ytterb 0.2.152.223223 → 0.2.154.000903
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- checksums.yaml +4 -4
- data/lib/ytterb/.cache/local_settings/settings/.yaml +4 -0
- data/lib/ytterb/stock_symbol/cache_builder.rb +12 -37
- data/lib/ytterb/stock_symbol/stock.rb +42 -6
- data/lib/ytterb/yql/client.rb +6 -9
- data/lib/ytterb/yql/exceptions.rb +6 -0
- data/lib/ytterb/yql/response.rb +49 -0
- metadata +5 -2
checksums.yaml
CHANGED
@@ -1,7 +1,7 @@
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1
1
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---
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2
2
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SHA1:
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3
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-
metadata.gz:
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4
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-
data.tar.gz:
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3
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+
metadata.gz: 9d578badfc1091885c94aba70d1b629e33f7e5cb
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4
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+
data.tar.gz: 795be1dc6adc612d9c850c17d7246359ffbf002e
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5
5
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SHA512:
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6
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-
metadata.gz:
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7
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-
data.tar.gz:
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6
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+
metadata.gz: 62932e40ab5dc287dd10a521e6bd2315b3b944fe1479c68c26af61fea210f951b516f4477c7e89dea2761c691928f66bd5b6372f983c32818bcfebc726a4524d
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7
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+
data.tar.gz: e10472592351bca656d6cf3f9666b2b0546c01dcd48a6ac261567fdc71726759c2ee6f1d936241b3891e328b40f0f26dca9ed28215ae832377307ae6452a519e
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@@ -10,7 +10,6 @@ module Ytterb
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10
10
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class CacheBuilder
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11
11
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12
12
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def initialize
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13
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-
@yql = Yql::Client.new
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14
13
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@sml = MarketLoader.new
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15
14
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@local_settings = Util::Settings.new
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16
15
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@@ -26,57 +25,33 @@ module Ytterb
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26
25
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def build_stock_sync_queue
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27
26
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@stock_sync_queue = Queue.new
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28
27
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@sml.stock_symbols.shuffle.each do |stock|
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29
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-
@stock_sync_queue << stock
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28
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+
@stock_sync_queue << stock
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30
29
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end
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31
30
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end
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32
31
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|
33
32
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def stock_processor_run
|
33
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+
initial_queue_size = @stock_sync_queue.length
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34
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+
prev_done = 0
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35
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+
puts "Initial queue size is #{initial_queue_size}"
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34
36
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while true
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35
37
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begin
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36
38
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curr = @stock_sync_queue.pop(true) rescue nil
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37
39
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break unless curr # queue is empty
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38
40
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sleep(3600.0/@local_settings[:api_calls_per_hour])
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39
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-
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40
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-
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41
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-
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42
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-
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43
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-
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44
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-
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45
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-
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46
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-
if (date_start < Date.today)
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47
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-
date_end = date_start + @local_settings[:sync_increment]
|
48
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-
date_end = Date.today if date_end > Date.today
|
49
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-
result = @yql.get_symbol_historical(curr,date_start.to_s, date_end.to_s)
|
50
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-
max_end_date = Date.parse(curr_stock_info[:sync_to])
|
51
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-
symbol_updated = false
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52
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-
if result and result.has_key?("quote") and result["quote"].kind_of?(Array)
|
53
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-
# TODO: need to pull all this logic into the yql client
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54
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-
# TODO: this needs some tests!
|
55
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-
result["quote"].each do |item|
|
56
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-
if item["Date"]
|
57
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-
curr_stock_info[:data]||={}
|
58
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-
curr_stock_info[:data][item["Date"]] = item
|
59
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-
if Date.parse(item["Date"]) > max_end_date
|
60
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-
max_end_date = Date.parse(item["Date"])
|
61
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-
curr_stock_info[:sync_to] = max_end_date.to_s
|
62
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-
symbol_updated = true
|
63
|
-
end
|
64
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-
end
|
65
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-
end
|
66
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-
@stock_sync_queue << curr if symbol_updated
|
67
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-
puts curr_stock_info[:sync_to]
|
68
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-
Util::DataPersistHelper.save(curr_file,curr_stock_info)
|
69
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-
else
|
70
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-
puts "Debug result: #{result}"
|
71
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-
end
|
41
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+
curr.fetch_history
|
42
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+
curr_done = (initial_queue_size - @stock_sync_queue.length) * 100 / initial_queue_size
|
43
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+
if curr_done > prev_done
|
44
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+
puts "#{curr_done} %"
|
45
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+
prev_done = curr_done
|
46
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+
else
|
47
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+
print "#{curr.symbol}."
