roi_calculator 0.1.6 → 2.2.0

checksums.yaml

@@ -1,7 +1,7 @@
 ---
-SHA1:
-  metadata.gz: aa2c97345de8a5850cb277f0a4bad5ca2d3512f8
-  data.tar.gz: 46f5fea5dddadb7edcad096a2d65d42464d39dbc
+SHA256:
+  metadata.gz: 04b1f92abea56c262e66f32551040c1ec5e6bed8e42ae60cf1867d98b36fa7e0
+  data.tar.gz: 1d6d9209fe7152a599be99b6effa158696692d0faefd0e089a2b8352d478eed5
 SHA512:
-  metadata.gz: 61fde865b0bf5a8a7f2945a1abec2ee8ca878afa37672dc54486855aaeeb81271a49938d5a9147e4dd21550763057a223830d567e9f314ec5569604682a74a0f
-  data.tar.gz: adbe27a0753c207317ba7f80264cc5b75a0b528bce1474e9f582e4978c016d9ac1eb40da8a87c477c69b694876c56633bbdd472a79c7400927d09e650fd86fb3
+  metadata.gz: e3ea5605bdbcdee6a856dc0c900db73c26d403ee2f75074fec8599abb481625021aa14c7bc1301a83f50956427677ce5547744bb6a2dc576615bf8058df1e814
+  data.tar.gz: 117182e61665f1550ca3676933f2ba97358eae87425ceb0cf0f2affbb9b21789ec95e5277f2234614c4eb21032f3af2a74953ae547ef8193c2a77f37cb71e7df

data/.ruby-version

@@ -1 +1 @@
-ruby-2.2.5
+ruby-2.5.0

data/bitbucket-pipelines.yml

@@ -0,0 +1,21 @@
+image: ruby:2.5.0
+
+pipelines:
+  default:
+    - step:
+        script:
+          - git archive --remote=git@bitbucket.org:guideinvestimentos/rails_defaults.git HEAD .rubocop.yml | tar -x
+          - bundle install
+          - gem install rubocop
+          - rspec -fdoc
+          - rubocop .
+
+  branches:
+    master:
+      - step:
+          script:
+            - gem build roi_calculator.gemspec
+            - mkdir -p ~/.gem
+            - curl -u $RUBYGEMS_USERNAME:$RUBYGEMS_PASSWORD https://rubygems.org/api/v1/api_key.yaml > ~/.gem/credentials
+            - chmod 0600 ~/.gem/credentials
+            - gem push $(ls *.gem)

data/lib/roi.rb

@@ -1,7 +1,9 @@
-require "roi/rentability"
-require "roi/rentability_line"
-require "roi/rentability_periods"
-require "roi/financial_result"
+# frozen_string_literal: true
+
+require 'roi/rentability'
+require 'roi/rentability_line'
+require 'roi/rentability_periods'
+require 'roi/gross_profit'
 
 module ROI
 end

data/lib/roi/{financial_result.rb → gross_profit.rb}

@@ -1,9 +1,11 @@
-require "work_day"
-require "active_support"
-require "active_support/core_ext/date"
+# frozen_string_literal: true
+
+require 'work_day'
+require 'active_support'
+require 'active_support/core_ext/date'
 
 module ROI
-  class FinancialResult
+  class GrossProfit
     attr_reader :start_date, :end_date, :rentabilities
 
     def initialize(rentabilities, start_date, end_date)
@@ -14,7 +16,7 @@ module ROI
 
     def current_month
       scope_start = WorkDay.next_after(end_date.beginning_of_month, 0)
-      format_financial(scope_start, end_date)
+      format_gross_profit(scope_start, end_date)
     end
 
     def months(amount)
@@ -24,41 +26,43 @@ module ROI
 
     def current_year
       scope_start = WorkDay.next_after(end_date.beginning_of_year, 0)
-      format_financial(scope_start, end_date)
+      format_gross_profit(scope_start, end_date)
     end
 
     def years_ago(amount)
       scope_end = (end_date - amount.year).end_of_year
       scope_start = scope_end.beginning_of_year
-      format_financial(scope_start, scope_end)
+      format_gross_profit(scope_start, scope_end)
     end
 
     def portfolio
-      format_financial(start_date, end_date)
+      format_gross_profit(start_date, end_date)
     end
 
     private
+
     def scoped_rentabilities(scope_start, scope_end)
       rentabilities.values.select.each do |line|
-        line.date.between?(scope_start, scope_end)
+        line.reference_date.between?(scope_start, scope_end)
       end
     end
 
