Class: Currency::Exchange::Rate::Deriver

Inherits:
Source::Base show all
Defined in:
lib/currency/exchange/rate/deriver.rb

Overview

The Currency::Exchange::Rate::Deriver class calculates derived rates from base Rates from a rate Source by pivoting against a pivot currency or by generating reciprocals.

Instance Attribute Summary collapse

Attributes inherited from Source::Base

#time_quantitizer, #verbose

Instance Method Summary collapse

Methods inherited from Source::Base

#__subclass_responsibility, #clear_rate, #convert, #get_rates, #new_rate, #normalize_time, #rate, #to_s

Constructor Details

#initialize(opt = { }) ⇒ Deriver

Returns a new instance of Deriver.



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# File 'lib/currency/exchange/rate/deriver.rb', line 22

def initialize(opt = { })
  @source = nil
  @pivot_currency = nil
  @derived_rates = { }
  @all_rates = { }
  super
end

Instance Attribute Details

#source ⇒ Object

The source for base rates.



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# File 'lib/currency/exchange/rate/deriver.rb', line 14

def source
  @source
end

Instance Method Details

#all_rates(time = nil) ⇒ Object

Computes all rates. time is assumed to be normalized.



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# File 'lib/currency/exchange/rate/deriver.rb', line 60

def all_rates(time = nil)
  if x = @all_rates["#{time}"]
    return x 
  end

  x = @all_rates["#{time}"] = [ ]
  
  currencies = self.currencies

  currencies.each do | c1 |
    currencies.each do | c2 |
      next if c1 == c2 
      c1 = ::Currency::Currency.get(c1)
      c2 = ::Currency::Currency.get(c2)
      rate = rate(c1, c2, time)
      x << rate
    end
  end

  x
end

#available?(time = nil) ⇒ Boolean

Returns true if the underlying rate provider is available.

Returns:

  • (Boolean) 


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# File 'lib/currency/exchange/rate/deriver.rb', line 149

def available?(time = nil)
  source.available?(time)
end

#clear_rates ⇒ Object

Flush all cached Rates.



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# File 'lib/currency/exchange/rate/deriver.rb', line 43

def clear_rates
  @derived_rates.clear
  @all_rates.clear
  @source.clear_rates
  super
end

#currencies ⇒ Object

Return all currencies.



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# File 'lib/currency/exchange/rate/deriver.rb', line 37

def currencies
  @source.currencies
end

#get_rate(c1, c2, time) ⇒ Object

Determines and creates the Rate between Currency c1 and c2.

May attempt to use a pivot currency to bridge between rates.



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# File 'lib/currency/exchange/rate/deriver.rb', line 88

def get_rate(c1, c2, time)
  rate = get_rate_reciprocal(c1, c2, time)
  
  # Attempt to use pivot_currency to bridge
  # between Rates.
  unless rate
    pc = ::Currency::Currency.get(pivot_currency)
    
    if pc &&
        (rate_1 = get_rate_reciprocal(c1, pc, time)) && 
        (rate_2 = get_rate_reciprocal(pc, c2, time))
      c1_to_c2_rate = rate_1.rate * rate_2.rate
      rate = new_rate(c1, c2, 
                      c1_to_c2_rate, 
                      rate_1.date || rate_2.date || time, 
                      "pivot(#{pc.code},#{rate_1.derived || "#{rate_1.c1.code}#{rate_1.c2.code}"},#{rate_2.derived || "#{rate_2.c1}#{rate_2.c2}"})")
    end
  end
  
  rate
end

#get_rate_base(c1, c2, time) ⇒ Object

Returns a base Rate from the Source.



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# File 'lib/currency/exchange/rate/deriver.rb', line 133

def get_rate_base(c1, c2, time)
  if c1 == c2
    # Identity rates are timeless.
    new_rate(c1, c2, 1.0, nil, "identity")
  else
    source.rate(c1, c2, time)
  end
end

#get_rate_base_cached(c1, c2, time) ⇒ Object

Returns a cached base Rate.



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# File 'lib/currency/exchange/rate/deriver.rb', line 126

def get_rate_base_cached(c1, c2, time)
  rate = (@rate["#{c1}:#{c2}:#{time}"] ||= get_rate_base(c1, c2, time))
  rate
end

#get_rate_reciprocal(c1, c2, time) ⇒ Object

Get a matching base rate or its reciprocal.



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# File 'lib/currency/exchange/rate/deriver.rb', line 112

def get_rate_reciprocal(c1, c2, time)
  rate = get_rate_base_cached(c1, c2, time)
  unless rate
    if rate = get_rate_base_cached(c2, c1, time)
      rate = (@rate["#{c1}:#{c2}:#{time}"] ||= rate.reciprocal)
    end
  end
  
  rate
end

#load_rates(time = nil) ⇒ Object 



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# File 'lib/currency/exchange/rate/deriver.rb', line 143

def load_rates(time = nil)
  all_rates(time)
end

#name ⇒ Object 



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

def name
  source.name
end

#pivot_currency ⇒ Object 



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# File 'lib/currency/exchange/rate/deriver.rb', line 31

def pivot_currency
  @pivot_currency || @source.pivot_currency || :USD
end

#rates(time = nil) ⇒ Object

Returns all combinations of rates except identity rates.



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

def rates(time = nil)
  time = time && normalize_time(time)
  all_rates(time)
end