stockcruncher 1.0.2 → 1.3.0
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- checksums.yaml +4 -4
- data/CHANGELOG +23 -0
- data/README.md +13 -4
- data/lib/stockcruncher.rb +3 -0
- data/lib/stockcruncher/alphavantage.rb +76 -15
- data/lib/stockcruncher/cli.rb +45 -29
- data/lib/stockcruncher/cruncher.rb +5 -10
- data/lib/stockcruncher/influxdb.rb +104 -0
- data/lib/stockcruncher/stats.rb +74 -0
- data/lib/stockcruncher/version.rb +1 -1
- data/spec/files/SYM.daily +49 -0
- data/spec/files/SYM.quote +10 -0
- data/spec/files/stockcruncher.yml +7 -0
- data/spec/stockcruncher/cli_spec.rb +25 -3
- data/spec/stockcruncher/stubs/servers_stubs.rb +29 -2
- metadata +6 -3
- data/spec/stockcruncher/alphavantage_spec.rb +0 -16
checksums.yaml
CHANGED
@@ -1,7 +1,7 @@
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---
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SHA256:
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-
metadata.gz:
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-
data.tar.gz:
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+
metadata.gz: '00734941064bb0a639312c8908fb983698df14f5ccfe50b5957c0631998d0da7'
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4
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data.tar.gz: 5e27da219578442b05ceebc79863d7e02048d1b97a13b5bd5fa6c8939e1fe2a4
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5
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SHA512:
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-
metadata.gz:
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-
data.tar.gz:
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+
metadata.gz: 27ed506233c74a8690cb75e1e994f5ae639d55e281cd9adde3f2af9b96a675f7043d87395dfd42898af50b6759da7471352716bdd844f3a743ff3f1482ab4dae
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7
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+
data.tar.gz: 9780064a2b3928040b7acbababb3ba47f2b4ca115c750e8765a8d5bce48b7584c3542c87f2f996c31d81a62eb01676324254fd40c3db6778b9913b03599adbd6
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data/CHANGELOG
CHANGED
@@ -5,3 +5,26 @@ Changelog
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5
5
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-----
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6
6
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- Initial version
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+
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9
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1.1.0
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+
-----
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+
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- Add InfluxDB as database.
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- WIP for daily time serie.
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1.1.1
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-----
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- Rescue error on no data
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1.2.0
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-----
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+
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- daily subcommand now recalculates missing data
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- daily subcommand also writes data to database
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1.2.1
|
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-----
|
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+
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29
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- Refactor to preprocess data in source class
|
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- Refactor to print pretty json instead of comma separated striing
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data/README.md
CHANGED
@@ -25,29 +25,38 @@ to write the data in a database for later calculation and use.
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25
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26
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$ gem install stockcruncher
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27
27
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$ mkdir /etc/stockcruncher && cd /etc/stockcruncher
|
28
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-
$ echo
|
28
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+
$ echo 'AlphaVantage:' > stockcruncher.yml
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29
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+
$ echo ' apikey: CHANGEME' >> stockcruncher.yml
|
30
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+
$ echo 'InfluxDB:' >> stockcruncher.yml
|
31
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+
$ echo ' scheme: http' >> stockcruncher.yml
|
32
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+
$ echo ' host: localhost' >> stockcruncher.yml
|
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+
$ echo ' port: 8086' >> stockcruncher.yml
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34
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+
$ echo ' user: CHANGEMEAGAIN' >> stockcruncher.yml
|
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+
$ echo ' password: CHANGEMETOO' >> stockcruncher.yml
|
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+
$ echo ' dbname: stock' >> stockcruncher.yml
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29
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|
30
38
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## Usage
|
31
39
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|
32
40
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An interactive help is available with:
|
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|
34
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-
$ stockcruncher help
|
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+
$ stockcruncher help [subcommand]
|
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43
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|
36
44
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## Examples
|
37
45
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|
38
46
|
To get daily time serie data of a symbol:
|
39
47
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|
40
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-
$ stockcruncher
|
48
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+
$ stockcruncher daily AAPL
|
41
49
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|
42
50
|
To get last day endpoint data of a symbol:
|
43
51
|
|
44
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-
$ stockcruncher
|
52
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+
$ stockcruncher quote AAPL
|
45
53
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|
46
54
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## Limitations
|
47
55
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|
48
56
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Data are currently scraped from AlphaVantage API.
|
49
57
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More source could be great especially because AlphaVantage doesn't provide EU
|
50
58
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intraday data.
|
59
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+
InfluxDB is used as database to keep time series data.
|
51
60
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|
52
61
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## Development
|
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data/lib/stockcruncher.rb
CHANGED
@@ -8,36 +8,97 @@ module StockCruncher
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|
8
8
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class AlphaVantage < Cruncher
|
9
9
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API_URL = 'https://www.alphavantage.co/query?'
