stockcruncher 1.2.0 → 1.2.1
Sign up to get free protection for your applications and to get access to all the features.
- checksums.yaml +4 -4
- data/CHANGELOG +6 -0
- data/lib/stockcruncher/alphavantage.rb +72 -2
- data/lib/stockcruncher/cli.rb +7 -6
- data/lib/stockcruncher/influxdb.rb +2 -61
- data/lib/stockcruncher/version.rb +1 -1
- data/spec/files/SYM.daily +49 -0
- data/spec/files/SYM.quote +10 -0
- data/spec/stockcruncher/cli_spec.rb +3 -8
- metadata +4 -2
checksums.yaml
CHANGED
@@ -1,7 +1,7 @@
|
|
1
1
|
---
|
2
2
|
SHA256:
|
3
|
-
metadata.gz:
|
4
|
-
data.tar.gz:
|
3
|
+
metadata.gz: e4729948dfb9635323240f73d947c2257b1ca4b8a6c2a065a812a8726f502599
|
4
|
+
data.tar.gz: 3686ad0bbb61ef2a3801a2a2c1b3258b543da3015c49b2c959570c9d7b0e8a3a
|
5
5
|
SHA512:
|
6
|
-
metadata.gz:
|
7
|
-
data.tar.gz:
|
6
|
+
metadata.gz: 24120c82f3e7cd9d622bcf1636ee528ea69d170fe0f60951b33b34754870a1b92837d5f2cbcd3f59ab4be85264195e7c2058036a557e8b486c8fe55cf81e5c18
|
7
|
+
data.tar.gz: e849aea61ae75175742d97611cffdc889aa3c95394aec2cc8ccbe93ed35bafc6958984fb0fc92b08190a41003c183b753ad287a51676990eee855d32f43bfceb
|
data/CHANGELOG
CHANGED
@@ -8,12 +8,40 @@ module StockCruncher
|
|
8
8
|
class AlphaVantage < Cruncher
|
9
9
|
API_URL = 'https://www.alphavantage.co/query?'
|
10
10
|
|
11
|
+
# Method to calculate missing data (previousClose, change, changePercent)
|
12
|
+
def calculate_missing_data(hash)
|
13
|
+
keys = hash.keys
|
14
|
+
hash.each_with_index do |(date, v), index|
|
15
|
+
prevday = keys[index + 1]
|
16
|
+
next if prevday.nil?
|
17
|
+
|
18
|
+
prevclose = hash[prevday]['close']
|
19
|
+
hash[date] = v.merge(generate_missing_data(v['close'], prevclose))
|
20
|
+
end
|
21
|
+
hash
|
22
|
+
end
|
23
|
+
|
24
|
+
# Method to calculate change difference
|
25
|
+
def change(value, base)
|
26
|
+
(value - base).round(4).to_s
|
27
|
+
end
|
28
|
+
|
29
|
+
# Method to calculate percentage of change
|
30
|
+
def change_percent(value, base)
|
31
|
+
((value / base - 1) * 100).round(4).to_s
|
32
|
+
end
|
33
|
+
|
34
|
+
# 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
|
37
|
+
end
|
38
|
+
|
11
39
|
# Main method to crunch data.
|
12
40
|
def crunch_daily(symbol, fullsize)
|
13
41
|
url = API_URL + parameters(symbol, 'TIME_SERIES_DAILY')
|
14
42
|
url += '&datatype=csv&outputsize=' + (fullsize ? 'full' : 'compact')
|
15
43
|
res = request(url)
|
16
|
-
res.body
|
44
|
+
transform_daily(res.body)
