Class: Currency::Exchange::Rate

Inherits:
Object
  • Object
show all
Defined in:
lib/currency/exchange/rate.rb

Overview

Represents a convertion rate between two currencies at a given period of time.

Defined Under Namespace

Modules: Source Classes: Deriver

Instance Attribute Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(c1, c2, c1_to_c2_rate, source = "UNKNOWN", date = nil, derived = nil, reciprocal = nil, opts = nil) ⇒ Rate

Returns a new instance of Rate.

Raises:



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# File 'lib/currency/exchange/rate.rb', line 54

def initialize(c1, c2, c1_to_c2_rate, source = "UNKNOWN", date = nil, derived = nil, reciprocal = nil, opts = nil)
  @c1 = c1
  @c2 = c2
  @rate = c1_to_c2_rate
  raise ::Currency::Exception::InvalidRate.new(@rate) unless @rate && @rate >= 0.0
  @source = source
  @date = date
  @derived = derived
  @reciprocal = reciprocal
  
  #
  @rate_avg =
    @rate_samples =
    @rate_lo =
    @rate_hi =
    @rate_date_0 =
    @rate_date_1 =
    @date_0 =
    @date_1 =
    nil

  if opts
    opts.each_pair do | k, v |
      self.instance_variable_set("@#{k}", v)
    end
  end
end

Instance Attribute Details

#c1 ⇒ Object (readonly)

The first Currency.



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# File 'lib/currency/exchange/rate.rb', line 7

def c1
  @c1
end

#c2 ⇒ Object (readonly)

The second Currency.



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# File 'lib/currency/exchange/rate.rb', line 10

def c2
  @c2
end

#date ⇒ Object (readonly)

The Time of the rate.



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# File 'lib/currency/exchange/rate.rb', line 23

def date
  @date
end

#date_0 ⇒ Object (readonly)

The lowest date of sampled rates.



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# File 'lib/currency/exchange/rate.rb', line 47

def date_0
  @date_0
end

#date_1 ⇒ Object (readonly)

The highest date of sampled rates. This is non-inclusive during searches to allow seamless tileings of time with rate buckets.



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# File 'lib/currency/exchange/rate.rb', line 52

def date_1
  @date_1
end

#derived ⇒ Object (readonly)

If the rate is derived from other rates, this describes from where it was derived.



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# File 'lib/currency/exchange/rate.rb', line 26

def derived
  @derived
end

#rate ⇒ Object (readonly)

The rate between c1 and c2.

To convert between m1 in c1 and m2 in c2:

m2 = m1 * rate.



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# File 'lib/currency/exchange/rate.rb', line 17

def rate
  @rate
end

#rate_avg ⇒ Object (readonly)

Average rate over rate samples in a time range.



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# File 'lib/currency/exchange/rate.rb', line 29

def rate_avg
  @rate_avg
end

#rate_date_0 ⇒ Object (readonly)

The rate at date_0.



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# File 'lib/currency/exchange/rate.rb', line 41

def rate_date_0
  @rate_date_0
end

#rate_date_1 ⇒ Object (readonly)

The rate at date_1.



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# File 'lib/currency/exchange/rate.rb', line 44

def rate_date_1
  @rate_date_1
end

#rate_hi ⇒ Object (readonly)

The rate high between date_0 and date_1.



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# File 'lib/currency/exchange/rate.rb', line 38

def rate_hi
  @rate_hi
end

#rate_lo ⇒ Object (readonly)

The rate low between date_0 and date_1.



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# File 'lib/currency/exchange/rate.rb', line 35

def rate_lo
  @rate_lo
end

#rate_samples ⇒ Object (readonly)

Number of rate samples used to calcuate rate_avg.



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# File 'lib/currency/exchange/rate.rb', line 32

def rate_samples
  @rate_samples
end

#source ⇒ Object (readonly)

The source of the rate.



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# File 'lib/currency/exchange/rate.rb', line 20

def source
  @source
end

Instance Method Details

#collect_rate(rate) ⇒ Object

Collect rates samples in to this Rate.