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10
10
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|
11
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-
#
|
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-
def
|
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-
|
14
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-
|
15
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-
|
11
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+
# Method to calculate missing data (previousClose, change, changePercent)
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12
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+
def calculate_missing_data(hash)
|
13
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+
keys = hash.keys
|
14
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+
hash.each_with_index do |(date, v), index|
|
15
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+
prevday = keys[index + 1]
|
16
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+
next if prevday.nil?
|
17
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+
|
18
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+
prevclose = hash[prevday]['close']
|
19
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+
hash[date] = v.merge(generate_missing_data(v['close'], prevclose))
|
20
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+
end
|
21
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+
hash
|
22
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+
end
|
23
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+
|
24
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+
# Method to calculate change difference
|
25
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+
def change(value, base)
|
26
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+
(value - base).round(4).to_s
|
27
|
+
end
|
28
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+
|
29
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+
# Method to calculate percentage of change
|
30
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+
def change_percent(value, base)
|
31
|
+
((value / base - 1) * 100).round(4).to_s
|
32
|
+
end
|
33
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+
|
34
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+
# Method to create a new hash from two arrays of keys and values
|
35
|
+
def create_hash(descriptions, values)
|
36
|
+
descriptions.split(',').zip(values.split(',')).to_h
|
16
37
|
end
|
17
38
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|
18
39
|
# Main method to crunch data.
|
19
|
-
def
|
20
|
-
url = API_URL + parameters(symbol, '
|
40
|
+
def crunch_daily(symbol, fullsize)
|
41
|
+
url = API_URL + parameters(symbol, 'TIME_SERIES_DAILY')
|
42
|
+
url += '&datatype=csv&outputsize=' + (fullsize ? 'full' : 'compact')
|
21
43
|
res = request(url)
|
22
|
-
|
44
|
+
transform_daily(res.body)
|
23
45
|
end
|
24
46
|
|
25
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-
|
26
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-
|
27
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-
|
28
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-
|
47
|
+
# Main method to crunch data.
|
48
|
+
def crunch_quote(symbol)
|
49
|
+
url = API_URL + parameters(symbol, 'GLOBAL_QUOTE')
|
50
|
+
url += '&datatype=csv'
|
51
|
+
res = request(url)
|
52
|
+
transform_quote(res.body)
|
29
53
|
end
|
30
54
|
|
31
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-
|
32
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-
|
33
|
-
|
55
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+
# Method to generate missing data
|
56
|
+
def generate_missing_data(current, previous)
|
57
|
+
{
|
58
|
+
'previousClose' => previous,
|
59
|
+
'change' => change(current.to_f, previous.to_f),
|
60
|
+
'changePercent' => change_percent(current.to_f, previous.to_f)
|
61
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+
}
|
34
62
|
end
|
35
63
|
|
64
|
+
# Set parameters of api call
|
36
65
|
def parameters(symbol, serie)
|
37
66
|
p = 'function=' + serie
|
38
67
|
p += '&symbol=' + symbol
|
39
68
|
p += '&apikey=' + @config[self.class.name.split('::').last]['apikey']
|
40
69
|
p
|
41
70
|
end
|
71
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+
|
72
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+
# Method to transform raw data to constructed hash
|
73
|
+
def prepare_daily_timeserie(data)
|
74
|
+
lines = data.split("\r\n")
|
75
|
+
desc = lines.shift.split(',').drop(1)
|
76
|
+
hash = {}
|
77
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+
lines.each do |line|
|
78
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+
