rupee 0.2.4 → 0.2.5

data/lib/rupee.rb

@@ -1,7 +1,5 @@
 require "rupee/rupee" # keep this as the first require
 require "rupee/version"
-require "rupee/security"
-require "rupee/option.rb"
 
 # Rupee aims to provide user-friendly tools for use in financial applications.
 # The gem is in its development stages, but it currently offers:
@@ -18,7 +16,15 @@ require "rupee/option.rb"
 
 # This module contains all modules and classes associated with Rupee
 module Rupee
-  # autoload :Option, "rupee/option.rb"
-  autoload :Calendar, "rupee/calendar"
-  autoload :Quote, "rupee/quote"
+  autoload :Security,   "rupee/security"
+
+  autoload :Calendar,   "rupee/calendar"
+  autoload :Custom,     "rupee/custom"
+  autoload :Call,       "rupee/option"
+  autoload :Currency,   "rupee/currency"
+  autoload :DayCount,   "rupee/day_count"
+  autoload :Option,     "rupee/option"
+  autoload :Put,        "rupee/option"
+  autoload :Quote,      "rupee/quote"
+  autoload :YieldCurve, "rupee/yield_curve"
 end

data/lib/rupee/currency.rb

@@ -0,0 +1,54 @@
+# encoding: utf-8
+module Rupee
+  # A holder for currencies
+  class Currency
+    # Default currencies, autoloaded as required
+    autoload :GBP,    "rupee/currency/gbp"
+    autoload :POUND,  "rupee/currency/gbp"
+    autoload :EUR,    "rupee/currency/eur"
+    autoload :EURO,   "rupee/currency/eur"
+    autoload :JPY,    "rupee/currency/jpy"
+    autoload :YEN,    "rupee/currency/jpy"
+    autoload :USD,    "rupee/currency/usd"
+    autoload :DOLLAR, "rupee/currency/usd"
+
+    # A simple description of the currency
+    attr :description
+    # The currency symbol ($, ¥, £, etc.)
+    attr :symbol
+    # The default number of decimal places
+    attr :decimal_places
+    # The delimiter for thousands places
+    attr :delimiter
+    # The separator for ones and decimals
+    attr :separator
+
+    # Create a new currency
+    def initialize(description, opts = {})
+      opts = {
+        :symbol         => "$",
+        :decimal_places => 2,
+        :delimiter      => ",",
+        :separator      => "."
+      }.merge opts
+
+      @description    = description
+      @symbol         = opts[:symbol]
+      @decimal_places = opts[:decimal_places]
+      @delimiter      = opts[:delimiter]
+      @separator      = opts[:separator]
+    end
+
+    # Returns a number using the currency's specified format
+    def format(number)
+      parts = number.round(@decimal_places).to_s.split(".")
+      parts[0].gsub! /(\d)(?=(\d\d\d)+(?!\d))/, "\\1#{@delimiter}"
+
+      if @decimal_places > 0
+        parts[1] = parts[1].ljust @decimal_places, "0"
+      end
+
+      "#{@symbol}#{parts.join @separator}"
+    end
+  end
+end

data/lib/rupee/currency/eur.rb

@@ -0,0 +1,10 @@
+# encoding: utf-8
+module Rupee
+  class Currency
+    # The euro
+    EUR = Currency.new "Euro", :symbol => "€"
+
+    # Alias for the euro
+    EURO = EUR
+  end
+end

data/lib/rupee/currency/gbp.rb

@@ -0,0 +1,10 @@
+# encoding: utf-8
+module Rupee
+  class Currency
+    # The British pound sterling
+    GBP = Currency.new "British pound sterling", :symbol => "£"
+
+    # Alias for the British pound
+    POUND = GBP
+  end
+end

data/lib/rupee/currency/jpy.rb

@@ -0,0 +1,10 @@
+# encoding: utf-8
+module Rupee
+  class Currency
+    # The Japanese yen
+    JPY = Currency.new "Japanese yen", :symbol => "¥", :decimal_places => 0
+
+    # Alias for the Japanese yen
+    YEN = JPY
+  end
+end

data/lib/rupee/currency/usd.rb

@@ -0,0 +1,9 @@
+module Rupee
+  class Currency
+    # The US dollar
+    USD = Currency.new "US dollar"
+
+    # Alias for the US dollar
+    DOLLAR = USD
+  end
+end