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# File 'lib/currency/exchange/rate.rb', line 128

def collect_rate(rate)
  # Initial.
  @rate_samples ||= 0
  @rate_sum ||= 0
  @source ||= rate.source
  @c1 ||= rate.c1
  @c2 ||= rate.c2
  @date ||= rate.date
 
  # Reciprocal?
  if @c1 == rate.c2 && @c2 == rate.c1
    collect_rate(rate.reciprocal)
  elsif ! (@c1 == rate.c1 && @c2 == rate.c2)
    raise("Cannot collect rates between different currency pairs")
  else
    # Multisource?
    @source = "<<multiple-sources>>" unless @source == rate.source

    # Calculate rate average.
    @rate_samples += 1
    @rate_sum += rate.rate || (rate.rate_lo + rate.rate_hi) * 0.5
    @rate_avg = @rate_sum / @rate_samples

    # Calculate rates ranges.
    r = rate.rate_lo || rate.rate
    unless @rate_lo && @rate_lo < r
      @rate_lo = r
    end
    r = rate.rate_hi || rate.rate
    unless @rate_hi && @rate_hi > r
      @rate_hi = r
    end

    # Calculate rates on date range boundaries
    r = rate.rate_date_0 || rate.rate
    d = rate.date_0 || rate.date
    unless @date_0 && @date_0 < d
      @date_0 = d
      @rate_date_0 = r
    end

    r = rate.rate_date_1 || rate.rate
    d = rate.date_1 || rate.date
    unless @date_1 && @date_1 > d
      @date_1 = d 
      @rate_date_0 = r
    end

    @date ||= rate.date || rate.date0 || rate.date1
  end
  self
end

#collect_rates(rates) ⇒ Object

Collect rate samples into rate_avg, rate_hi, rate_lo, rate_date_0, rate_date_1, date_0, date_1.



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# File 'lib/currency/exchange/rate.rb', line 119

def collect_rates(rates)
  rates = [ rates ] unless rates.kind_of?(Enumerable)
  rates.each do | r |
    collect_rate(r)
  end
  self
end

#convert(m, c1) ⇒ Object

Converts from m in Currency c1 to the opposite currency.



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# File 'lib/currency/exchange/rate.rb', line 106

def convert(m, c1)
  m = m.to_f	
  if @c1 == c1
    # $stderr.puts "Converting #{@c1} #{m} to #{@c2} #{m * @rate} using #{@rate}"
    m * @rate
  else
    # $stderr.puts "Converting #{@c2} #{m} to #{@c1} #{m / @rate} using #{1.0 / @rate}; recip"
    m / @rate
  end
end

#inspect ⇒ Object 



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# File 'lib/currency/exchange/rate.rb', line 188

def inspect; to_s; end

#reciprocal ⇒ Object

Returns a cached reciprocal Rate object from c2 to c1.



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# File 'lib/currency/exchange/rate.rb', line 84

def reciprocal
  @reciprocal ||= @rate == 1.0 ? self :
    self.class.new(@c2, @c1, 
                   1.0 / @rate, 
                   @source, 
                   @date, 
                   "reciprocal(#{derived || "#{c1.code}#{c2.code}"})", self,
                   { 
                     :rate_avg     => @rate_avg    && 1.0 / @rate_avg,
                     :rate_samples => @rate_samples,                            
                     :rate_lo      => @rate_lo     && 1.0 / @rate_lo,
                     :rate_hi      => @rate_hi     && 1.0 / @rate_hi,
                     :rate_date_0  => @rate_date_0 && 1.0 / @rate_date_0,
                     :rate_date_1  => @rate_date_1 && 1.0 / @rate_date_1,
                     :date_0       => @date_0,
                     :date_1       => @date_1,
                   }
                   )
end

#to_s(extended = false) ⇒ Object 



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# File 'lib/currency/exchange/rate.rb', line 182

def to_s(extended = false)
  extended = "#{date_0} #{rate_date_0} |< #{rate_lo} #{rate} #{rate_hi} >| #{rate_date_1} #{date_1}" if extended
  extended ||= ''
  "#<#{self.class.name} #{c1.code} #{c2.code} #{rate} #{source.inspect} #{date ? date.strftime('%Y/%m/%d-%H:%M:%S') : 'nil'} #{derived && derived.inspect} #{extended}>"
end