stockcruncher 1.3.0 → 1.4.1

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data/.gitlab-ci.yml CHANGED
@@ -1,9 +1,11 @@
1
+
1
2
  image: ruby:2.4
2
3
 
4
+ before_script:
5
+ - bundle install
6
+
3
7
  rubocop:
4
8
  stage: test
5
- before_script:
6
- - gem install --silent rubocop
7
9
  script:
8
10
  - rubocop
9
11
 
@@ -25,7 +27,6 @@ git_history:
25
27
  rspec:
26
28
  stage: test
27
29
  script:
28
- - bundle install
29
30
  - rspec
30
31
  artifacts:
31
32
  paths:
data/.rubocop.yml CHANGED
@@ -4,3 +4,4 @@ AllCops:
4
4
  DisplayStyleGuide: true
5
5
  DisplayCopNames: false
6
6
  TargetRubyVersion: 2.4
7
+ NewCops: disable
data/README.md CHANGED
@@ -5,12 +5,14 @@
5
5
  [![Gem Version][gem-img]][gem]
6
6
 
7
7
  1. [Overview](#overview)
8
- 2. [Description](#role-description)
9
- 3. [Setup](#setup)
10
- 4. [Usage](#usage)
11
- 5. [Limitations](#limitations)
12
- 6. [Development](#development)
13
- 7. [Miscellaneous](#miscellaneous)
8
+ 1. [Description](#description)
9
+ 1. [Setup](#setup)
10
+ 1. [Usage](#usage)
11
+ 1. [Environment variables](#environment-variables)
12
+ 1. [Examples](#examples)
13
+ 1. [Limitations](#limitations)
14
+ 1. [Development](#development)
15
+ 1. [Miscellaneous](#miscellaneous)
14
16
 
15
17
  ## Overview
16
18
 
@@ -41,6 +43,17 @@ An interactive help is available with:
41
43
 
42
44
  $ stockcruncher help [subcommand]
43
45
 
46
+ ## Environment variables
47
+
48
+ Parameters in /etc/stockcruncher/stockcrunucher.yml can be overloaded with
49
+ environment variables.
50
+ Environment variables should match SCR_<COMPONENTID>_<ITEM>.
51
+ Component ID are as follow.
52
+ - AlphaVantage: AV
53
+ - InfluxDB: IDB
54
+ Items are upcase keys. See template /etc/stockcruncher/stockcrunucher.yml for
55
+ reference.
56
+
44
57
  ## Examples
45
58
 
46
59
  To get daily time serie data of a symbol:
@@ -51,6 +64,10 @@ To get last day endpoint data of a symbol:
51
64
 
52
65
  $ stockcruncher quote AAPL
53
66
 
67
+ To override a parameter with environment variable:
68
+
69
+ $ SCR_IDB_HOST=192.168.0.80; stockcruncher quote AAPL
70
+
54
71
  ## Limitations
55
72
 
56
73
  Data are currently scraped from AlphaVantage API.
@@ -39,7 +39,7 @@ module StockCruncher
39
39
  # Main method to crunch data.
40
40
  def crunch_daily(symbol, fullsize)
41
41
  url = API_URL + parameters(symbol, 'TIME_SERIES_DAILY')
42
- url += '&datatype=csv&outputsize=' + (fullsize ? 'full' : 'compact')
42
+ url += "&datatype=csv&outputsize=#{fullsize ? 'full' : 'compact'}"
43
43
  res = request(url)
44
44
  transform_daily(res.body)
45
45
  end
@@ -63,9 +63,9 @@ module StockCruncher
63
63
 
64
64
  # Set parameters of api call
65
65
  def parameters(symbol, serie)
66
- p = 'function=' + serie
67
- p += '&symbol=' + symbol
68
- p += '&apikey=' + @config[self.class.name.split('::').last]['apikey']
66
+ p = "function=#{serie}"
67
+ p += "&symbol=#{symbol}"
68
+ p += "&apikey=#{@config[self.class.name.split('::').last]['apikey']}"
69
69
  p
70
70
  end
71
71
 
