quandl_operation 0.1.0 → 0.1.2

checksums.yaml

@@ -0,0 +1,7 @@
+---
+SHA1:
+  metadata.gz: 0d8410610bcbdd3049efc55fef6de5e2fe284203
+  data.tar.gz: d8d867b424f11cd70c3eaefa0bfff4c6e369aa28
+SHA512:
+  metadata.gz: 50637635dfbbe29e86534939cf1dec6082a558328b03c7492ae2274724c98ed35eb534c0d78f1766a41768852f3d906e9fc7ebea929fe0d271ba594bbab82ee0
+  data.tar.gz: b49dc76071b6a7241b54aa990da463b330f18a5e1bada0c08d43b48e1307d82ec245ff8822be6a3ed283bb6e4051cd98af6d1d8590c21290b4b500cf26dbf59c

data/lib/quandl/operation/transform.rb

@@ -23,7 +23,7 @@ class Transform
     end
     
     def valid_transformations
-      [ :diff, :rdiff, :cumul, :normalize ]
+      [ :diff, :rdiff, :cumul, :normalize, :rdiff_from ]
     end
   
     def transform( data, type)
@@ -31,6 +31,7 @@ class Transform
       #Transforms table from actual data points
       #to differences between points (:diff)
       #or a ratio between points(:rdiff)
+      #or a ratio between the latest point and an earlier point (:rdiff_from)
       #If type is other than these two, nothing is done.
     
       # ensure that type is in the expected format
@@ -103,6 +104,30 @@ class Transform
 
         #delete the first date in datapac (because there is no diff for that)
         data.delete_at(0)
+      elsif type == :rdiff_from
+        num_rows = keylist.length - 1 
+        initial = Array.new(numcols,nil)
+        num_rows.downto(0) do |i|
+          temparr[i] = []
+          curr_row = data[i][1..-1]
+          0.upto(numcols-1) do |x|
+            if curr_row[x].nil?
+              temparr[i][x] = nil
+            elsif initial[x].nil?
+              initial[x] = curr_row[x]
+              temparr[i][x] = 0.0
+            elsif curr_row[x] == 0
+              temparr[i][x] = nil
+            else
+              temparr[i][x] = ( Float(initial[x]) - Float(curr_row[x]) ) / Float(curr_row[x]) 
+            end
+          end
+        end
+
+
+        0.upto(keylist.length-1) do |i|
+          data[i] = [keylist[i], temparr[i]].flatten
+        end
       else
         data = Parse.sort( data, :desc )
         cumulsum = Array.new(numcols,0)

data/lib/quandl/operation/version.rb

@@ -1,5 +1,5 @@
 module Quandl
 module Operation
-  VERSION = "0.1.0"
+  VERSION = "0.1.2"
 end
 end

data/spec/quandl/operation/transform_spec.rb

@@ -0,0 +1,16 @@
+# encoding: utf-8
+require 'spec_helper'
+
+describe Quandl::Operation::Transform do
+
+  context "rdiff_from" do
+    
+    it "should transform the data correctly" do
+      data = [[1,3,5],[4,5,4],[5,15,20]]
+      result = Quandl::Operation::Transform.perform(data, :rdiff_from)
+      result.should eq [[1,4,3],[4,2,4],[5,0,0]]
+    end
+    
+  end
+
+end

metadata

@@ -1,8 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: quandl_operation
 version: !ruby/object:Gem::Version
-  version: 0.1.0
-  prerelease: 
+  version: 0.1.2
 platform: ruby
 authors:
 - Blake Hilscher
@@ -14,7 +13,6 @@ dependencies:
 - !ruby/object:Gem::Dependency
   name: rake
   requirement: !ruby/object:Gem::Requirement
-    none: false
     requirements:
     - - ~>
       - !ruby/object:Gem::Version
@@ -22,7 +20,6 @@ dependencies:
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
-    none: false
     requirements:
     - - ~>
       - !ruby/object:Gem::Version
@@ -30,7 +27,6 @@ dependencies:
 - !ruby/object:Gem::Dependency
   name: rspec
   requirement: !ruby/object:Gem::Requirement
-    none: false
     requirements:
     - - ~>
       - !ruby/object:Gem::Version
@@ -38,7 +34,6 @@ dependencies:
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
-    none: false
     requirements:
     - - ~>
       - !ruby/object:Gem::Version
@@ -46,7 +41,6 @@ dependencies:
 - !ruby/object:Gem::Dependency
   name: fivemat
   requirement: !ruby/object:Gem::Requirement
-    none: false
     requirements:
     - - ~>
       - !ruby/object:Gem::Version
@@ -54,7 +48,6 @@ dependencies:
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
-    none: false
     requirements:
     - - ~>
       - !ruby/object:Gem::Version
@@ -62,33 +55,29 @@ dependencies:
 - !ruby/object:Gem::Dependency
   name: activesupport
   requirement: !ruby/object:Gem::Requirement
-    none: false
     requirements:
-    - - ! '>='
+    - - '>='
       - !ruby/object:Gem::Version
         version: 3.0.0
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
-    none: false
     requirements:
-    - - ! '>='
+    - - '>='
       - !ruby/object:Gem::Version
         version: 3.0.0
 - !ruby/object:Gem::Dependency
   name: quandl_logger
   requirement: !ruby/object:Gem::Requirement
-    none: false
     requirements:
-    - - ! '>='
+    - - '>='
       - !ruby/object:Gem::Version
         version: 0.0.3
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
-    none: false
     requirements:
-    - - ! '>='
+    - - '>='
       - !ruby/object:Gem::Version
         version: 0.0.3
 description: Data will be operated
@@ -120,32 +109,33 @@ files:
 - lib/quandl/operation/version.rb
 - quandl_operation.gemspec
 - spec/quandl/operation/collapse_spec.rb
+- spec/quandl/operation/transform_spec.rb
 - spec/spec_helper.rb
 homepage: http://blake.hilscher.ca/
 licenses:
 - MIT
+metadata: {}
 post_install_message: 
 rdoc_options: []
 require_paths:
 - lib
 required_ruby_version: !ruby/object:Gem::Requirement
-  none: false
   requirements:
-  - - ! '>='
+  - - '>='
     - !ruby/object:Gem::Version
       version: '0'
 required_rubygems_version: !ruby/object:Gem::Requirement
-  none: false
   requirements:
-  - - ! '>='
+  - - '>='
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
 rubyforge_project: 
-rubygems_version: 1.8.25
+rubygems_version: 2.0.5
 signing_key: 
-specification_version: 3
+specification_version: 4
 summary: For altering data
 test_files:
 - spec/quandl/operation/collapse_spec.rb
+- spec/quandl/operation/transform_spec.rb
 - spec/spec_helper.rb