quandl_operation 0.3.0 → 0.3.1

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@@ -1,7 +1,7 @@
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data/UPGRADE.md

@@ -1,3 +1,10 @@
+## 0.3.1
+
+* value precision should ignore nils
+* add Operation::Value with Value.precision for setting data value precision
+* refactor collapse operation to expect Date
+
+
 ## 0.3.0
 
 * extract Parse to Quandl::Data. Add Sort

data/lib/quandl/operation.rb

@@ -13,8 +13,8 @@ require 'quandl/operation/core_ext'
 require 'quandl/operation/collapse'
 require 'quandl/operation/transform'
 require 'quandl/operation/sort'
-require 'quandl/operation/errors'
 require 'quandl/operation/qdate'
+require 'quandl/operation/value'
 
 module Quandl
 module Operation

data/lib/quandl/operation/collapse.rb

@@ -105,7 +105,7 @@ class Collapse
     end
   
     def find_end_of_range(date, frequency)
-      Date.jd(date).end_of_frequency(frequency).jd
+      date.end_of_frequency(frequency)
     end
   
     def find_each_index(array, find)

data/lib/quandl/operation/transform.rb

@@ -18,6 +18,7 @@ class Transform
       # return to original order
       data = Sort.desc(data) if order == :desc
       # onwards
+      data = Value.precision(data, 14)
       data
     end
     

data/lib/quandl/operation/value.rb

@@ -0,0 +1,23 @@
+module Quandl
+module Operation
+class Value
+  
+  class << self
+    
+    def precision(data, prec=14)
+      r = []
+      data.each do |row|
+        new_row = [row[0]]
+        row[1..-1].each do |v|
+          new_row << (v.nil? ? v : Float("%.#{prec}g" % v))
+        end
+        r << new_row
+      end
+      r
+    end
+    
+  end
+
+end
+end
+end

data/lib/quandl/operation/version.rb

@@ -1,5 +1,5 @@
 module Quandl
 module Operation
-  VERSION = "0.3.0"
+  VERSION = "0.3.1"
 end
 end

data/spec/lib/quandl/operation/collapse_spec.rb

@@ -36,7 +36,7 @@ describe Quandl::Operation::Collapse do
   end
   
   def table_range(from, to, columns = 1)
-    days = to - from
+    days = (to - from).to_i
     r = days.times.collect do |i|
       [ from + i ] + columns.times.collect{(rand(1000) * 0.7) + i}
     end
@@ -46,17 +46,14 @@ describe Quandl::Operation::Collapse do
   describe ".perform" do
   
     let(:data){
-      [[2456537, 56.2, nil, nil], [2456518, 55.7, nil, nil], [2456506, nil, 136133.0, nil], 
-       [2456487, 55.4, nil, nil], [2456475, nil, 135964.0, nil], 
-       [2456457, 50.9, nil, nil], [2456445, nil, 135860.0, nil]]
+      [[Date.parse("2013-09-01"), 56.2, nil, nil], [Date.parse("2013-08-13"), 55.7, nil, nil], 
+       [Date.parse("2013-08-01"), nil, 136133.0, nil], [Date.parse("2013-07-13"), 55.4, nil, nil], 
+       [Date.parse("2013-07-01"), nil, 135964.0, nil], [Date.parse("2013-06-13"), 50.9, nil, nil], [Date.parse("2013-06-01"), nil, 135860.0, nil]]
     }
     
     it "should collapse data with nils" do
-      subject.perform(data, :monthly).should eq [
-        [2456566, 56.2, nil, nil], 
-        [2456536, 55.7, 136133.0, nil], 
-        [2456505, 55.4, 135964.0, nil], 
-        [2456474, 50.9, 135860.0, nil]]
+      subject.perform(data, :monthly).should eq [[Date.parse("2013-09-30"), 56.2, nil, nil], [Date.parse("2013-08-31"), 55.7, 136133.0, nil], 
+      [Date.parse("2013-07-31"), 55.4, 135964.0, nil], [Date.parse("2013-06-30"), 50.9, 135860.0, nil]]
     end
     