|
17
45
|
end
|
18
46
|
|
19
47
|
# Main method to crunch data.
|
@@ -21,14 +49,56 @@ module StockCruncher
|
|
21
49
|
url = API_URL + parameters(symbol, 'GLOBAL_QUOTE')
|
22
50
|
url += '&datatype=csv'
|
23
51
|
res = request(url)
|
24
|
-
res.body
|
52
|
+
transform_quote(res.body)
|
25
53
|
end
|
26
54
|
|
55
|
+
# 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
|
+
}
|
62
|
+
end
|
63
|
+
|
64
|
+
# Set parameters of api call
|
27
65
|
def parameters(symbol, serie)
|
28
66
|
p = 'function=' + serie
|
29
67
|
p += '&symbol=' + symbol
|
30
68
|
p += '&apikey=' + @config[self.class.name.split('::').last]['apikey']
|
31
69
|
p
|
32
70
|
end
|
71
|
+
|
72
|
+
# 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
|
+
lines.each do |line|
|
78
|
+
values = line.split(',')
|
79
|
+
date = values.shift
|
80
|
+
hash[date] = desc.zip(values).to_h
|
81
|
+
end
|
82
|
+
hash
|
83
|
+
end
|
84
|
+
|
85
|
+
# 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
|
+
|
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
|
33
103
|
end
|
34
104
|
end
|
data/lib/stockcruncher/cli.rb
CHANGED
@@ -1,6 +1,7 @@
|
|
1
1
|
#!/usr/bin/ruby
|
2
2
|
# frozen_string_literal: true
|
3
3
|
|
4
|
+
require 'json'
|
4
5
|
require 'thor'
|
5
6
|
require 'yaml'
|
6
7
|
|
@@ -48,9 +49,9 @@ module StockCruncher
|
|
48
49
|
opts = options.dup
|
49
50
|
config = YAML.load_file(opts['config'])
|
50
51
|
cruncher = StockCruncher::AlphaVantage.new(config, opts['insecure'])
|
51
|
-
|
52
|
-
StockCruncher::InfluxDB.new(config).export_history(symbol,
|
53
|
-
puts
|
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']
|
54
55
|
end
|
55
56
|
|
56
57
|
desc('quote SYMBOL [options]',
|
@@ -59,9 +60,9 @@ module StockCruncher
|
|
59
60
|
opts = options.dup
|
60
61
|
config = YAML.load_file(opts['config'])
|
61
62
|
cruncher = StockCruncher::AlphaVantage.new(config, opts['insecure'])
|
62
|
-
|
63
|
-
StockCruncher::InfluxDB.new(config).export_last_day(
|
64
|
-
puts
|
63
|
+
data = cruncher.crunch_quote(symbol)
|
64
|
+
StockCruncher::InfluxDB.new(config).export_last_day(data)
|
65
|
+
puts JSON.pretty_generate(data) unless opts['quiet']
|
65
66
|
end
|
66
67
|
end
|
67
68
|
end
|
@@ -13,62 +13,16 @@ module StockCruncher
|
|
13
13
|
@insecure = insecure
|
14
14
|
end
|
15
15
|
|
16
|
-
# Method to calculate missing data (previousClose, change, changePercent)
|
17
|
-
def calculate_missing_data(hash)
|
18
|
-
keys = hash.keys
|
19
|
-
hash.each_with_index do |(date, v), index|
|
20
|
-
prevday = keys[index + 1]
|
21
|
-
next if prevday.nil?
|
22
|
-
|
23
|
-
prevclose = hash[prevday]['close']
|
24
|
-
hash[date] = v.merge(generate_missing_data(v['close'], prevclose))
|
25
|
-
end
|
26
|
-
hash
|
27
|
-
end
|
28
|
-
|
29
|
-
# Method to generate missing data
|
30
|
-
def generate_missing_data(current, previous)
|
31
|
-
{
|
32
|
-
'previousClose' => previous,
|
33
|
-
'change' => change(current.to_f, previous.to_f),
|
34
|
-
'changePercent' => change_percent(current.to_f, previous.to_f)
|
35
|
-
}
|
36
|
-
end
|
37
|
-
|
38
|
-
# Method to calculate change difference
|
39
|
-
def change(value, base)
|
40
|
-
(value - base).round(4).to_s
|
41
|
-
end
|
42
|
-
|
43
|
-
# Method to calculate percentage of change
|
44
|
-
def change_percent(value, base)
|
45
|
-
((value / base - 1) * 100).round(4).to_s
|
46
|
-
end
|
47
|
-
|
48
|
-