data/lib/rupee/custom.rb

@@ -0,0 +1,46 @@
+module Rupee
+  # Under construction
+  #
+  # A custom security that allows the user to specify cash flows, discount
+  # curves, payout curves, calendars, currencies, daycounts, roll day
+  # conventions, etc.
+  class Custom < Security
+    # The Calendar object
+    attr :calendar
+    # The security's Currency
+    attr :currency
+
+    # Build a custom security
+    def initialize(opts = {})
+      opts = {
+        :calendar => :us,
+        :currency => :usd
+      }.merge opts
+
+      self.calendar = opts[:calendar]
+      self.currency = opts[:currency]
+    end
+
+    def calendar=(x) # :nodoc:
+      @calendar = to_instance(x, Calendar)
+    end
+
+    def currency=(x)  # :nodoc:
+      @currency = to_instance(x, Currency)
+    end
+
+    private
+
+    # Converts the supplied value to an instance of the specified class (if it
+    # isn't already one)
+    def to_instance(x, constant)
+      x = x.upcase
+
+      if x.instance_of?(constant)
+        x
+      else
+        constant.const_get(x)
+      end
+    end
+  end
+end

data/lib/rupee/day_count.rb

@@ -0,0 +1,4 @@
+module Rupee
+  class DayCount
+  end
+end

data/lib/rupee/quote.rb

@@ -69,16 +69,21 @@ module Rupee
         @next_pull = now + @frequency
         @results = {}
         url = URI.parse(@source.url % ticker)
-        html = Net::HTTP.start(url.host, url.port) do |http|
+        res = Net::HTTP.start(url.host, url.port) do |http|
           http.get url.request_uri
-        end.body
+        end
 
-        @source.params.each do |param, regex|
-          begin
-            @results[param] = parse(regex.match(html)[1])
-          rescue
-            @results[param] = nil
+        case res
+        when Net::HTTPSuccess
+          @source.params.each do |param, regex|
+            begin
+              @results[param] = parse(regex.match(res.body)[1])
+            rescue
+              @results[param] = nil
+            end
           end
+        else
+          res.error!
         end
       end
 

data/lib/rupee/version.rb

@@ -1,4 +1,4 @@
 module Rupee
   # The current version
-  VERSION = "0.2.4"
+  VERSION = "0.2.5"
 end

data/lib/rupee/yield_curve.rb

@@ -0,0 +1,12 @@
+module Rupee
+  class YieldCurve
+    def initialize(description = "", opts = {})
+      opts = {
+        :currency      => :usd,
+        :interpolation => :cubic_spline
+      }.merge opts
+
+      @description = description
+    end
+  end
+end

data/spec/ruby/currency_spec.rb

@@ -0,0 +1,25 @@
+# encoding: utf-8
+require File.dirname(__FILE__) + "/../spec_helper"
+
+describe Currency do
+  it "should at least have the dollar, euro, pound and yen" do
+    Currency::USD.should_not be_nil
+    Currency::EUR.should_not be_nil
+    Currency::GBP.should_not be_nil
+    Currency::JPY.should_not be_nil
+  end
+
+  it "should have more readable aliases for the dollar, euro, pound and yen" do
+    Currency::DOLLAR.should be Currency::USD
+    Currency::EURO.should be Currency::EUR
+    Currency::POUND.should be Currency::GBP
+    Currency::YEN.should be Currency::JPY
+  end
+
+  it "should apply the correct format for the dollar, euro, pound and yen" do
+    Currency::USD.format(1_234_567.89).should == "$1,234,567.89"
+    Currency::EUR.format(1_234_567.89).should == "€1,234,567.89"
+    Currency::GBP.format(1_234_567.89).should == "£1,234,567.89"
+    Currency::JPY.format(1_234_567.89).should == "¥1,234,568"
+  end
+end

data/spec/ruby/generic_spec.rb

@@ -0,0 +1,19 @@
+require File.dirname(__FILE__) + "/../spec_helper"
+
+describe Rupee do
+  it "should produce no errors when loading all constants two levels deep" do
+    Rupee.constants.each do |c|
+      # Get classes and constants
+      const = Rupee.const_get(c)
+      const.should_not be_nil
+
+      # Get subconstants if original constant has a constants method (or, more
+      # generally, is a class)
+      if const.respond_to?(:constants)
+        const.constants.each do |sc|
+          const.const_get(sc).should_not be_nil
+        end
+      end
+    end
+  end
+end