@@ -87,8 +87,7 @@ module StockCruncher
87
87
  raise StandardError, 'No data' if rawdata.match?(/Error Message/)
88
88
 
89
89
  values = prepare_daily_timeserie(rawdata)
90
- values = calculate_missing_data(values)
91
- values
90
+ calculate_missing_data(values)
92
91
  end
93
92
 
94
93
  # Method to transform quote result to hash
@@ -45,12 +45,20 @@ module StockCruncher
45
45
  default: false,
46
46
  desc: 'Full data size.'
47
47
  )
48
+ option(
49
+ :catchup,
50
+ aliases: ['-u'],
51
+ type: :boolean,
52
+ default: false,
53
+ desc: 'Catch up the missing data only.'
54
+ )
48
55
  def daily(symbol)
49
56
  opts = options.dup
50
57
  config = YAML.load_file(opts['config'])
51
58
  cruncher = StockCruncher::AlphaVantage.new(config, opts['insecure'])
52
59
  data = cruncher.crunch_daily(symbol, opts['full'])
53
- StockCruncher::InfluxDB.new(config).export_history(symbol, data)
60
+ influx = StockCruncher::InfluxDB.new(config)
61
+ influx.export_history(symbol, data, opts['catchup'])
54
62
  puts JSON.pretty_generate(data) unless opts['quiet']
55
63
  end
56
64
 
@@ -63,20 +71,29 @@ module StockCruncher
63
71
  default: false,
64
72
  desc: 'Recalculate all MA historical values.'
65
73
  )
74
+ option(
75
+ :catchup,
76
+ aliases: ['-u'],
77
+ type: :boolean,
78
+ default: false,
79
+ desc: 'Catch up the missing data only.'
80
+ )
66
81
  def movingaverages(symbol)
67
82
  opts = options.dup
68
83
  config = YAML.load_file(opts['config'])
69
- StockCruncher::InfluxDB.new(config).moving_averages(symbol, opts['all'])
84
+ influx = StockCruncher::InfluxDB.new(config)
85
+ influx.moving_averages(symbol, opts['all'], opts['catchup'])
70
86
  end
71
87
 
72
88
  desc('quote SYMBOL [options]',
73
89
  'Crunch SYMBOL stock market data for last day quote.')
74
90
  def quote(symbol)
75
91
  opts = options.dup
76
- config = YAML.load_file(opts['config'])
92
+ config = StockCruncher::Config.load(opts['config'])
77
93
  cruncher = StockCruncher::AlphaVantage.new(config, opts['insecure'])
78
94
  data = cruncher.crunch_quote(symbol)
79
- StockCruncher::InfluxDB.new(config).export_last_day(data)
95
+ influx = StockCruncher::InfluxDB.new(config)
96
+ influx.export_last_day(data)
80
97
  puts JSON.pretty_generate(data) unless opts['quiet']
81
98
  end
82
99
  end
@@ -0,0 +1,40 @@
1
+ #!/usr/bin/ruby
2
+ # frozen_string_literal: true
3
+
4
+ require 'yaml'
5
+
6
+ module StockCruncher
7
+ # this is a module to load configuration file and environment variable
8
+ module Config
9
+ module_function
10
+
11
+ # Load config file and override with env variables
12
+ def load(file)
13
+ config = YAML.load_file(file)
14
+ overload_alphavantage(config)
15
+ overload_influxdb(config)
16
+ end
17
+
18
+ def overload(config, prefix, component, items)
19
+ items.each do |key|
20
+ var = "#{prefix}#{key.upcase}"
21
+ config[component][key] = ENV[var] unless ENV[var].nil?
22
+ end
23
+ config
24
+ end
25
+
26
+ def overload_alphavantage(config)
27
+ prefix = 'SCR_AV_'
28
+ component = 'AlphaVantage'
29
+ items = %w[apikey]
30
+ overload(config, prefix, component, items)
31
+ end
32
+
33
+ def overload_influxdb(config)
34
+ prefix = 'SCR_IDB_'
35
+ component = 'InfluxDB'
36
+ items = %w[scheme host port user password dbname]
37
+ overload(config, prefix, component, items)
38
+ end
39
+ end
40
+ end
@@ -20,15 +20,22 @@ module StockCruncher
20
20
  data['columns'].zip(data['values'].transpose).to_h
21
21
  end
22
22
 