values = line.split(',')
|
79
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+
date = values.shift
|
80
|
+
hash[date] = desc.zip(values).to_h
|
81
|
+
end
|
82
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+
hash
|
83
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+
end
|
84
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+
|
85
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+
# Method to transform daily result to nested hash
|
86
|
+
def transform_daily(rawdata)
|
87
|
+
raise StandardError, 'No data' if rawdata.match?(/Error Message/)
|
88
|
+
|
89
|
+
values = prepare_daily_timeserie(rawdata)
|
90
|
+
values = calculate_missing_data(values)
|
91
|
+
values
|
92
|
+
end
|
93
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+
|
94
|
+
# Method to transform quote result to hash
|
95
|
+
def transform_quote(rawdata)
|
96
|
+
raise StandardError, 'No data' if rawdata.match?(/{}/)
|
97
|
+
|
98
|
+
values = create_hash(*rawdata.split("\r\n"))
|
99
|
+
values['close'] = values.delete('price')
|
100
|
+
values['changePercent'] = values['changePercent'].delete('%')
|
101
|
+
values
|
102
|
+
end
|
42
103
|
end
|
43
104
|
end
|
data/lib/stockcruncher/cli.rb
CHANGED
@@ -1,19 +1,14 @@
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|
1
1
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#!/usr/bin/ruby
|
2
2
|
# frozen_string_literal: true
|
3
3
|
|
4
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+
require 'json'
|
4
5
|
require 'thor'
|
6
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+
require 'yaml'
|
5
7
|
|
6
8
|
module StockCruncher
|
7
9
|
# Simple CLI for StockCruncher
|
8
10
|
class CLI < Thor
|
9
|
-
|
10
|
-
def version
|
11
|
-
puts "StockCruncher version #{StockCruncher::VERSION}"
|
12
|
-
end
|
13
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-
|
14
|
-
desc('daily SYMBOL [options]',
|
15
|
-
'Crunch SYMBOL stock market data for daily time series.')
|
16
|
-
option(
|
11
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+
class_option(
|
17
12
|
:config,
|
18
13
|
aliases: ['-c'],
|
19
14
|
type: :string,
|
@@ -21,13 +16,28 @@ module StockCruncher
|
|
21
16
|
desc: 'Yaml formatted config file to load ' \
|
22
17
|
'(default to /etc/stockcruncher/stockcruncher.yml).'
|
23
18
|
)
|
24
|
-
|
25
|
-
:
|
26
|
-
aliases: ['-
|
19
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+
class_option(
|
20
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+
:insecure,
|
21
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+
aliases: ['-k'],
|
27
22
|
type: :boolean,
|
28
23
|
default: false,
|
29
|
-
desc: '
|
24
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+
desc: 'Ignore SSL certificate (default to false).'
|
30
25
|
)
|
26
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+
class_option(
|
27
|
+
:quiet,
|
28
|
+
aliases: ['-q'],
|
29
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+
type: :boolean,
|
30
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+
default: false,
|
31
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+
desc: 'Run silently (default to false).'
|
32
|
+
)
|
33
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+
|
34
|
+
desc 'version', 'Print stockcruncher current version'
|
35
|
+
def version
|
36
|
+
puts "StockCruncher version #{StockCruncher::VERSION}"
|
37
|
+
end
|
38
|
+
|
39
|
+
desc('daily SYMBOL [options]',
|
40
|
+
'Crunch SYMBOL stock market data for daily time series.')
|
31
41
|
option(
|
32
42
|
:full,
|
33
43
|
aliases: ['-f'],
|
@@ -37,31 +47,37 @@ module StockCruncher
|
|
37
47
|
)
|
38
48
|
def daily(symbol)
|
39
49
|
opts = options.dup
|
40
|
-
|
41
|
-
cruncher.
|
50
|
+
config = YAML.load_file(opts['config'])
|
51
|
+
cruncher = StockCruncher::AlphaVantage.new(config, opts['insecure'])
|
52
|
+
data = cruncher.crunch_daily(symbol, opts['full'])
|
53
|
+
StockCruncher::InfluxDB.new(config).export_history(symbol, data)
|
54
|
+
puts JSON.pretty_generate(data) unless opts['quiet']
|
42
55
|
end
|
43
56
|
|
44
|
-
desc('
|
45
|
-
'
|
57
|
+
desc('movingaverages SYMBOL [options]',
|
58
|
+
'Calculate and export moving averages for requested symbol.')
|
46
59
|
option(
|
47
|
-
:
|
48
|
-
aliases: ['-
|
49
|
-
type: :string,
|
50
|
-
default: '/etc/stockcruncher/stockcruncher.yml',
|
51
|
-
desc: 'Yaml formatted config file to load ' \
|
52
|
-
'(default to /etc/stockcruncher/stockcruncher.yml).'
|
53
|
-
)
|
54
|
-
option(
|
55
|
-
:json,
|
56
|
-
aliases: ['-j'],
|
60
|
+
:all,
|
61
|
+
aliases: ['-a'],
|
57
62
|
type: :boolean,
|
58
63
|
default: false,
|
59
|
-
desc: '
|
64
|
+
desc: 'Recalculate all MA historical values.'
