stockcruncher 1.0.2 → 1.1.0
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- checksums.yaml +4 -4
- data/CHANGELOG +6 -0
- data/README.md +13 -4
- data/lib/stockcruncher/alphavantage.rb +8 -17
- data/lib/stockcruncher/cli.rb +31 -31
- data/lib/stockcruncher/cruncher.rb +5 -10
- data/lib/stockcruncher/influxdb.rb +63 -0
- data/lib/stockcruncher/version.rb +1 -1
- data/spec/files/stockcruncher.yml +7 -0
- data/spec/stockcruncher/cli_spec.rb +5 -1
- data/spec/stockcruncher/stubs/servers_stubs.rb +7 -1
- metadata +3 -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: 51887b6440cf8d3958f52c05d5daa9e77c0bada0e385445ec6bcb6553fe9c16d
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data.tar.gz: 66ade1c3623130c5e5588ceca005bddb201b176d1d81ffbb0cabd41568b1692c
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SHA512:
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metadata.gz:
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data.tar.gz:
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metadata.gz: 0bbdd83e653eadf37c57b6cf5e2bf3234c94ccf74d59ffcd21f995d74260a7673da8a79564f37b4b69715fb5f295d0e1bcf2465fee119a84965cbcc333d0f0bc
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7
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data.tar.gz: 979223a1ee0cba78f9d482d22f3025c17fb0506c487d237b94b5855a7843ef3eca610fd89fcbd0a41c66325a1f9e86786e0b56703d666fbca8d5417dd3906321
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data/CHANGELOG
CHANGED
data/README.md
CHANGED
@@ -25,29 +25,38 @@ to write the data in a database for later calculation and use.
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$ gem install stockcruncher
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$ mkdir /etc/stockcruncher && cd /etc/stockcruncher
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-
$ echo
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28
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+
$ echo 'AlphaVantage:' > stockcruncher.yml
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29
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$ echo ' apikey: CHANGEME' >> stockcruncher.yml
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$ echo 'InfluxDB:' >> stockcruncher.yml
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$ echo ' scheme: http' >> stockcruncher.yml
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$ echo ' host: localhost' >> stockcruncher.yml
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$ echo ' port: 8086' >> stockcruncher.yml
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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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38
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## Usage
|
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An interactive help is available with:
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-
$ stockcruncher help
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$ stockcruncher help [subcommand]
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## Examples
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|
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To get daily time serie data of a symbol:
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-
$ stockcruncher
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+
$ stockcruncher daily AAPL
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49
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50
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To get last day endpoint data of a symbol:
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-
$ stockcruncher
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+
$ stockcruncher quote AAPL
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## Limitations
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Data are currently scraped from AlphaVantage API.
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More source could be great especially because AlphaVantage doesn't provide EU
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intraday data.
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InfluxDB is used as database to keep time series data.
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## Development
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@@ -9,28 +9,19 @@ module StockCruncher
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API_URL = 'https://www.alphavantage.co/query?'
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# Main method to crunch data.
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-
def crunch_daily(symbol,
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-
url = API_URL + parameters(symbol, 'TIME_SERIES_DAILY')
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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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res = request(url)
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-
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+
res.body
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end
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# Main method to crunch data.
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-
def crunch_quote(symbol
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-
url = API_URL + parameters(symbol, 'GLOBAL_QUOTE')
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+
def crunch_quote(symbol)
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url = API_URL + parameters(symbol, 'GLOBAL_QUOTE')
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url += '&datatype=csv'
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res = request(url)
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-
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-
end
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-
|
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-
def options_d(opts)
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-
o = '&datatype=' + (opts['json'] ? 'json' : 'csv')
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o += '&outputsize=' + (opts['full'] ? 'full' : 'compact')
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o
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-
end
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-
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def options_q(opts)
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o = '&datatype=' + (opts['json'] ? 'json' : 'csv')
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o
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res.body
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25
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end
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def parameters(symbol, serie)
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data/lib/stockcruncher/cli.rb
CHANGED
@@ -2,18 +2,12 @@
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# frozen_string_literal: true
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require 'thor'
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+
require 'yaml'
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module StockCruncher
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8
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# Simple CLI for StockCruncher
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9
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class CLI < Thor
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9
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-
|
10
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-
def version
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11
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-
puts "StockCruncher version #{StockCruncher::VERSION}"
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12
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-
end
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-
|
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desc('daily SYMBOL [options]',
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-
'Crunch SYMBOL stock market data for daily time series.')