# Method to create a new hash from two arrays of keys and values
|
49
|
-
def create_hash(descriptions, values)
|
50
|
-
descriptions.split(',').zip(values.split(',')).to_h
|
51
|
-
end
|
52
|
-
|
53
16
|
# Method to export latest data to database
|
54
|
-
def export_last_day(
|
55
|
-
raise StandardError, 'No data to export' if raw.match?(/{}/)
|
56
|
-
|
57
|
-
values = create_hash(*raw.split("\r\n"))
|
58
|
-
values['close'] = values.delete('price')
|
59
|
-
values['changePercent'] = values['changePercent'].delete('%')
|
17
|
+
def export_last_day(values)
|
60
18
|
tags = { 'symbol' => values.delete('symbol') }
|
61
19
|
date = values.delete('latestDay')
|
62
20
|
write('daily', tags, values, date)
|
63
21
|
end
|
64
22
|
|
65
23
|
# Method to export historical data to database
|
66
|
-
def export_history(symbol,
|
67
|
-
raise StandardError, 'No data to export' if raw.match?(/Error Message/)
|
68
|
-
|
24
|
+
def export_history(symbol, timeseries)
|
69
25
|
tags = { 'symbol' => symbol }
|
70
|
-
timeseries = prepare_daily_timeserie(raw)
|
71
|
-
timeseries = calculate_missing_data(timeseries)
|
72
26
|
timeseries.each_pair do |date, values|
|
73
27
|
write('daily', tags, values, date)
|
74
28
|
end
|
@@ -84,19 +38,6 @@ module StockCruncher
|
|
84
38
|
string
|
85
39
|
end
|
86
40
|
|
87
|
-
# Method to transform raw data to constructed hash
|
88
|
-
def prepare_daily_timeserie(data)
|
89
|
-
lines = data.split("\r\n")
|
90
|
-
desc = lines.shift.split(',').drop(1)
|
91
|
-
hash = {}
|
92
|
-
lines.each do |line|
|
93
|
-
values = line.split(',')
|
94
|
-
date = values.shift
|
95
|
-
hash[date] = desc.zip(values).to_h
|
96
|
-
end
|
97
|
-
hash
|
98
|
-
end
|
99
|
-
|
100
41
|
# Method to send http post request
|
101
42
|
def request(url, body)
|
102
43
|
uri = URI.parse(url)
|
@@ -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
|
+
}
|
@@ -1,15 +1,10 @@
|
|
1
1
|
# frozen_string_literal: true
|
2
2
|
|
3
|
+
require 'json'
|
3
4
|
require 'spec_helper'
|
4
5
|
|
5
|
-
|
6
|
-
|
7
|
-
"100.0000,0.0000,0.0000%\r\n"
|
8
|
-
daily = "timestamp,open,high,low,close,volume\r\n2020-08-03,23.8500,24.6500," \
|
9
|
-
"23.7400,24.5500,3112972\r\n2020-07-31,24.0100,24.5100,23.5900,23.81" \
|
10
|
-
"00,5482485\r\n2020-07-30,24.4700,24.6600,23.5200,23.6600,6466738\r" \
|
11
|
-
"\n2020-07-29,24.7500,25.0300,24.0400,24.5600,4605804\r\n2020-07-28," \
|
12
|
-
"25.9900,26.0700,24.5100,24.7500,6904261\r\n"
|
6
|
+
daily = File.read('spec/files/SYM.daily')
|
7
|
+
quote = File.read('spec/files/SYM.quote')
|
13
8
|
|
14
9
|
describe StockCruncher::CLI do # rubocop:disable Metrics/BlockLength
|
15
10
|
context 'version' do
|
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: 1.2.
|
4
|
+
version: 1.2.1
|
5
5
|
platform: ruby
|
6
6
|
authors:
|
7
7
|
- Richard Delaplace
|
8
8
|
autorequire:
|
9
9
|
bindir: bin
|
10
10
|
cert_chain: []
|
11
|
-
date: 2020-08-
|
11
|
+
date: 2020-08-12 00:00:00.000000000 Z
|
12
12
|
dependencies:
|
13
13
|
- !ruby/object:Gem::Dependency
|
14
14
|
name: bundler
|
@@ -132,6 +132,8 @@ files:
|
|
132
132
|
- lib/stockcruncher/cruncher.rb
|
133
133
|
- lib/stockcruncher/influxdb.rb
|
134
134
|
- lib/stockcruncher/version.rb
|
135
|
+
- spec/files/SYM.daily
|
136
|
+
- spec/files/SYM.quote
|
135
137
|
- spec/files/stockcruncher.yml
|
136
138
|
- spec/spec_helper.rb
|
137
139
|
- spec/stockcruncher/cli_spec.rb
|