|
60
65
|
)
|
66
|
+
def movingaverages(symbol)
|
67
|
+
opts = options.dup
|
68
|
+
config = YAML.load_file(opts['config'])
|
69
|
+
StockCruncher::InfluxDB.new(config).moving_averages(symbol, opts['all'])
|
70
|
+
end
|
71
|
+
|
72
|
+
desc('quote SYMBOL [options]',
|
73
|
+
'Crunch SYMBOL stock market data for last day quote.')
|
61
74
|
def quote(symbol)
|
62
75
|
opts = options.dup
|
63
|
-
|
64
|
-
cruncher.
|
76
|
+
config = YAML.load_file(opts['config'])
|
77
|
+
cruncher = StockCruncher::AlphaVantage.new(config, opts['insecure'])
|
78
|
+
data = cruncher.crunch_quote(symbol)
|
79
|
+
StockCruncher::InfluxDB.new(config).export_last_day(data)
|
80
|
+
puts JSON.pretty_generate(data) unless opts['quiet']
|
65
81
|
end
|
66
82
|
end
|
67
83
|
end
|
@@ -2,27 +2,22 @@
|
|
2
2
|
# frozen_string_literal: true
|
3
3
|
|
4
4
|
require 'net/http'
|
5
|
-
require 'yaml'
|
6
5
|
|
7
6
|
module StockCruncher
|
8
7
|
# This is an data cruncher abstract class.
|
9
8
|
class Cruncher
|
10
9
|
# Class constructor method
|
11
|
-
def initialize(
|
12
|
-
@config =
|
13
|
-
|
14
|
-
|
15
|
-
# Method to load configurations described in config_file.
|
16
|
-
def load_conf(file)
|
17
|
-
YAML.load_file(file)
|
10
|
+
def initialize(config, insecure = false)
|
11
|
+
@config = config
|
12
|
+
@insecure = insecure
|
18
13
|
end
|
19
14
|
|
20
15
|
# Method to send http get request
|
21
|
-
def request(url
|
16
|
+
def request(url)
|
22
17
|
uri = URI.parse(url)
|
23
18
|
http = Net::HTTP.new(uri.host, uri.port)
|
24
19
|
http.use_ssl = uri.scheme.eql?('https')
|
25
|
-
http.verify_mode = OpenSSL::SSL::VERIFY_NONE if insecure
|
20
|
+
http.verify_mode = OpenSSL::SSL::VERIFY_NONE if @insecure
|
26
21
|
req = Net::HTTP::Get.new(uri.request_uri)
|
27
22
|
http.request(req)
|
28
23
|
end
|
@@ -0,0 +1,104 @@
|
|
1
|
+
#!/usr/bin/ruby
|
2
|
+
# frozen_string_literal: true
|
3
|
+
|
4
|
+
require 'date'
|
5
|
+
require 'json'
|
6
|
+
require 'net/http'
|
7
|
+
|
8
|
+
module StockCruncher
|
9
|
+
# this is a class to write time series to database
|
10
|
+
class InfluxDB
|
11
|
+
# Class constructor method
|
12
|
+
def initialize(config, insecure = false)
|
13
|
+
@cfg = config[self.class.name.split('::').last]
|
14
|
+
@insecure = insecure
|
15
|
+
end
|
16
|
+
|
17
|
+
def get_daily_values(symbol, fullsize)
|
18
|
+
values = %w[close change changePercent volume]
|
19
|
+
data = query('daily', symbol, values, fullsize)
|
20
|
+
data['columns'].zip(data['values'].transpose).to_h
|
21
|
+
end
|
22
|
+
|
23
|
+
# Method to calculate moving averages based on last day values
|
24
|
+
def moving_averages(symbol, fullsize)
|
25
|
+
series = get_daily_values(symbol, fullsize)
|
26
|
+
tags = create_tags(symbol)
|
27
|
+
series['close'].each_index do |i|
|
28
|
+
date = series['time'][i]
|
29
|
+
serie = series['close'][i, 201]
|
30
|
+
weights = series['volume'][i, 201]
|
31
|
+
write_moving_averages(tags, serie, weights, date)
|
32
|
+
break unless fullsize
|
33
|
+
end
|
34
|
+
end
|
35
|
+
|
36
|
+