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option(
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10
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class_option(
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:config,
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aliases: ['-c'],
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type: :string,
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@@ -21,13 +15,28 @@ module StockCruncher
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desc: 'Yaml formatted config file to load ' \
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'(default to /etc/stockcruncher/stockcruncher.yml).'
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)
|
24
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-
|
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-
:
|
26
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aliases: ['-
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18
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class_option(
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19
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+
:insecure,
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20
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aliases: ['-k'],
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21
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type: :boolean,
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22
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default: false,
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desc: 'Ignore SSL certificate (default to false).'
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)
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class_option(
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26
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:quiet,
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aliases: ['-q'],
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27
28
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type: :boolean,
|
28
29
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default: false,
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-
desc: '
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30
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+
desc: 'Run silently (default to false).'
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30
31
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)
|
32
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+
|
33
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+
desc 'version', 'Print stockcruncher current version'
|
34
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+
def version
|
35
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+
puts "StockCruncher version #{StockCruncher::VERSION}"
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36
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+
end
|
37
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+
|
38
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+
desc('daily SYMBOL [options]',
|
39
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+
'Crunch SYMBOL stock market data for daily time series.')
|
31
40
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option(
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32
41
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:full,
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33
42
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aliases: ['-f'],
|
@@ -37,31 +46,22 @@ module StockCruncher
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37
46
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)
|
38
47
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def daily(symbol)
|
39
48
|
opts = options.dup
|
40
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-
|
41
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-
cruncher.
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49
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+
config = YAML.load_file(opts['config'])
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50
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+
cruncher = StockCruncher::AlphaVantage.new(config, opts['insecure'])
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51
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+
raw_data = cruncher.crunch_daily(symbol, opts['full'])
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52
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+
# TODO: export to DB here
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53
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+
puts raw_data unless opts['quiet']
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42
54
|
end
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|
44
56
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desc('quote SYMBOL [options]',
|
45
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'Crunch SYMBOL stock market data for last day quote.')
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-
option(
|
47
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-
:config,
|
48
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-
aliases: ['-c'],
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49
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-
type: :string,
|
50
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-
default: '/etc/stockcruncher/stockcruncher.yml',
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51
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-
desc: 'Yaml formatted config file to load ' \
|
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-
'(default to /etc/stockcruncher/stockcruncher.yml).'
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-
)
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-
option(
|
55
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:json,
|
56
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-
aliases: ['-j'],
|
57
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type: :boolean,
|
58
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-
default: false,
|
59
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-
desc: 'Json format data (default to csv).'
|
60
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-
)
|
61
58
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def quote(symbol)
|
62
59
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opts = options.dup
|
63
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-
|
64
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-
cruncher.
|
60
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+
config = YAML.load_file(opts['config'])
|
61
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+
cruncher = StockCruncher::AlphaVantage.new(config, opts['insecure'])
|
62
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+
raw_data = cruncher.crunch_quote(symbol)
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63
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+
puts raw_data unless opts['quiet']
|
64
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+
StockCruncher::InfluxDB.new(config).export_last_day(raw_data)
|
65
65
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end
|
66
66
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end
|
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67
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end
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@@ -2,27 +2,22 @@
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# frozen_string_literal: true
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3
3
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4
4
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require 'net/http'
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-
require 'yaml'
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5
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7
6
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module StockCruncher
|
8
7
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# This is an data cruncher abstract class.