-    def format_financial(scope_start, scope_end)
+    def format_gross_profit(scope_start, scope_end)
       return unless scope_start && scope_end
+
       total = scoped_rentabilities(scope_start, scope_end).sum do |line|
-        line.try(:daily_result) || 0
+        line.try(:gross_profit) || 0
       end.round(2)
-      total != 0 ? total : nil
+      total.zero? ? nil : total
     end
 
     def check_gaps_and_format(scope_start, scope_end)
-      if scope_start >= start_date
-        scoped_rentabilities(scope_start, scope_end).each do |line|
-          return if line.try(:have_position) == false
-        end
-        format_financial(scope_start, scope_end)
+      return unless scope_start >= start_date
+
+      scoped_rentabilities(scope_start, scope_end).each do |line|
+        return nil if line.try(:have_position) == false
       end
+      format_gross_profit(scope_start, scope_end)
     end
   end
 end

data/lib/roi/rentability.rb

@@ -1,9 +1,11 @@
-require "memoist"
-require "roi/financial_result"
-require "roi/rentability_periods"
-require "math_util"
-require "active_support"
-require "active_support/core_ext"
+# frozen_string_literal: true
+
+require 'memoist'
+require 'roi/gross_profit'
+require 'roi/rentability_periods'
+require 'math_util'
+require 'active_support'
+require 'active_support/core_ext'
 
 module ROI
   class Rentability
@@ -20,20 +22,20 @@ module ROI
       post_initialize(options)
     end
 
-    def post_initialize(options)
-    end
+    def post_initialize(options); end
 
     def calculate
       parse_rentabilities
-      if @rentabilities.count > 0
+      if @rentabilities.count.positive?
         dates = @rentabilities.keys
-        @start_date, @end_date = [dates[0], dates[-1]]
+        @start_date = dates[0]
+        @end_date = dates[-1]
       end
       self
     end
 
-    def financial
-      FinancialResult.new(rentabilities, start_date, end_date)
+    def gross_profit
+      GrossProfit.new(rentabilities, start_date, end_date)
     end
 
     def dates_with_position
@@ -45,15 +47,14 @@ module ROI
       end_date ||= @end_date
 
       filtered = @rentabilities.values.select do |val|
-        val.date.between?(start_date, end_date)
+        val.reference_date.between?(start_date, end_date)
       end
       filtered.map(&:rentability).compact
     end
 
     def volatility(months_ago = nil)
-      _start = months_ago ?
-        (end_date - months_ago.months + 1.month).beginning_of_month : nil
-      (volatility_in_window(nil, _start).first || [])[1]
+      start = (end_date - months_ago.months + 1.month).beginning_of_month if months_ago
+      (volatility_in_window(nil, start).first || [])[1]
     end
 
     def volatility_in_window(days = nil, start_date = nil)
@@ -62,23 +63,21 @@ module ROI
 
       0.upto(filtered.size - days).map do |low|
         series = filtered.slice(low, days + 1)
-        vol = MathUtil.volatility(series)
-        date = dates_with_position.fetch(low + days) { dates_with_position.last }
-        [date, vol] if date
+        date =
+          dates_with_position.fetch(low + days) { dates_with_position.last }
+        [date, MathUtil.volatility(series)] if date
       end
     end
 
     def to_a
       dates_with_position.map do |date|
-        if @rentabilities[date]
-          [date.to_time.to_i, @rentabilities[date].share]
-        end
+        [date.strftime('%Y-%m-%d'), @rentabilities[date].quota - 1] if @rentabilities[date]
       end.compact
     end
 
     protected
-    def before_parse_rentabilities
-    end
+
+    def before_parse_rentabilities; end
 
     def work_days
       start_date && end_date ? WorkDay.between(start_date, end_date) : []
@@ -86,6 +85,7 @@ module ROI
     memoize :work_days
 
     private
+
     def parse_rentabilities
       @rentabilities = {}
       before_parse_rentabilities
@@ -99,10 +99,10 @@ module ROI
       last_value = rentabilities_source(last_date)
       return rentabilities unless this_value && last_value
 