# Method to create tags hash containing only symbol
|
37
|
+
def create_tags(symbol)
|
38
|
+
{ 'symbol' => symbol }
|
39
|
+
end
|
40
|
+
|
41
|
+
# Method to export historical data to database
|
42
|
+
def export_history(symbol, timeseries)
|
43
|
+
tags = create_tags(symbol)
|
44
|
+
timeseries.each_pair do |date, values|
|
45
|
+
write('daily', tags, values, date)
|
46
|
+
end
|
47
|
+
end
|
48
|
+
|
49
|
+
# Method to export latest data to database
|
50
|
+
def export_last_day(values)
|
51
|
+
tags = create_tags(values.delete('symbol'))
|
52
|
+
date = values.delete('latestDay')
|
53
|
+
write('daily', tags, values, date)
|
54
|
+
end
|
55
|
+
|
56
|
+
# Method to format and array of values into comma separated string
|
57
|
+
def format_values(values)
|
58
|
+
values.map { |k, v| "#{k}=#{v}" }.join(',')
|
59
|
+
end
|
60
|
+
|
61
|
+
# Method to calculate all statistics
|
62
|
+
def write_moving_averages(tags, serie, weights, date)
|
63
|
+
write('ema', tags, StockCruncher::Stats.list_ema(serie), date)
|
64
|
+
write('lwma', tags, StockCruncher::Stats.list_lwma(serie), date)
|
65
|
+
write('sma', tags, StockCruncher::Stats.list_sma(serie), date)
|
66
|
+
write('vwma', tags, StockCruncher::Stats.list_vwma(serie, weights), date)
|
67
|
+
end
|
68
|
+
|
69
|
+
# Method to query data in bucket
|
70
|
+
def query(name, symbol, values, full)
|
71
|
+
url = "#{@cfg['scheme']}://#{@cfg['host']}:#{@cfg['port']}/query?" \
|
72
|
+
"db=#{@cfg['dbname']}"
|
73
|
+
size = full ? '' : 'LIMIT 201'
|
74
|
+
body = "q=SELECT #{values.join(',')} FROM #{name} " \
|
75
|
+
"WHERE symbol = '#{symbol}' ORDER BY time DESC #{size}"
|
76
|
+
data = JSON.parse(request(url, body).body)['results'][0]['series']
|
77
|
+
raise StandardError, 'No data' if data.nil?
|
78
|
+
|
79
|
+
data[0]
|
80
|
+
end
|
81
|
+
|
82
|
+
# Method to send http post request
|
83
|
+
def request(url, body)
|
84
|
+
uri = URI.parse(url)
|
85
|
+
http = Net::HTTP.new(uri.host, uri.port)
|
86
|
+
http.use_ssl = uri.scheme.eql?('https')
|
87
|
+
http.verify_mode = OpenSSL::SSL::VERIFY_NONE if @insecure
|
88
|
+
req = Net::HTTP::Post.new(uri.request_uri)
|
89
|
+
req.basic_auth(@cfg['user'], @cfg['password'])
|
90
|
+
req.body = body
|
91
|
+
http.request(req)
|
92
|
+
end
|
93
|
+
|
94
|
+
# Method to write data in bucket
|
95
|
+
def write(name, tags, values, date)
|
96
|
+
url = "#{@cfg['scheme']}://#{@cfg['host']}:#{@cfg['port']}/write?" \
|
97
|
+
"db=#{@cfg['dbname']}"
|
98
|
+
timestamp = DateTime.parse(date + 'T18:00:00').strftime('%s%N')
|
99
|
+
body = "#{name},#{format_values(tags)} #{format_values(values)} " \
|
100
|
+
"#{timestamp}"
|
101
|
+
request(url, body)
|
102
|
+
end
|
103
|
+
end
|
104
|
+
end
|
@@ -0,0 +1,74 @@
|
|
1
|
+
#!/usr/bin/ruby
|
2
|
+
# frozen_string_literal: true
|
3
|
+
|
4
|
+
module StockCruncher
|
5
|
+
# this is a module with various statistic calculation methods
|
6
|
+
module Stats
|
7
|
+
extend self
|
8
|
+
|
9
|
+
RANGES = [5, 10, 20, 30, 50, 100, 200].freeze
|
10
|
+
|
11
|
+