|
72
48
|
end
|
73
49
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rescue StandardError => e
|
74
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-
puts "
|
50
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+
puts "#{e.message} : #{e.backtrace.join("|")}"
|
75
51
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end
|
76
52
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end
|
77
53
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end
|
78
54
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|
79
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-
|
80
55
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end # CacheBuilder
|
81
56
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end
|
82
57
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end
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@@ -1,5 +1,8 @@
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1
1
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require 'csv'
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2
2
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3
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+
require_relative '../util'
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4
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+
require_relative '../yql'
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5
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+
|
3
6
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module Ytterb
|
4
7
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module StockSymbol
|
5
8
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class Stock
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@@ -12,10 +15,15 @@ module Ytterb
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12
15
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val.gsub!(/\^/,"-") if sym_k == :symbol
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13
16
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@options[sym_k] = val
|
14
17
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end
|
18
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+
# not interested in variable data which was captured in the stock list
|
19
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+
@options.reject! {|k,v| [:lastsale, :marketcap, :adr_tso].include?(k) }
|
20
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+
load
|
15
21
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end
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16
22
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|
17
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-
def
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18
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-
|
23
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+
def self.builder_from_csv(stock_symbol_file, exchange)
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24
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+
CSV.foreach(stock_symbol_file, :headers => true) do |obj|
|
25
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+
yield Stock.new(obj.to_hash.merge("Exchange" => exchange))
|
26
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+
end
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19
27
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end
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20
28
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21
29
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def method_missing(meth, *args, &block)
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@@ -31,12 +39,40 @@ module Ytterb
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31
39
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@options.to_s
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32
40
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end
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33
41
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|
34
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-
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35
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-
|
36
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-
|
42
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+
## load/save operations
|
43
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+
def self.get_settings
|
44
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+
@settings ||= Util::Settings.new
|
45
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+
end
|
46
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+
|
47
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+
def load
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48
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+
symbol_history_file = self.class.get_settings.get_symbol_store_file(self.symbol)
|
49
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+
@history = Util::DataPersistHelper.load(curr_file) rescue nil
|
50
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+
end
|
51
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+
|
52
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+
def save
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53
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+
return unless @history
|
54
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+
symbol_history_file = self.class.get_settings.get_symbol_store_file(self.symbol)
|
55
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+
Util::DataPersistHelper.save(symbol_history_file,@history)
|
56
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+
end
|
57
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+
|
58
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+
# history via yql operation
|
59
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+
def self.get_yql_client
|
60
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+
@yql_client ||= Yql::Client.new
|
61
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+
end
|
62
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+
|
63
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+
def fetch_history(start_date = nil, end_date = nil)
|
64
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+
start_date ||= self.class.get_settings[:sync_from]
|
65
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+
@history||={}
|
66
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+
@history["items"]||={}
|
67
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+
start_date = @history[:max_sync_date] if @history and @history[:max_sync_date]
|
68
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+
@history[:max_sync_date] = Date.parse(Time.at(0).to_s).to_s
|
69
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+
|
70
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+
self.class.get_yql_client.get_symbol_historical(@options[:symbol], start_date, end_date).each do |line|
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71
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+
@history["items"][line["Date"]] = line
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72
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+
@history[:max_sync_date] = line["Date"] if Date.parse(line["Date"]) > Date.parse(@history[:max_sync_date])
|
37
73
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end
|
74
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+
save
|
38
75
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end
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39
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-
|
40
76
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end
|
41
77
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end