23
+ def get_ma_values(symbol, fullsize)
24
+ values = %w[ema200]
25
+ data = query('ema', symbol, values, fullsize)
26
+ data['columns'].zip(data['values'].transpose).to_h
27
+ end
28
+
23
29
  # Method to calculate moving averages based on last day values
24
- def moving_averages(symbol, fullsize)
30
+ def moving_averages(symbol, fullsize, catchup)
25
31
  series = get_daily_values(symbol, fullsize)
32
+ mas = catchup ? get_ma_values(symbol, fullsize) : {}
26
33
  tags = create_tags(symbol)
27
34
  series['close'].each_index do |i|
28
35
  date = series['time'][i]
29
36
  serie = series['close'][i, 201]
30
37
  weights = series['volume'][i, 201]
31
- write_moving_averages(tags, serie, weights, date)
38
+ write_moving_averages(tags, serie, weights, date) unless mas.key? date
32
39
  break unless fullsize
33
40
  end
34
41
  end
@@ -39,8 +46,12 @@ module StockCruncher
39
46
  end
40
47
 
41
48
  # Method to export historical data to database
42
- def export_history(symbol, timeseries)
49
+ def export_history(symbol, timeseries, catchup)
43
50
  tags = create_tags(symbol)
51
+ if catchup
52
+ series = get_daily_values(symbol, true)
53
+ series['time'].each { |date| timeseries.delete(date) }
54
+ end
44
55
  timeseries.each_pair do |date, values|
45
56
  write('daily', tags, values, date)
46
57
  end
@@ -95,7 +106,7 @@ module StockCruncher
95
106
  def write(name, tags, values, date)
96
107
  url = "#{@cfg['scheme']}://#{@cfg['host']}:#{@cfg['port']}/write?" \
97
108
  "db=#{@cfg['dbname']}"
98
- timestamp = DateTime.parse(date + 'T18:00:00').strftime('%s%N')
109
+ timestamp = DateTime.parse("#{date}T18:00:00").strftime('%s%N')
99
110
  body = "#{name},#{format_values(tags)} #{format_values(values)} " \
100
111
  "#{timestamp}"
101
112
  request(url, body)
@@ -48,7 +48,7 @@ module StockCruncher
48
48
  RANGES.each do |n|
49
49
  next if values.size < n
50
50
 
51
- h["lwma#{n}"] = sma(values[0, n], volumes[0, n])
51
+ h["vwma#{n}"] = sma(values[0, n], volumes[0, n])
52
52
  end
53
53
  h
54
54
  end
@@ -2,5 +2,5 @@
2
2
  # frozen_string_literal: true
3
3
 
4
4
  module StockCruncher
5
- VERSION = '1.3.0'
5
+ VERSION = '1.4.1'
6
6
  end
@@ -26,12 +26,24 @@ describe StockCruncher::CLI do # rubocop:disable Metrics/BlockLength
26
26
  end
27
27
  end
28
28
 
29
+ context 'daily SYM -u -c spec/files/stockcruncher.yml' do
30
+ it 'Get the daily time serie for SYM.' do
31
+ expect { start(self) }.to output(daily).to_stdout
32
+ end
33
+ end
34
+
29
35
  context 'movingaverages SYM -c spec/files/stockcruncher.yml' do
30
36
  it 'Get the daily time serie for SYM.' do
31
37
  expect { start(self) }.to output('').to_stdout
32
38
  end
33
39
  end
34
40
 