data/spec/ruby/quote_spec.rb

@@ -1,51 +1,76 @@
 require File.dirname(__FILE__) + "/../spec_helper"
 
 describe Quote do
+  # Attempts to run the block and submits a pending message if a socket error
+  # occurs, the most common cause of which is that the user isn't connected to
+  # the internet
+  def run_if_connected(&block)
+    begin
+      block.call
+    rescue SocketError
+      pending "Socket error: you're probably not connected to the internet"
+    end
+  end
+
   it "should automatically have a Bloomberg source" do
     Quote.sources.should include :bloomberg
   end
 
-  describe "when pulling quotes" do
-    describe "without any parameters specified" do
-      before :each do
-        @wfc = Quote.new(:wfc)
-      end
+  describe "without any parameters specified" do
+    before :each do
+      @wfc = Quote.new(:wfc)
+    end
 
-      it "should default to pulling the price" do
+    it "should default to pulling the price" do
+      run_if_connected do
         @wfc.get.should == @wfc.price
       end
+    end
 
-      it "should return a price" do
+    it "should return a price" do
+      run_if_connected do
         @wfc.price.should be_a_kind_of Float
       end
+    end
 
-      it "should reflect changes to frequency in next pull time" do
-        freq_change = 5
-        orig_freq = @wfc.frequency
-        orig_pull = @wfc.next_pull
-        @wfc.frequency -= freq_change
-        @wfc.next_pull.should == orig_pull - freq_change
+    [:change, :pct_chg].each do |param|
+      it "should have a #{param}" do
+        run_if_connected do
+          @wfc.price.should be_a_kind_of Float
+        end
       end
     end
 
-    describe "specifying Google Finance as the quote service" do
-      before :each do
-        @goog = Quote.new("GOOG", :source => :google)
-      end
+    it "should reflect changes to frequency in next pull time" do
+      freq_change = 5
+      orig_freq = @wfc.frequency
+      orig_pull = @wfc.next_pull
+      @wfc.frequency -= freq_change
+      @wfc.next_pull.should == orig_pull - freq_change
+    end
+  end
+
+  describe "specifying Google Finance as the quote service" do
+    before :each do
+      @goog = Quote.new("GOOG", :source => :google)
+    end
 
-      it "should have around the same price as Bloomberg" do
+    it "should have around the same price as Bloomberg" do
+      run_if_connected do
         bb_price = Quote.new("GOOG").price
         bb_price.should be_a_kind_of Float
         @goog.price.should be_within(0.05).of bb_price
       end
     end
+  end
 
-    describe "specifying Yahoo! Finance as the quote service" do
-      before :each do
-        @yahoo = Quote.new("YHOO", :source => :yahoo)
-      end
+  describe "specifying Yahoo! Finance as the quote service" do
+    before :each do
+      @yahoo = Quote.new("YHOO", :source => :yahoo)
+    end
 
-      it "should have around the same price as Bloomberg" do
+    it "should have around the same price as Bloomberg" do
+      run_if_connected do
         bb_price = Quote.new("YHOO").price
         bb_price.should be_a_kind_of Float
         @yahoo.price.should be_within(0.05).of bb_price