# Calculate multiple range of exponential moving average
|
12
|
+
def list_ema(values)
|
13
|
+
h = {}
|
14
|
+
RANGES.each do |n|
|
15
|
+
next if values.size < n + 1
|
16
|
+
|
17
|
+
h["ema#{n}"] = ema(values[0, n + 1])
|
18
|
+
end
|
19
|
+
h
|
20
|
+
end
|
21
|
+
|
22
|
+
# Calculate multiple range of linearly weighted moving average
|
23
|
+
def list_lwma(values)
|
24
|
+
h = {}
|
25
|
+
RANGES.each do |n|
|
26
|
+
next if values.size < n
|
27
|
+
|
28
|
+
weights = (1..n).to_a.reverse
|
29
|
+
h["lwma#{n}"] = sma(values[0, n], weights)
|
30
|
+
end
|
31
|
+
h
|
32
|
+
end
|
33
|
+
|
34
|
+
# Calculate multiple range of simple moving average
|
35
|
+
def list_sma(values)
|
36
|
+
h = {}
|
37
|
+
RANGES.each do |n|
|
38
|
+
next if values.size < n
|
39
|
+
|
40
|
+
h["sma#{n}"] = sma(values[0, n])
|
41
|
+
end
|
42
|
+
h
|
43
|
+
end
|
44
|
+
|
45
|
+
# Calculate multiple range of volume weighted moving average
|
46
|
+
def list_vwma(values, volumes)
|
47
|
+
h = {}
|
48
|
+
RANGES.each do |n|
|
49
|
+
next if values.size < n
|
50
|
+
|
51
|
+
h["lwma#{n}"] = sma(values[0, n], volumes[0, n])
|
52
|
+
end
|
53
|
+
h
|
54
|
+
end
|
55
|
+
|
56
|
+
private
|
57
|
+
|
58
|
+
# Calculate exponential moving average
|
59
|
+
def ema(array, factor = 2, weights = nil)
|
60
|
+
f = factor.to_f / array.size
|
61
|
+
n = array.size - 1
|
62
|
+
tsma = sma(array[0, n], weights)
|
63
|
+
ysma = sma(array[1, n], weights)
|
64
|
+
(tsma * f + ysma * (1 - f)).round(4)
|
65
|
+
end
|
66
|
+
|
67
|
+
# Calculate simple moving average
|
68
|
+
def sma(array, weights = nil)
|
69
|
+
factor = weights.nil? ? Array.new(array.size, 1) : weights
|
70
|
+
dividend = array.each_with_index.map { |v, i| v * factor[i] }
|
71
|
+
(dividend.sum.to_f / factor.sum).round(4)
|
72
|
+
end
|
73
|
+
end
|
74
|
+
end
|
@@ -0,0 +1,49 @@
|
|
1
|
+
{
|
2
|
+
"2020-08-03": {
|
3
|
+
"open": "23.8500",
|
4
|
+
"high": "24.6500",
|
5
|
+
"low": "23.7400",
|
6
|
+
"close": "24.5500",
|
7
|
+
"volume": "3112972",
|
8
|
+
"previousClose": "23.8100",
|
9
|
+
"change": "0.74",
|
10
|
+
"changePercent": "3.1079"
|
11
|
+
},
|
12
|
+
"2020-07-31": {
|
13
|
+
"open": "24.0100",
|
14
|
+
"high": "24.5100",
|
15
|
+
"low": "23.5900",
|
16
|
+
"close": "23.8100",
|
17
|
+
"volume": "5482485",
|
18
|
+
"previousClose": "23.6600",
|
19
|
+
"change": "0.15",
|
20
|
+
"changePercent": "0.634"
|
21
|
+
},
|
22
|
+
"2020-07-30": {
|
23
|
+
"open": "24.4700",
|
24
|
+
"high": "24.6600",
|
25
|
+
"low": "23.5200",
|
26
|
+
"close": "23.6600",
|
27
|
+
"volume": "6466738",
|
28
|
+
"previousClose": "24.5600",
|
29
|
+
"change": "-0.9",
|
30
|
+
"changePercent": "-3.6645"
|
31
|
+
},
|
32
|
+
"2020-07-29": {
|
33
|
+
"open": "24.7500",
|
34
|
+
"high": "25.0300",
|
35
|
+
"low": "24.0400",
|
36
|
+
"close": "24.5600",
|
37
|
+
"volume": "4605804",
|
38
|
+
"previousClose": "24.7500",
|
39
|
+
"change": "-0.19",
|
40
|
+
"changePercent": "-0.7677"
|
41
|
+
},
|
42
|
+
"2020-07-28": {
|
43
|
+
"open": "25.9900",
|
44
|
+
"high": "26.0700",
|
45
|
+
