Class: Currency::Exchange::Rate::Source::FederalReserve

Inherits:
Provider show all
Defined in:
lib/currency/exchange/rate/source/federal_reserve.rb

Overview

Connects to www.federalreserve.gov/releases/H10/hist/dat00_<country>.txtb Parses all known currency files.

Constant Summary collapse

PIVOT_CURRENCY =

Defines the pivot currency for www.federalreserve.gov/releases/H10/hist/dat00_##country_code.txt data files.

:USD
@@country_to_currency =

Maps bizzare federalreserve.gov country codes to ISO currency codes. May only work for the dat00_XX.txt data files. See www.jhall.demon.co.uk/currency/by_country.html

Some data files list reciprocal rates!

{
  'al' => [ :AUD, :USD ],
  # 'au' => :ASH, # AUSTRIAN SHILLING: pre-EUR?
  'bz' => [ :USD, :BRL ],
  'ca' => [ :USD, :CAD ],
  'ch' => [ :USD, :CNY ],
  'dn' => [ :USD, :DKK ],
  'eu' => [ :EUR, :USD ],
  # 'gr' => :XXX, # Greece Drachma: pre-EUR?
  'hk' => [ :USD, :HKD ],
  'in' => [ :USD, :INR ],
  'ja' => [ :USD, :JPY ],
  'ma' => [ :USD, :MYR ],
  'mx' => [ :USD, :MXN ], # OR MXP?
  'nz' => [ :NZD, :USD ],
  'no' => [ :USD, :NOK ],
  'ko' => [ :USD, :KRW ],
  'sf' => [ :USD, :ZAR ],
  'sl' => [ :USD, :LKR ],
  'sd' => [ :USD, :SEK ],
  'sz' => [ :USD, :CHF ],
  'ta' => [ :USD, :TWD ], # New Taiwan Dollar.
  'th' => [ :USD, :THB ],
  'uk' => [ :GBP, :USD ],
  've' => [ :USD, :VEB ],
}

Instance Attribute Summary collapse

Attributes inherited from Provider

#date, #uri, #uri_path

Attributes inherited from Base

#pivot_currency, #time_quantitizer, #verbose

Instance Method Summary collapse

Methods inherited from Provider

#available?, #date_DD, #date_MM, #date_YYYY, #get_page_content, #get_rate, #get_uri, #rates

Methods inherited from Base

#__subclass_responsibility, #clear_rate, #convert, #currencies, #get_rate, #get_rate_base, #get_rates, #new_rate, #normalize_time, #rate, #rates, #to_s

Constructor Details

#initialize(*opt) ⇒ FederalReserve

Returns a new instance of FederalReserve.



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

def initialize(*opt)
  self.uri = 'http://www.federalreserve.gov/releases/H10/hist/dat00_#{country_code}.txt'
  self.country_code = '' 
  @raw_rates = nil
  super(*opt)
end

Instance Attribute Details

#country_code ⇒ Object

Arbitrary currency code used by www.federalreserve.gov for naming historical data files. Used internally.



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

def country_code
  @country_code
end

Instance Method Details

#clear_rates ⇒ Object 



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

def clear_rates
  @raw_rates = nil
  super
end

#load_rates(time = nil) ⇒ Object

Return a list of known base rates.



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# File 'lib/currency/exchange/rate/source/federal_reserve.rb', line 145

def load_rates(time = nil)
  # $stderr.puts "#{self}: load_rates(#{time})" if @verbose
  self.date = time
  rates = [ ]
  @@country_to_currency.keys.each do | cc |
    self.country_code = cc
    rates.push(*parse_rates)
  end
  rates
end

#name ⇒ Object

Returns ‘federalreserve.gov’.



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

def name
  'federalreserve.gov'
end

#parse_rates(data = nil) ⇒ Object

Parses text file for rates.

Raises:



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# File 'lib/currency/exchange/rate/source/federal_reserve.rb', line 89

def parse_rates(data = nil)
  data = get_page_content unless data
  
  rates = [ ]

  @raw_rates ||= { }

  $stderr.puts "#{self}: parse_rates: data =\n#{data}" if @verbose

  # Rates are USD/currency so
  # c1 = currency
  # c2 = :USD
  c1, c2 = @@country_to_currency[country_code]

  unless c1 && c2
    raise ::Currency::Exception::UnavailableRates, "Cannot determine currency code for federalreserve.gov country code #{country_code.inspect}"
  end

  data.split(/\r?\n\r?/).each do | line |
    #        day     month             yy       rate
    m = /^\s*(\d\d?)-([A-Z][a-z][a-z])-(\d\d)\s+([\d\.]+)/.match(line)
    next unless m
    
    day = m[1].to_i
    month = m[2]
    year = m[3].to_i
    if year >= 50 and year < 100
      year += 1900
    elsif year < 50
      year += 2000
    end
    
    date = Time.parse("#{day}-#{month}-#{year} 12:00:00 -05:00") # USA NY => EST

    rate = m[4].to_f

    STDERR.puts "#{c1} #{c2} #{rate}\t#{date}" if @verbose

    rates << new_rate(c1, c2, rate, date)

    ((@raw_rates[date] ||= { })[c1] ||= { })[c2] ||= rate
    ((@raw_rates[date] ||= { })[c2] ||= { })[c1] ||= 1.0 / rate
  end

  # Put most recent rate first.
  # See Provider#get_rate.
  rates.reverse!

  # $stderr.puts "rates = #{rates.inspect}"
  raise ::Currency::Exception::UnavailableRates, "No rates found in #{get_uri.inspect}" if rates.empty?

  rates
end

#raw_rates ⇒ Object 



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# File 'lib/currency/exchange/rate/source/federal_reserve.rb', line 49

def raw_rates
  rates
  @raw_rates
end