,18.0,34.55,30.0,28.0,0.0,34.5,35.0,26.3,21.17,28.0,17.0,30.0,23.0,25.0,30.0,20.0,30.0,21.0,55.0,24.0,40.0,25.0,0.0,34.0,25.0,20.0,35.0,25.75,29.02,33.0,22.89,20.5,28.3,28.6,22.6,25.25,24.43\n2011-12-31,20.0,10.0,35.0,35.0,20.0,28.0,30.0,25.0,0.0,0.0,27.5,25.0,24.0,33.99,0.0,0.0,0.0,10.0,22.0,34.0,10.0,20.0,28.0,0.0,20.0,25.0,33.0,30.0,20.0,34.5,10.0,19.0,25.0,29.0,24.0,20.0,21.0,0.0,28.0,26.0,33.33,0.0,29.37,10.0,20.0,31.0,0.0,35.0,16.5,19.0,20.0,32.44,25.0,12.5,0.0,24.0,31.4,33.33,40.69,0.0,14.0,20.0,0.0,22.0,15.0,15.0,20.0,12.5,15.0,28.8,12.0,10.0,0.0,25.0,35.0,15.0,30.0,9.0,32.0,34.0,25.0,28.0,30.0,28.0,12.0,35.0,25.0,30.0,10.0,30.0,30.0,19.0,25.0,10.0,16.0,20.0,0.0,27.0,20.0,10.0,17.0,19.0,20.0,34.55,30.0,28.0,0.0,34.5,35.0,26.3,21.17,28.0,17.0,30.0,30.0,0.0,30.0,20.0,30.0,25.0,55.0,26.0,40.0,25.0,0.0,34.0,25.0,20.0,35.0,25.75,28.55,34.0,23.1,20.88,29.02,28.6,22.8,25.5,24.52\n2010-12-31,20.0,10.0,35.0,35.0,20.0,28.0,30.0,25.0,0.0,0.0,27.5,25.0,24.0,33.99,0.0,25.0,0.0,10.0,25.0,34.0,10.0,20.0,31.0,0.0,17.0,25.0,33.0,30.0,20.0,0.0,10.0,19.0,25.0,25.0,25.0,20.0,21.0,0.0,28.0,26.0,33.33,0.0,29.41,22.0,24.0,31.0,0.0,25.0,16.5,19.0,18.0,33.99,25.0,12.5,0.0,25.0,31.4,33.33,40.69,0.0,14.0,20.0,0.0,24.2,15.0,15.0,40.0,0.0,15.0,28.59,12.0,10.0,0.0,25.0,35.0,15.0,30.0,9.0,32.0,0.0,25.5,30.0,30.0,28.0,12.0,35.0,27.5,30.0,10.0,30.0,30.0,19.0,25.0,10.0,16.0,20.0,0.0,27.0,20.0,10.0,17.0,19.0,20.0,34.55,30.0,35.0,0.0,0.0,15.0,26.3,21.17,28.0,17.0,30.0,30.0,0.0,30.0,20.0,30.0,25.0,55.0,28.0,40.0,25.0,0.0,34.0,25.0,35.0,35.0,25.75,28.38,35.5,23.96,21.52,27.52,29.0,23.04,25.79,24.71\n2009-12-31,20.0,10.0,35.0,35.0,20.0,28.0,30.0,25.0,0.0,0.0,27.5,25.0,24.0,33.99,0.0,0.0,0.0,10.0,25.0,34.0,10.0,0.0,33.0,0.0,17.0,25.0,33.0,30.0,20.0,0.0,10.0,20.0,25.0,25.0,25.0,20.0,21.0,0.0,29.0,26.0,33.33,0.0,29.44,27.0,25.0,31.0,0.0,30.0,16.5,16.0,15.0,33.99,28.0,12.5,0.0,26.0,31.4,33.33,40.69,0.0,25.0,20.0,0.0,24.2,15.0,15.0,40.0,0.0,20.0,28.59,12.0,10.0,0.0,25.0,35.0,15.0,28.0,9.0,32.0,0.0,25.5,30.0,30.0,28.0,12.0,35.0,30.0,30.0,10.0,30.0,30.0,19.0,25.0,35.0,16.0,20.0,0.0,27.0,20.0,10.0,18.0,19.0,21.0,34.55,30.0,35.0,0.0,0.0,15.0,26.3,21.17,28.0,25.0,30.0,30.0,0.0,30.0,20.0,30.0,25.0,55.0,28.0,40.0,25.0,0.0,34.0,25.0,35.0,35.0,30.9,28.75,36.5,25.73,21.7,27.96,29.2,23.22,25.73,25.4\n2008-12-31,20.0,10.0,35.0,35.0,20.0,28.0,30.0,25.0,0.0,0.0,30.0,25.0,24.0,33.99,0.0,0.0,0.0,10.0,25.0,34.0,10.0,0.0,33.5,0.0,17.0,25.0,33.0,30.0,20.0,0.0,10.0,21.0,25.0,25.0,25.0,20.0,21.0,0.0,31.0,26.0,33.33,0.0,29.51,33.0,25.0,31.0,0.0,30.0,16.5,16.0,15.0,33.99,30.0,12.5,0.0,27.0,31.4,33.33,40.69,0.0,25.0,30.0,0.0,27.5,55.0,15.0,40.0,0.0,15.0,29.63,12.0,10.0,0.0,26.0,35.0,15.0,28.0,9.0,32.0,0.0,25.5,30.0,30.0,28.0,12.0,35.0,30.0,30.0,10.0,30.0,35.0,19.0,25.0,35.0,16.0,24.0,0.0,27.0,20.0,10.0,18.0,19.0,22.0,34.55,30.0,35.0,0.0,0.0,15.0,28.0,21.17,28.0,25.0,0.0,30.0,0.0,30.0,20.0,30.0,25.0,55.0,30.0,40.0,25.0,0.0,34.0,28.0,35.0,35.0,30.9,28.65,36.75,27.99,22.0,27.96,29.6,23.29,26.08,26.12\n2007-12-31,20.0,20.0,35.0,35.0,20.0,28.0,30.0,25.0,0.0,0.0,30.0,25.0,24.0,33.99,0.0,0.0,0.0,10.0,25.0,34.0,10.0,0.0,36.1,0.0,17.0,33.0,34.0,30.0,20.0,0.0,10.0,24.0,25.0,25.0,25.0,20.0,22.0,0.0,31.0,26.0,33.33,0.0,38.36,35.0,25.0,31.0,0.0,30.0,17.5,16.0,18.0,33.99,30.0,12.5,0.0,29.0,37.25,33.33,40.69,0.0,25.0,30.0,0.0,27.5,55.0,15.0,40.0,0.0,15.0,29.63,12.0,12.0,0.0,27.0,35.0,22.5,28.0,9.0,32.0,0.0,25.5,33.0,30.0,28.0,12.0,35.0,30.0,30.0,10.0,30.0,35.0,19.0,25.0,35.0,16.0,24.0,0.0,27.0,20.0,10.0,20.0,19.0,23.0,36.89,32.5,35.0,0.0,0.0,30.0,28.0,21.32,28.0,25.0,0.0,30.0,0.0,30.0,20.0,30.0,25.0,55.0,30.0,40.0,30.0,0.0,34.0,28.0,35.0,35.0,30.9,30.56,38.05,28.46,23.01,28.3,30.2,24.11,27.08,26.96\n"}