"low": "24.5100",
|
46
|
+
"close": "24.7500",
|
47
|
+
"volume": "6904261"
|
48
|
+
}
|
49
|
+
}
|
@@ -1,8 +1,12 @@
|
|
1
1
|
# frozen_string_literal: true
|
2
2
|
|
3
|
+
require 'json'
|
3
4
|
require 'spec_helper'
|
4
5
|
|
5
|
-
|
6
|
+
daily = File.read('spec/files/SYM.daily')
|
7
|
+
quote = File.read('spec/files/SYM.quote')
|
8
|
+
|
9
|
+
describe StockCruncher::CLI do # rubocop:disable Metrics/BlockLength
|
6
10
|
context 'version' do
|
7
11
|
it 'prints the version.' do
|
8
12
|
out = "StockCruncher version #{StockCruncher::VERSION}\n"
|
@@ -10,15 +14,33 @@ describe StockCruncher::CLI do
|
|
10
14
|
end
|
11
15
|
end
|
12
16
|
|
17
|
+
context 'daily NODATA -c spec/files/stockcruncher.yml' do
|
18
|
+
it 'Should not get any data and should fail.' do
|
19
|
+
expect { start(self) }.to raise_error(SystemExit)
|
20
|
+
end
|
21
|
+
end
|
22
|
+
|
13
23
|
context 'daily SYM -c spec/files/stockcruncher.yml' do
|
14
24
|
it 'Get the daily time serie for SYM.' do
|
15
|
-
expect { start(self) }.to output(
|
25
|
+
expect { start(self) }.to output(daily).to_stdout
|
26
|
+
end
|
27
|
+
end
|
28
|
+
|
29
|
+
context 'movingaverages SYM -c spec/files/stockcruncher.yml' do
|
30
|
+
it 'Get the daily time serie for SYM.' do
|
31
|
+
expect { start(self) }.to output('').to_stdout
|
32
|
+
end
|
33
|
+
end
|
34
|
+
|
35
|
+
context 'quote NODATA -c spec/files/stockcruncher.yml' do
|
36
|
+
it 'Should not get any data and should fail.' do
|
37
|
+
expect { start(self) }.to raise_error(SystemExit)
|
16
38
|
end
|
17
39
|
end
|
18
40
|
|
19
41
|
context 'quote SYM -c spec/files/stockcruncher.yml' do
|
20
42
|
it 'Get the quote for SYM.' do
|
21
|
-
expect { start(self) }.to output(
|
43
|
+
expect { start(self) }.to output(quote).to_stdout
|
22
44
|
end
|
23
45
|
end
|
24
46
|
|
@@ -2,15 +2,42 @@
|
|
2
2
|
|
3
3
|
require 'spec_helper'
|
4
4
|
|
5
|
+
quote = 'symbol,open,high,low,price,volume,latestDay,previousClose,change,ch' \
|
6
|
+
"angePercent\r\nSYM,100.0000,100.1000,99.9000,100.0000,4,2020-07-30," \
|
7
|
+
"100.0000,0.0000,0.0000%\r\n"
|
8
|
+
q_err = '{}'
|
9
|
+
daily = "timestamp,open,high,low,close,volume\r\n2020-08-03,23.8500,24.6500," \
|
10
|
+
"23.7400,24.5500,3112972\r\n2020-07-31,24.0100,24.5100,23.5900,23.81" \
|
11
|
+
"00,5482485\r\n2020-07-30,24.4700,24.6600,23.5200,23.6600,6466738\r" \
|
12
|
+
"\n2020-07-29,24.7500,25.0300,24.0400,24.5600,4605804\r\n2020-07-28," \
|
13
|
+
"25.9900,26.0700,24.5100,24.7500,6904261\r\n"
|
14
|
+
d_err = "{\n \"Error Message\": \"Invalid API call.\"\n}"
|
15
|
+
mvavg = '{"results":[{"statement_id":0,"series":[{"name":"daily","columns":[' \
|
16
|
+
'"time","close","change","changePercent","volume"],"values":[["2017-' \
|
17
|
+
'03-01T18:00:00Z",1,0,0,1],["2017-03-02T18:00:00Z",1,0,0,1],["2017-0' \
|
18
|
+
'3-03T18:00:00Z",1,0,0,1],["2017-03-04T18:00:00Z",1,0,0,1],["2017-03' \
|
19
|
+
'-05T18:00:00Z",1,0,0,1],["2017-03-06T18:00:00Z",1,0,0,1]]}]}]}'
|
20
|
+
|
5
21
|
RSpec.configure do |config|
|
6
22
|
config.before(:each) do
|
7