|
9
8
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class Cruncher
|
10
9
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# Class constructor method
|
11
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-
def initialize(
|
12
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-
@config =
|
13
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-
|
14
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-
|
15
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-
# Method to load configurations described in config_file.
|
16
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-
def load_conf(file)
|
17
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-
YAML.load_file(file)
|
10
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+
def initialize(config, insecure = false)
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11
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+
@config = config
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12
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+
@insecure = insecure
|
18
13
|
end
|
19
14
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|
20
15
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# Method to send http get request
|
21
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-
def request(url
|
16
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+
def request(url)
|
22
17
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uri = URI.parse(url)
|
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18
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http = Net::HTTP.new(uri.host, uri.port)
|
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19
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http.use_ssl = uri.scheme.eql?('https')
|
25
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-
http.verify_mode = OpenSSL::SSL::VERIFY_NONE if insecure
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20
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+
http.verify_mode = OpenSSL::SSL::VERIFY_NONE if @insecure
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26
21
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req = Net::HTTP::Get.new(uri.request_uri)
|
27
22
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http.request(req)
|
28
23
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end
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@@ -0,0 +1,63 @@
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#!/usr/bin/ruby
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2
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# frozen_string_literal: true
|
3
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+
|
4
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+
require 'net/http'
|
5
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+
|
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+
module StockCruncher
|
7
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+
# this is a class to write time series to database
|
8
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+
class InfluxDB
|
9
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+
# Class constructor method
|
10
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+
def initialize(config, insecure = false)
|
11
|
+
@cfg = config[self.class.name.split('::').last]
|
12
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+
@insecure = insecure
|
13
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+
end
|
14
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+
|
15
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+
# Method to export latest data to database
|
16
|
+
def export_last_day(raw)
|
17
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+
(desc, line) = raw.split("\r\n")
|
18
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+
values = desc.split(',').zip(line.split(',')).to_h
|
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+
values['close'] = values.delete('price')
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+
values['changePercent'] = values['changePercent'].delete('%')
|
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+
tags = { 'symbol' => values.delete('symbol') }
|
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+
date = values.delete('latestDay')
|
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+
write('daily', tags, values, date)
|
24
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+
end
|
25
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+
|
26
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+
# Method to export historical data to database
|
27
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+
def export_history(raw)
|
28
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+
# TODO: export whole history and calculated missing values
|
29
|
+
end
|
30
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+
|
31
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+
# Method to format and array of values into comma separated string
|
32
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+
def format_values(values)
|
33
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+
string = ''
|
34
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+
values.each_pair do |k, v|
|
35
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+
string += "#{k}=#{v}"