41
+ context 'movingaverages SYM -u -c spec/files/stockcruncher.yml' do
42
+ it 'Get the daily time serie for SYM.' do
43
+ expect { start(self) }.to output('').to_stdout
44
+ end
45
+ end
46
+
35
47
  context 'quote NODATA -c spec/files/stockcruncher.yml' do
36
48
  it 'Should not get any data and should fail.' do
37
49
  expect { start(self) }.to raise_error(SystemExit)
@@ -12,6 +12,10 @@ daily = "timestamp,open,high,low,close,volume\r\n2020-08-03,23.8500,24.6500," \
12
12
  "\n2020-07-29,24.7500,25.0300,24.0400,24.5600,4605804\r\n2020-07-28," \
13
13
  "25.9900,26.0700,24.5100,24.7500,6904261\r\n"
14
14
  d_err = "{\n \"Error Message\": \"Invalid API call.\"\n}"
15
+ i_ema = "q=SELECT ema200 FROM ema WHERE symbol = 'SYM' ORDER BY time DESC"
16
+ maval = '{"results":[{"statement_id":0,"series":[{"name":"ema","columns":[' \
17
+ '"time","ema200"],"values":[["2017-' \
18
+ '03-01T18:00:00Z",1]]}]}]}'
15
19
  mvavg = '{"results":[{"statement_id":0,"series":[{"name":"daily","columns":[' \
16
20
  '"time","close","change","changePercent","volume"],"values":[["2017-' \
17
21
  '03-01T18:00:00Z",1,0,0,1],["2017-03-02T18:00:00Z",1,0,0,1],["2017-0' \
@@ -35,6 +39,9 @@ RSpec.configure do |config|
35
39
  'function=TIME_SERIES_DAILY&symbol=SYM&apikey=demo' \
36
40
  '&datatype=csv&outputsize=compact')
37
41
  .to_return('status' => 200, 'body' => daily, 'headers' => {})
42
+ stub_request(:post, 'http://localhost:8086/query?db=test')
43
+ .with(body: i_ema)
44
+ .to_return('status' => 204, 'body' => maval, 'headers' => {})
38
45
  stub_request(:post, 'http://localhost:8086/query?db=test')
39
46
  .to_return('status' => 204, 'body' => mvavg, 'headers' => {})
40
47
  stub_request(:post, 'http://localhost:8086/write?db=test')
@@ -8,7 +8,7 @@ dev_deps = {
8
8
  'bundler' => '~> 1.17',
9
9
  'rspec' => '~> 3.9',
10
10
  'rake' => '~> 11.3',
11
- 'rubocop' => '0.88',
11
+ 'rubocop' => '0.90',
12
12
  'webmock' => '~> 2.0.3',
13
13
  'simplecov' => '~> 0.18'
14
14
  }
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: 1.3.0
4
+ version: 1.4.1
5
5
  platform: ruby
6
6
  authors:
7
7
  - Richard Delaplace
8
8
  autorequire:
9
9
  bindir: bin
10
10
  cert_chain: []
11
- date: 2020-09-03 00:00:00.000000000 Z
11
+ date: 2021-08-24 00:00:00.000000000 Z
12
12
  dependencies:
13
13
  - !ruby/object:Gem::Dependency
14
14
  name: bundler
@@ -58,14 +58,14 @@ dependencies:
58
58
  requirements:
59
59
  - - '='
60
60
  - !ruby/object:Gem::Version
61
- version: '0.88'
61
+ version: '0.90'
62
62
  type: :development
63
63
  prerelease: false
64
64
  version_requirements: !ruby/object:Gem::Requirement
65
65
  requirements:
66
66
  - - '='
67
67
  - !ruby/object:Gem::Version
68
- version: '0.88'
68
+ version: '0.90'
69
69
  - !ruby/object:Gem::Dependency
70
70
  name: webmock
71
71
  requirement: !ruby/object:Gem::Requirement
@@ -129,6 +129,7 @@ files:
129
129
  - lib/stockcruncher.rb
130
130
  - lib/stockcruncher/alphavantage.rb
131
131
  - lib/stockcruncher/cli.rb
132
+ - lib/stockcruncher/config.rb
132
133
  - lib/stockcruncher/cruncher.rb
133
134
  - lib/stockcruncher/influxdb.rb
134
135
  - lib/stockcruncher/stats.rb