+  let(:csv2) { "2012-03-07,,69.75,69.75,69.75,0.0,0.0,0.0\n2012-03-06,69.75,69.75,69.75,69.75,0.0,0.0,0.0\n2012-03-05,69.75,69.75,69.75,69.75,0.0,0.0,0.0\n2012-03-04,69.75,69.75,69.75,69.75,0.0,0.0,0.0\n2012-02-29,,69.75,69.75,69.75,0.0,0.0,0.0\n2012-02-28,69.75,69.75,69.75,69.75,0.0,0.0,0.0\n" }
+  let(:csv3) { "Date, Column 1, Column 2, C3, C4, C5, C6, C7\n 2012-03-07,,69.75,69.75,69.75,0.0,0.0,0.0\n2012-03-06,69.75,69.75,69.75,69.75,0.0,0.0,0.0\n2012-03-05,69.75,69.75,69.75,69.75,0.0,0.0,0.0\n2012-03-04,69.75,69.75,69.75,69.75,0.0,0.0,0.0\n2012-02-29,,69.75,69.75,69.75,0.0,0.0,0.0\n2012-02-28,69.75,69.75,69.75,69.75,0.0,0.0,0.0\n" }
+  
+  let(:data){ Quandl::Data.new(csv2) }
+  subject{ data }
+  
+  describe "#clone" do
+    subject{ data.clone }
+    it{ should be_a Quandl::Data }
+    it "should not alter original data" do
+      subject.collapse(:annual).to_a.should_not eq data.to_a
+    end
+  end
+  
+  context "csv" do
+    [:csv1, :csv2].each do |csv|
+    
+      let(:data){ Quandl::Data.new( self.send(csv) ) }
+      subject{ data }
+    
+      it "should have Float data" do
+        data.to_h.each do |date, values|
+          values.each do |value|
+            next if value.nil?
+            value.should be_a Float
+          end
+        end
+      end
+      
+    end
+    
+    it "csv3 should raise Quandl::Operation::Errors::UnknownDateFormat" do
+      expect { Quandl::Data.new( csv3 ).to_jd }.to raise_error Quandl::Operation::Errors::UnknownDateFormat
+    end
+  end
+  
+  [:to_jd, :sort_ascending, :sort_descending].each do |o1|
+    its("to_jd.#{o1}!"){ should_not eq subject }
+    its("#{o1}!"){ should eq subject }
+  end
+  
+end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: quandl_data
 version: !ruby/object:Gem::Version
-  version: 1.1.4
+  version: 1.2.0
 platform: ruby
 authors:
 - Blake Hilscher
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2013-11-20 00:00:00.000000000 Z
+date: 2013-11-28 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: rake
@@ -128,14 +128,14 @@ dependencies:
     requirements:
     - - ~>
       - !ruby/object:Gem::Version
-        version: '0.1'
+        version: '0.2'
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - ~>
       - !ruby/object:Gem::Version
-        version: '0.1'
+        version: '0.2'
 description: Data will be interfaced
 email:
 - blake@hilscher.ca
@@ -164,6 +164,7 @@ files:
 - spec/lib/fabricate/data_spec.rb
 - spec/lib/quandl/data/enumerator_spec.rb
 - spec/lib/quandl/data/operations_spec.rb
+- spec/lib/quandl/data_spec.rb
 - spec/spec_helper.rb
 homepage: http://blake.hilscher.ca/
 licenses:
@@ -193,4 +194,5 @@ test_files:
 - spec/lib/fabricate/data_spec.rb
 - spec/lib/quandl/data/enumerator_spec.rb
 - spec/lib/quandl/data/operations_spec.rb
+- spec/lib/quandl/data_spec.rb
 - spec/spec_helper.rb