|
42
78
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end # Ytterb
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data/lib/ytterb/yql/client.rb
CHANGED
@@ -1,14 +1,15 @@
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1
1
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require 'rest-client'
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2
2
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require 'cgi'
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3
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-
require 'json'
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4
3
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require 'date'
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5
4
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5
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+
require_relative 'exceptions'
|
6
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+
require_relative 'response'
|
7
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+
|
6
8
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module Ytterb
|
7
9
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module Yql
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8
10
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class Client
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9
11
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def initialize
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10
12
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@endpoint = "http://query.yahooapis.com/v1/public/yql"
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11
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-
puts "YQL Client is using endpoint @ #{@endpoint}"
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12
13
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end
|
13
14
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|
14
15
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def get_yql_endpoint
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@@ -17,22 +18,18 @@ module Ytterb
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|
17
18
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|
18
19
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def run_select_query(query)
|
19
20
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RestClient.get("#{get_yql_endpoint}?q=#{CGI::escape(query)}&format=json&env=store://datatables.org/alltableswithkeys") do |response, request, result|
|
20
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-
raise "Failed performing YQLQuery\n Request: #{request.inspect}\n Response #{response.inspect}" unless response.code == 200
|
21
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-
return
|
21
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+
raise ClientYqlError, "Failed performing YQLQuery\n Request: #{request.inspect}\n Response #{response.inspect}" unless response.code == 200
|
22
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+
return Response.new(response).lines
|
22
23
|
end
|
23
24
|
end
|
24
25
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|
25
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-
def get_symbol_current(my_symbol)
|
26
|
-
run_select_query("select * from yahoo.finance.quotes where symbol in (\"#{my_symbol}\")")["query"]["results"]
|
27
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-
end
|
28
|
-
|
29
26
|
def get_symbol_historical(my_symbol, start_date = nil, end_date = nil)
|
30
27
|
requested_end = Date.parse(end_date) if end_date
|
31
28
|
requested_end = Date.today unless requested_end
|
32
29
|
|
33
30
|
requested_start = Date.parse(start_date) if start_date
|
34
31
|
requested_start = requested_end - 30 unless requested_start
|
35
|
-
run_select_query("select * from yahoo.finance.historicaldata where symbol in (\"#{my_symbol}\") and startDate='#{requested_start}' and endDate='#{requested_end}'")
|
32
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+
run_select_query("select * from yahoo.finance.historicaldata where symbol in (\"#{my_symbol}\") and startDate='#{requested_start}' and endDate='#{requested_end}'")
|
36
33
|
end
|
37
34
|
|
38
35
|
end
|
@@ -0,0 +1,49 @@
|
|
1
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+
require 'json'
|
2
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+
|
3
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+
require_relative 'exceptions'
|
4
|
+
|
5
|
+
module Ytterb
|
6
|
+
module Yql
|
7
|
+
class Response
|
8
|
+
def initialize(raw)
|
9
|
+
begin
|
10
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+
@response = JSON.parse(raw)
|
11
|
+
rescue
|
12
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+
raise InvalidYqlResponse, "failed parsing yql response"
|
13
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+
end
|
14
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+
build_response_lines
|
15
|
+
end
|
16
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+
|
17
|
+
def validate_response_line(line)
|
18
|
+
raise InvalidYqlResponse, "response line needs to be a hash. found a #{line.class}" unless line.kind_of?(Hash)
|
19
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+
line.select! do |k,v|
|
20
|
+
["Symbol", "Date", "Open", "High", "Low", "Close", "Volume", "Adj_Close"].include?(k)
|
21
|
+
end
|
22
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+
line
|
23
|
+
end
|
24
|
+
|
25
|
+
def build_response_lines
|
26
|
+
@response_lines = []
|
27
|
+
return unless @response.has_key?("query")
|
28
|
+
return unless @response["query"].has_key?("count")
|
29
|
+
return unless @response["query"]["count"].to_i > 0
|
30
|
+
return unless @response["query"].has_key?("results")
|
31
|
+
return unless @response["query"]["results"].has_key?("quote")
|
32
|
+
if @response["query"]["results"]["quote"].kind_of?(Hash)
|
33
|
+
@response_lines << validate_response_line(@response["query"]["results"]["quote"])
|
34
|
+
elsif @response["query"]["results"]["quote"].kind_of?(Array)
|
35
|
+
@response["query"]["results"]["quote"].each do |line|
|
36
|
+
@response_lines << validate_response_line(line)
|
37
|
+
end
|
38
|
+
else
|
39
|
+
raise InvalidYqlResponse, "response/query/results/quote needs to be an Array or a Hash. Found a #{@response["query"]["results"]["quote"].class}"
|
40
|
+
end
|
41
|
+
end
|
42
|
+
|
43
|
+
def lines
|
44
|
+
@response_lines
|
45
|
+
end
|
46
|
+
|
47
|
+
end
|
48
|
+
end
|
49
|
+
end
|
metadata
CHANGED
@@ -1,14 +1,14 @@
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
2
2
|
name: ytterb
|
3
3
|
version: !ruby/object:Gem::Version
|
4
|
-
version: 0.2.
|
4
|
+
version: 0.2.154.000903
|
5
5
|
platform: ruby
|
6
6
|
authors:
|
7
7
|
- thext
|
8
8
|
autorequire:
|
9
9
|
bindir: bin
|
10
10
|
cert_chain: []
|
11
|
-
date: 2014-06-
|
11
|
+
date: 2014-06-03 00:00:00.000000000 Z
|
12
12
|
dependencies:
|
13
13
|
- !ruby/object:Gem::Dependency
|
14
14
|
name: bundler
|
@@ -97,6 +97,7 @@ files:
|
|
97
97
|
- lib/ytterb/.cache/cached_symbol_data/.keepme
|
98
98
|
- lib/ytterb/.cache/cached_symbol_data/clean.sh
|
99
99
|
- lib/ytterb/.cache/local_settings/settings.yaml
|
100
|
+
- lib/ytterb/.cache/local_settings/settings/.yaml
|
100
101
|
- lib/ytterb/.cache/raw_symbol_data/companylist_amex.csv
|
101
102
|
- lib/ytterb/.cache/raw_symbol_data/companylist_nasdaq.csv
|
102
103
|
- lib/ytterb/.cache/raw_symbol_data/companylist_nyse.csv
|
@@ -113,6 +114,8 @@ files:
|
|
113
114
|
- lib/ytterb/yql.rb
|
114
115
|
- lib/ytterb/yql/_req.rb
|
115
116
|
- lib/ytterb/yql/client.rb
|
117
|
+
- lib/ytterb/yql/exceptions.rb
|
118
|
+
- lib/ytterb/yql/response.rb
|
116
119
|
- spec/spec_helper.rb
|
117
120
|
- spec/ytterb_spec.rb
|
118
121
|
- ytterb.gemspec
|