-      last_share = rentabilities[last_date].try(:share) || 1
+      last_quota = rentabilities[last_date].try(:quota) || 1
       rentability = (this_value / last_value - 1).round(8)
-      new_share = (last_share * (1 + rentability)).round(8)
-      line = RentabilityLine.new(this_date, rentability, nil, new_share, true)
+      new_quota = (last_quota * (1 + rentability)).round(8)
+      line = RentabilityLine.new(this_date, rentability, new_quota, true)
       after_parse(this_date, last_date, rentabilities, line)
     end
   end

data/lib/roi/rentability_line.rb

@@ -1,21 +1,15 @@
-module ROI
-  class RentabilityLine < Struct.new(
-    :date, :rentability, :daily_result, :share, :have_position, :total_balance)
+# frozen_string_literal: true
 
-    def self.build(date: nil, share: 1, have_position: false)
-      self.new(date, nil, nil, share, have_position, nil)
-    end
+module ROI
+  class RentabilityLine
+    attr_reader :reference_date, :rentability,
+                :gross_profit, :quota, :have_position
 
-    def self.create(date, assets, last_balance, last_share)
-      line = build(date: date, share: last_share || 1)
-      line.total_balance = assets.map(&:value).inject(:+)
-      if last_balance.to_f > 0
-        line.daily_result = assets.map(&:daily_result).inject(:+)
-        line.rentability = line.daily_result / last_balance
-        line.share = (last_share * (1 + line.rentability)).round(8)
-        line.have_position = true
-      end
-      line
+    def initialize(reference_date, rentability, quota, have_position)
+      @reference_date = reference_date
+      @rentability = rentability
+      @quota = quota
+      @have_position = have_position
     end
   end
 end

data/lib/roi/rentability_periods.rb

@@ -1,4 +1,6 @@
-require "work_day"
+# frozen_string_literal: true
+
+require 'work_day'
 
 module ROI
   module RentabilityPeriods
@@ -13,8 +15,9 @@ module ROI
     end
 
     def months(amount, date = end_date)
-      scoped_start = WorkDay.last_until((date - amount.month).end_of_month)
-      scoped_end = adjust_end_date(date)
+      scoped_start =
+        WorkDay.last_until((date - (amount + 1).month).end_of_month)
+      scoped_end = adjust_end_date((date - 1.month).end_of_month)
       check_gaps_and_format(scoped_start, scoped_end)
     end
 
@@ -34,32 +37,41 @@ module ROI
     end
 
     private
+
     def adjust_start_date(date)
       [start_date, date].compact.max
     end
 
     def adjust_end_date(date)
-      WorkDay.last_until(date.strftime("%Y-%m") == end_date.strftime("%Y-%m") ?
-        end_date : date.end_of_month)
+      scoped_end =
+        if date.strftime('%Y-%m') == end_date.strftime('%Y-%m')
+          end_date
+        else
+          date.end_of_month
+        end
+      WorkDay.last_until(scoped_end)
     end
 
     def format(start_date, end_date)
       scoped_start, scoped_end = rentabilities.values_at(start_date, end_date)
-      if scoped_start && scoped_end
-        ((scoped_end.share / scoped_start.share - 1) * 100).round(8)
-      end
+      ((scoped_end.quota / scoped_start.quota - 1) * 100).round(8) if scoped_start && scoped_end
     end
 
     def check_gaps_and_format(scoped_start, scoped_end)
-      _start, _end = rentabilities.values_at(scoped_start, scoped_end)
-      return unless _start && _end
-      if skip_on_gap
-        rentabilities.each_value do |line|
-          return if line.date.between?(_start.date, _end.date) &&
-            !line.have_position
-        end
-      end
+      local_start, local_end = rentabilities.values_at(scoped_start, scoped_end)
+      return unless local_start && local_end
+      return if skip_on_gap && gap?(local_start, local_end)
+
       format(scoped_start, scoped_end)
     end
+
+    def gap?(start_date, end_date)
+      gap = rentabilities.values.detect do |line|
+        line.reference_date.between?(
+          start_date.reference_date, end_date.reference_date
+        ) && !line.have_position
+      end
+      !gap.nil?
+    end
   end
 end

data/lib/roi/version.rb

@@ -1,3 +1,5 @@
+# frozen_string_literal: true
+
 module ROI
-  VERSION = "0.1.6"
+  VERSION = '2.2.0'
 end

data/roi_calculator.gemspec

@@ -1,25 +1,27 @@
-# coding: utf-8
-lib = File.expand_path('../lib', __FILE__)
+# frozen_string_literal: true
+
+lib = File.expand_path('lib', __dir__)
 $LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
 require 'roi/version'
 