|
36
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+
string += ',' unless k == values.keys.last
|
37
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+
end
|
38
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+
string
|
39
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+
end
|
40
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+
|
41
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+
# Method to send http post request
|
42
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+
def request(url, body)
|
43
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+
uri = URI.parse(url)
|
44
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+
http = Net::HTTP.new(uri.host, uri.port)
|
45
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+
http.use_ssl = uri.scheme.eql?('https')
|
46
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+
http.verify_mode = OpenSSL::SSL::VERIFY_NONE if @insecure
|
47
|
+
req = Net::HTTP::Post.new(uri.request_uri)
|
48
|
+
req.basic_auth(@cfg['user'], @cfg['password'])
|
49
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+
req.body = body
|
50
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+
http.request(req)
|
51
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+
end
|
52
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+
|
53
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+
# Method to write data in bucket
|
54
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+
def write(name, tags, values, date)
|
55
|
+
url = "#{@cfg['scheme']}://#{@cfg['host']}:#{@cfg['port']}/write?" \
|
56
|
+
"db=#{@cfg['dbname']}"
|
57
|
+
timestamp = DateTime.parse(date + 'T18:00:00').strftime('%s%N')
|
58
|
+
body = "#{name},#{format_values(tags)} #{format_values(values)} " \
|
59
|
+
"#{timestamp}"
|
60
|
+
request(url, body)
|
61
|
+
end
|
62
|
+
end
|
63
|
+
end
|
@@ -2,6 +2,10 @@
|
|
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
|
+
|
5
9
|
describe StockCruncher::CLI do
|
6
10
|
context 'version' do
|
7
11
|
it 'prints the version.' do
|
@@ -18,7 +22,7 @@ describe StockCruncher::CLI do
|
|
18
22
|
|
19
23
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context 'quote SYM -c spec/files/stockcruncher.yml' do
|
20
24
|
it 'Get the quote for SYM.' do
|
21
|
-
expect { start(self) }.to output(
|
25
|
+
expect { start(self) }.to output(quote).to_stdout
|
22
26
|
end
|
23
27
|
end
|
24
28
|
|
@@ -2,15 +2,21 @@
|
|
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
|
+
|
5
9
|
RSpec.configure do |config|
|
6
10
|
config.before(:each) do
|
7
11
|
# requests an API without extra arguments
|
8
12
|
stub_request(:get, 'https://www.alphavantage.co/query?' \
|
9
13
|
'function=GLOBAL_QUOTE&symbol=SYM&apikey=demo&datatype=csv')
|
10
|
-
.to_return('status' => 200, 'body' =>
|
14
|
+
.to_return('status' => 200, 'body' => quote, 'headers' => {})
|
11
15
|
stub_request(:get, 'https://www.alphavantage.co/query?' \
|
12
16
|
'function=TIME_SERIES_DAILY&symbol=SYM&apikey=demo' \
|
13
17
|
'&datatype=csv&outputsize=compact')
|
14
18
|
.to_return('status' => 200, 'body' => '{}', 'headers' => {})
|
19
|
+
stub_request(:post, 'http://localhost:8086/write?db=test')
|
20
|
+
.to_return('status' => 204, 'body' => '', 'headers' => {})
|
15
21
|
end
|
16
22
|
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: 1.1.0
|
5
5
|
platform: ruby
|
6
6
|
authors:
|
7
7
|
- Richard Delaplace
|
8
8
|
autorequire:
|
9
9
|
bindir: bin
|
10
10
|
cert_chain: []
|
11
|
-
date: 2020-07-
|
11
|
+
date: 2020-07-31 00:00:00.000000000 Z
|
12
12
|
dependencies:
|
13
13
|
- !ruby/object:Gem::Dependency
|
14
14
|
name: bundler
|
@@ -130,10 +130,10 @@ files:
|
|
130
130
|
- lib/stockcruncher/alphavantage.rb
|
131
131
|
- lib/stockcruncher/cli.rb
|
132
132
|
- lib/stockcruncher/cruncher.rb
|
133
|
+
- lib/stockcruncher/influxdb.rb
|
133
134
|
- lib/stockcruncher/version.rb
|
134
135
|
- spec/files/stockcruncher.yml
|
135
136
|
- spec/spec_helper.rb
|
136
|
-
- spec/stockcruncher/alphavantage_spec.rb
|
137
137
|
- spec/stockcruncher/cli_spec.rb
|
138
138
|
- spec/stockcruncher/stubs/servers_stubs.rb
|
139
139
|
- spec/stockcruncher_spec.rb
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# frozen_string_literal: true
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require 'spec_helper'
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describe StockCruncher::AlphaVantage do
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context 'daily SYM -c spec/files/stockcruncher.yml' do
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it 'requests a daily time serie.' do
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expect { start(self) }.to output("{}\n").to_stdout
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end
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end
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context 'quote SYM -c spec/files/stockcruncher.yml' do
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it 'requests a quote endpoint.' do
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expect { start(self) }.to output("{}\n").to_stdout
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end
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end
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end
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