     it "should handle empty data" do
@@ -73,29 +70,29 @@ describe Quandl::Operation::Collapse do
     
     it 'should handle data sets with one data point only' do
     
-      data = [[ 2455875, 42 ]]
-      subject.collapse( data, :daily).should eq [[2455875, 42]]
-      subject.collapse( data, :weekly).should eq [[2455879, 42]]
-      subject.collapse( data, :monthly).should eq [[2455896, 42]]
-      subject.collapse( data, :quarterly).should eq [[2455927, 42]]
-      subject.collapse( data, :annual).should eq [[2455927, 42]]
+      data = [[ Date.parse('2011-11-09'), 42 ]]
+      subject.collapse( data, :daily).should eq [[Date.parse('2011-11-09'), 42]]
+      subject.collapse( data, :weekly).should eq [[Date.parse('2011-11-13'), 42]]
+      subject.collapse( data, :monthly).should eq [[Date.parse('2011-11-30'), 42]]
+      subject.collapse( data, :quarterly).should eq [[Date.parse('2011-12-31'), 42]]
+      subject.collapse( data, :annual).should eq [[Date.parse('2011-12-31'), 42]]
     
     end
   
     it 'should handle data sets with only two data points, 1 day apart' do
     
-      data = [[ Date.parse('2011-11-09').jd, 20111109 ],[ Date.parse('2011-11-10').jd, 20111110 ]]
+      data = [[ Date.parse('2011-11-09'), 20111109 ],[ Date.parse('2011-11-10'), 20111110 ]]
     
       subject.collapse(data, :daily).should eq data
-      subject.collapse(data, :weekly).should eq [[ 2455879, 20111110 ]]
-      subject.collapse(data, :monthly).should eq [[ 2455896, 20111110 ]]
-      subject.collapse(data, :quarterly).should eq [[ 2455927, 20111110 ]]
-      subject.collapse(data, :annual).should eq [[ 2455927, 20111110 ]]
+      subject.collapse(data, :weekly).should eq [[ Date.parse('2011-11-13'), 20111110 ]]
+      subject.collapse(data, :monthly).should eq [[ Date.parse('2011-11-30'), 20111110 ]]
+      subject.collapse(data, :quarterly).should eq [[ Date.parse('2011-12-31'), 20111110 ]]
+      subject.collapse(data, :annual).should eq [[ Date.parse('2011-12-31'), 20111110 ]]
     
     end
   
     it 'should handle data sets one year of daily data' do
-      data = table_range Date.parse('Jan 1, 2011').jd, Date.parse('Dec 31, 2011').jd, 2
+      data = table_range Date.parse('Jan 1, 2011'), Date.parse('Dec 31, 2011'), 2
       data.count.should eq 364
       subject.collapse( data, :daily ).count.should eq 364
       subject.collapse( data, :weekly ).count.should eq 53

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: quandl_operation
 version: !ruby/object:Gem::Version
-  version: 0.3.0
+  version: 0.3.1
 platform: ruby
 authors:
 - Blake Hilscher
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2013-12-06 00:00:00.000000000 Z
+date: 2013-12-08 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: quandl_logger
@@ -176,10 +176,10 @@ files:
 - lib/quandl/operation/core_ext/float.rb
 - lib/quandl/operation/core_ext/string.rb
 - lib/quandl/operation/core_ext/time.rb
-- lib/quandl/operation/errors.rb
 - lib/quandl/operation/qdate.rb
 - lib/quandl/operation/sort.rb
 - lib/quandl/operation/transform.rb
+- lib/quandl/operation/value.rb
 - lib/quandl/operation/version.rb
 - quandl_operation.gemspec
 - spec/lib/quandl/operation/collapse_spec.rb

data/lib/quandl/operation/errors.rb

@@ -1,5 +0,0 @@
-module Quandl::Operation::Errors
-  
-  class UnknownDateFormat < StandardError; end
-  
-end