metadata

@@ -1,60 +1,58 @@
---- !ruby/object:Gem::Specification 
+--- !ruby/object:Gem::Specification
 name: rupee
-version: !ruby/object:Gem::Version 
+version: !ruby/object:Gem::Version
+  version: 0.2.5
   prerelease: 
-  version: 0.2.4
 platform: ruby
-authors: 
+authors:
 - Bryan McKelvey
 autorequire: 
 bindir: bin
 cert_chain: []
-
-date: 2011-10-01 00:00:00 Z
-dependencies: 
-- !ruby/object:Gem::Dependency 
+date: 2011-10-01 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
   name: bundler
-  prerelease: false
-  requirement: &id001 !ruby/object:Gem::Requirement 
+  requirement: &79191280 !ruby/object:Gem::Requirement
     none: false
-    requirements: 
+    requirements:
     - - ~>
-      - !ruby/object:Gem::Version 
-        version: "1.0"
+      - !ruby/object:Gem::Version
+        version: '1.0'
   type: :development
-  version_requirements: *id001
-- !ruby/object:Gem::Dependency 
-  name: rspec
   prerelease: false
-  requirement: &id002 !ruby/object:Gem::Requirement 
+  version_requirements: *79191280
+- !ruby/object:Gem::Dependency
+  name: rspec
+  requirement: &79191010 !ruby/object:Gem::Requirement
     none: false
-    requirements: 
+    requirements:
     - - ~>
-      - !ruby/object:Gem::Version 
-        version: "2.0"
+      - !ruby/object:Gem::Version
+        version: '2.0'
   type: :development
-  version_requirements: *id002
-- !ruby/object:Gem::Dependency 
-  name: sdoc
   prerelease: false
-  requirement: &id003 !ruby/object:Gem::Requirement 
+  version_requirements: *79191010
+- !ruby/object:Gem::Dependency
+  name: sdoc
+  requirement: &79190780 !ruby/object:Gem::Requirement
     none: false
-    requirements: 
+    requirements:
     - - ~>
-      - !ruby/object:Gem::Version 
-        version: "0.3"
+      - !ruby/object:Gem::Version
+        version: '0.3'
   type: :development
-  version_requirements: *id003
-description: "                      rupee aims to provide user-friendly tools for use in\n                      financial gems and applications.\n"
-email: 
+  prerelease: false
+  version_requirements: *79190780
+description: ! "                      rupee aims to provide user-friendly tools for
+  use in\n                      financial gems and applications.\n"
+email:
 - bryan.mckelvey@gmail.com
 executables: []
-
-extensions: 
+extensions:
 - ext/rupee/extconf.rb
 extra_rdoc_files: []
-
-files: 
+files:
 - .autotest
 - .gitignore
 - .rspec
@@ -74,54 +72,62 @@ files:
 - lib/rupee/calendar.rb
 - lib/rupee/calendar/japan.rb
 - lib/rupee/calendar/us.rb
-- lib/rupee/generators/install.rb
+- lib/rupee/currency.rb
+- lib/rupee/currency/eur.rb
+- lib/rupee/currency/gbp.rb
+- lib/rupee/currency/jpy.rb
+- lib/rupee/currency/usd.rb
+- lib/rupee/custom.rb
+- lib/rupee/day_count.rb
 - lib/rupee/option.rb
 - lib/rupee/quote.rb
 - lib/rupee/quote/source.rb
 - lib/rupee/security.rb
 - lib/rupee/version.rb
+- lib/rupee/yield_curve.rb
 - rupee.gemspec
 - spec/native/bond_spec.rb
 - spec/native/future_spec.rb
 - spec/native/option_spec.rb
 - spec/native/statistics_spec.rb
 - spec/ruby/calendar_spec.rb
+- spec/ruby/currency_spec.rb
+- spec/ruby/generic_spec.rb
 - spec/ruby/quote_spec.rb
 - spec/spec_helper.rb
 - tasks/benchmark.rake
 - test_rubies
 homepage: https://github.com/brymck/rupee
 licenses: []
-
 post_install_message: 
 rdoc_options: []
-
-require_paths: 
+require_paths:
 - lib
 - ext
-required_ruby_version: !ruby/object:Gem::Requirement 
+required_ruby_version: !ruby/object:Gem::Requirement
   none: false
-  requirements: 
-  - - ">="
-    - !ruby/object:Gem::Version 
-      version: "0"
-required_rubygems_version: !ruby/object:Gem::Requirement 
+  requirements:
+  - - ! '>='
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
   none: false
-  requirements: 
-  - - ">="
-    - !ruby/object:Gem::Version 
-      version: "0"
+  requirements:
+  - - ! '>='
+    - !ruby/object:Gem::Version
+      version: '0'
 requirements: []
-
 rubyforge_project: rupee
 rubygems_version: 1.8.10
 signing_key: 
 specification_version: 3
 summary: Financial tools for Ruby
-test_files: 
+test_files:
 - spec/native/bond_spec.rb
 - spec/native/future_spec.rb
 - spec/native/option_spec.rb
 - spec/native/statistics_spec.rb
 - spec/ruby/calendar_spec.rb
+- spec/ruby/currency_spec.rb
+- spec/ruby/generic_spec.rb
 - spec/ruby/quote_spec.rb