 Gem::Specification.new do |spec|
-  spec.name          = "roi_calculator"
-  spec.version       = ROI::VERSION
-  spec.authors       = ["Adriano Bacha"]
-  spec.email         = ["abacha@gmail.com"]
+  spec.name                   = 'roi_calculator'
+  spec.version                = ROI::VERSION
+  spec.authors                = ['Adriano Bacha']
+  spec.email                  = ['abacha@gmail.com']
 
-  spec.summary       = %q{Rentability and financial calculations}
-  spec.license       = "MIT"
+  spec.summary                = 'Rentability and Gross Profit Calculations'
+  spec.license                = 'MIT'
 
-  spec.files         = `git ls-files -z`.split("\x0").reject do |f|
+  spec.files                  = `git ls-files -z`.split("\x0").reject do |f|
     f.match(%r{^(test|spec|features)/})
   end
-  spec.require_paths = ["lib"]
+  spec.require_paths          = ['lib']
+  spec.required_ruby_version  = '>= 2.5.0'
 
-  spec.add_development_dependency "bundler", "~> 1.13"
-  spec.add_development_dependency "rspec", "~> 3.0"
-  spec.add_runtime_dependency "memoist", "~> 0.15"
-  spec.add_runtime_dependency "math_util", "~> 0.1.0"
-  spec.add_runtime_dependency "work_day", "~> 0.3.0"
+  spec.add_development_dependency 'bundler', '~> 1.13'
+  spec.add_development_dependency 'rspec', '~> 3.0'
+  spec.add_runtime_dependency 'math_util', '~> 0.1.0'
+  spec.add_runtime_dependency 'memoist', '~> 0.15'
+  spec.add_runtime_dependency 'work_day', '~> 1.0.0'
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: roi_calculator
 version: !ruby/object:Gem::Version
-  version: 0.1.6
+  version: 2.2.0
 platform: ruby
 authors:
 - Adriano Bacha
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2017-03-29 00:00:00.000000000 Z
+date: 2020-12-17 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler
@@ -39,47 +39,47 @@ dependencies:
       - !ruby/object:Gem::Version
         version: '3.0'
 - !ruby/object:Gem::Dependency
-  name: memoist
+  name: math_util
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '0.15'
+        version: 0.1.0
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '0.15'
+        version: 0.1.0
 - !ruby/object:Gem::Dependency
-  name: math_util
+  name: memoist
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: 0.1.0
+        version: '0.15'
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: 0.1.0
+        version: '0.15'
 - !ruby/object:Gem::Dependency
   name: work_day
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: 0.3.0
+        version: 1.0.0
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: 0.3.0
+        version: 1.0.0
 description: 
 email:
 - abacha@gmail.com
@@ -89,16 +89,15 @@ extra_rdoc_files: []
 files:
 - ".gitignore"
 - ".rspec"
-- ".ruby-gemset"
 - ".ruby-version"
 - ".travis.yml"
 - Gemfile
 - Gemfile.lock
 - LICENSE.txt
 - README.md
-- circle.yml
+- bitbucket-pipelines.yml
 - lib/roi.rb
-- lib/roi/financial_result.rb
+- lib/roi/gross_profit.rb
 - lib/roi/rentability.rb
 - lib/roi/rentability_line.rb
 - lib/roi/rentability_periods.rb
@@ -116,7 +115,7 @@ required_ruby_version: !ruby/object:Gem::Requirement
   requirements:
   - - ">="
     - !ruby/object:Gem::Version
-      version: '0'
+      version: 2.5.0
 required_rubygems_version: !ruby/object:Gem::Requirement
   requirements:
   - - ">="
@@ -124,8 +123,8 @@ required_rubygems_version: !ruby/object:Gem::Requirement
       version: '0'
 requirements: []
 rubyforge_project: 
-rubygems_version: 2.4.8
+rubygems_version: 2.7.6
 signing_key: 
 specification_version: 4
-summary: Rentability and financial calculations
+summary: Rentability and Gross Profit Calculations
 test_files: []

data/.ruby-gemset

@@ -1 +0,0 @@
-bigbang_services

data/circle.yml

@@ -1,3 +0,0 @@
-dependencies:
-  pre:
-    - gem install bundler