23
|
# requests an API without extra arguments
|
24
|
+
stub_request(:get, 'https://www.alphavantage.co/query?' \
|
25
|
+
'function=GLOBAL_QUOTE&symbol=NODATA&apikey=demo&datatype=csv')
|
26
|
+
.to_return('status' => 200, 'body' => q_err, 'headers' => {})
|
8
27
|
stub_request(:get, 'https://www.alphavantage.co/query?' \
|
9
28
|
'function=GLOBAL_QUOTE&symbol=SYM&apikey=demo&datatype=csv')
|
10
|
-
.to_return('status' => 200, 'body' =>
|
29
|
+
.to_return('status' => 200, 'body' => quote, 'headers' => {})
|
30
|
+
stub_request(:get, 'https://www.alphavantage.co/query?' \
|
31
|
+
'function=TIME_SERIES_DAILY&symbol=NODATA&apikey=demo' \
|
32
|
+
'&datatype=csv&outputsize=compact')
|
33
|
+
.to_return('status' => 200, 'body' => d_err, 'headers' => {})
|
11
34
|
stub_request(:get, 'https://www.alphavantage.co/query?' \
|
12
35
|
'function=TIME_SERIES_DAILY&symbol=SYM&apikey=demo' \
|
13
36
|
'&datatype=csv&outputsize=compact')
|
14
|
-
.to_return('status' => 200, 'body' =>
|
37
|
+
.to_return('status' => 200, 'body' => daily, 'headers' => {})
|
38
|
+
stub_request(:post, 'http://localhost:8086/query?db=test')
|
39
|
+
.to_return('status' => 204, 'body' => mvavg, 'headers' => {})
|
40
|
+
stub_request(:post, 'http://localhost:8086/write?db=test')
|
41
|
+
.to_return('status' => 204, 'body' => '', 'headers' => {})
|
15
42
|
end
|
16
43
|
end
|
metadata
CHANGED
@@ -1,14 +1,14 @@
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
2
2
|
name: stockcruncher
|
3
3
|
version: !ruby/object:Gem::Version
|
4
|
-
version: 1.0
|
4
|
+
version: 1.3.0
|
5
5
|
platform: ruby
|
6
6
|
authors:
|
7
7
|
- Richard Delaplace
|
8
8
|
autorequire:
|
9
9
|
bindir: bin
|
10
10
|
cert_chain: []
|
11
|
-
date: 2020-
|
11
|
+
date: 2020-09-03 00:00:00.000000000 Z
|
12
12
|
dependencies:
|
13
13
|
- !ruby/object:Gem::Dependency
|
14
14
|
name: bundler
|
@@ -130,10 +130,13 @@ files:
|
|
130
130
|
- lib/stockcruncher/alphavantage.rb
|
131
131
|
- lib/stockcruncher/cli.rb
|
132
132
|
- lib/stockcruncher/cruncher.rb
|
133
|
+
- lib/stockcruncher/influxdb.rb
|
134
|
+
- lib/stockcruncher/stats.rb
|
133
135
|
- lib/stockcruncher/version.rb
|
136
|
+
- spec/files/SYM.daily
|
137
|
+
- spec/files/SYM.quote
|
134
138
|
- spec/files/stockcruncher.yml
|
135
139
|
- spec/spec_helper.rb
|
136
|
-
- spec/stockcruncher/alphavantage_spec.rb
|
137
140
|
- spec/stockcruncher/cli_spec.rb
|
138
141
|
- spec/stockcruncher/stubs/servers_stubs.rb
|
139
142
|
- spec/stockcruncher_spec.rb
|
@@ -1,16 +0,0 @@
|
|
1
|
-
# frozen_string_literal: true
|
2
|
-
|
3
|
-
require 'spec_helper'
|
4
|
-
|
5
|
-
describe StockCruncher::AlphaVantage do
|
6
|
-
context 'daily SYM -c spec/files/stockcruncher.yml' do
|
7
|
-
it 'requests a daily time serie.' do
|
8
|
-
expect { start(self) }.to output("{}\n").to_stdout
|
9
|
-
end
|
10
|
-
end
|
11
|
-
context 'quote SYM -c spec/files/stockcruncher.yml' do
|
12
|
-
it 'requests a quote endpoint.' do
|
13
|
-
expect { start(self) }.to output("{}\n").to_stdout
|
14
|
-
end
|
15
|
-
end
|
16
|
-
end
|