stockcruncher 1.3.0 → 1.4.1

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
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data/.gitlab-ci.yml CHANGED
@@ -1,9 +1,11 @@
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+
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  image: ruby:2.4
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+ before_script:
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+ - bundle install
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+
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  rubocop:
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  stage: test
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- before_script:
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- - gem install --silent rubocop
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  script:
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  - rubocop
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@@ -25,7 +27,6 @@ git_history:
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  rspec:
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  stage: test
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  script:
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- - bundle install
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  - rspec
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  artifacts:
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  paths:
data/.rubocop.yml CHANGED
@@ -4,3 +4,4 @@ AllCops:
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  DisplayStyleGuide: true
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  DisplayCopNames: false
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  TargetRubyVersion: 2.4
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+ NewCops: disable
data/README.md CHANGED
@@ -5,12 +5,14 @@
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  [![Gem Version][gem-img]][gem]
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  1. [Overview](#overview)
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- 2. [Description](#role-description)
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- 3. [Setup](#setup)
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- 4. [Usage](#usage)
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- 5. [Limitations](#limitations)
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- 6. [Development](#development)
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- 7. [Miscellaneous](#miscellaneous)
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+ 1. [Description](#description)
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+ 1. [Setup](#setup)
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+ 1. [Usage](#usage)
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+ 1. [Environment variables](#environment-variables)
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+ 1. [Examples](#examples)
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+ 1. [Limitations](#limitations)
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+ 1. [Development](#development)
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+ 1. [Miscellaneous](#miscellaneous)
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  ## Overview
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@@ -41,6 +43,17 @@ An interactive help is available with:
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  $ stockcruncher help [subcommand]
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+ ## Environment variables
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+
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+ Parameters in /etc/stockcruncher/stockcrunucher.yml can be overloaded with
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+ environment variables.
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+ Environment variables should match SCR_<COMPONENTID>_<ITEM>.
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+ Component ID are as follow.
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+ - AlphaVantage: AV
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+ - InfluxDB: IDB
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+ Items are upcase keys. See template /etc/stockcruncher/stockcrunucher.yml for
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+ reference.
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+
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  ## Examples
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  To get daily time serie data of a symbol:
@@ -51,6 +64,10 @@ To get last day endpoint data of a symbol:
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  $ stockcruncher quote AAPL
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+ To override a parameter with environment variable:
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+
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+ $ SCR_IDB_HOST=192.168.0.80; stockcruncher quote AAPL
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+
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  ## Limitations
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72
 
56
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  Data are currently scraped from AlphaVantage API.
@@ -39,7 +39,7 @@ module StockCruncher
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  # Main method to crunch data.
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  def crunch_daily(symbol, fullsize)
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  url = API_URL + parameters(symbol, 'TIME_SERIES_DAILY')
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- url += '&datatype=csv&outputsize=' + (fullsize ? 'full' : 'compact')
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+ url += "&datatype=csv&outputsize=#{fullsize ? 'full' : 'compact'}"
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  res = request(url)
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  transform_daily(res.body)
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  end
@@ -63,9 +63,9 @@ module StockCruncher
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64
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  # Set parameters of api call
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  def parameters(symbol, serie)
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- p = 'function=' + serie
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- p += '&symbol=' + symbol
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- p += '&apikey=' + @config[self.class.name.split('::').last]['apikey']
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+ p = "function=#{serie}"
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+ p += "&symbol=#{symbol}"
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+ p += "&apikey=#{@config[self.class.name.split('::').last]['apikey']}"
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  p
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  end
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@@ -87,8 +87,7 @@ module StockCruncher
87
87
  raise StandardError, 'No data' if rawdata.match?(/Error Message/)
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88
 
89
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  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'])
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- StockCruncher::InfluxDB.new(config).export_history(symbol, data)
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+ 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,
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+ aliases: ['-u'],
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+ 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'])
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- StockCruncher::InfluxDB.new(config).moving_averages(symbol, opts['all'])
84
+ influx = StockCruncher::InfluxDB.new(config)
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+ influx.moving_averages(symbol, opts['all'], opts['catchup'])
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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'])
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  data = cruncher.crunch_quote(symbol)
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- StockCruncher::InfluxDB.new(config).export_last_day(data)
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+ 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
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+ # frozen_string_literal: true
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+
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+ require 'yaml'
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+
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+ module StockCruncher
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+ # this is a module to load configuration file and environment variable
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+ module Config
9
+ module_function
10
+
11
+ # Load config file and override with env variables
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+ def load(file)
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+ config = YAML.load_file(file)
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+ overload_alphavantage(config)
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+ overload_influxdb(config)
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+ end
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+
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+ def overload(config, prefix, component, items)
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+ items.each do |key|
20
+ var = "#{prefix}#{key.upcase}"
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+ config[component][key] = ENV[var] unless ENV[var].nil?
22
+ end
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+ config
24
+ end
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+
26
+ def overload_alphavantage(config)
27
+ prefix = 'SCR_AV_'
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+ component = 'AlphaVantage'
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+ items = %w[apikey]
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+ overload(config, prefix, component, items)
31
+ end
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+
33
+ def overload_influxdb(config)
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+ prefix = 'SCR_IDB_'
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+ component = 'InfluxDB'
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+ items = %w[scheme host port user password dbname]
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+ 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