Class: Currency::Exchange::Rate::Source::Historical::RateLoader

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

Overview

Loads rates from multiple sources and will store them as historical rates in a database.

Instance Attribute Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(opts = { }) ⇒ RateLoader

Returns a new instance of RateLoader.



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# File 'lib/currency/exchange/rate/source/historical/rate_loader.rb', line 24

def initialize(opts = { })
  self.summary_rate_src = 'summary'
  self.source_options = { }
  self.options = opts.dup.freeze
  self.base_currencies = [ :USD ]
  self.required_currencies =
    [
     :USD,
     :GBP,
     :CAD,
     :EUR,
     #   :MXP,
    ]
  self.verbose = ! ! ENV['CURRENCY_VERBOSE']
  opts.each do | k, v | 
    setter = "#{k}="
    send(setter, v) if respond_to?(setter)
  end
end

Instance Attribute Details

#base_currencies ⇒ Object

Returns the value of attribute base_currencies.



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

def base_currencies
  @base_currencies
end

#options ⇒ Object

Returns the value of attribute options.



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# File 'lib/currency/exchange/rate/source/historical/rate_loader.rb', line 13

def options
  @options
end

#preferred_summary_source ⇒ Object

Returns the value of attribute preferred_summary_source.



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# File 'lib/currency/exchange/rate/source/historical/rate_loader.rb', line 19

def preferred_summary_source
  @preferred_summary_source
end

#rate_source_options ⇒ Object

Returns the value of attribute rate_source_options.



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

def rate_source_options
  @rate_source_options
end

#rate_sources ⇒ Object

Returns the value of attribute rate_sources.



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# File 'lib/currency/exchange/rate/source/historical/rate_loader.rb', line 16

def rate_sources
  @rate_sources
end

#required_currencies ⇒ Object

Returns the value of attribute required_currencies.



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# File 'lib/currency/exchange/rate/source/historical/rate_loader.rb', line 15

def required_currencies
  @required_currencies
end

#source_options ⇒ Object

Returns the value of attribute source_options.



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# File 'lib/currency/exchange/rate/source/historical/rate_loader.rb', line 14

def source_options
  @source_options
end

#summary_rate_src ⇒ Object

Returns the value of attribute summary_rate_src.



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# File 'lib/currency/exchange/rate/source/historical/rate_loader.rb', line 21

def summary_rate_src
  @summary_rate_src
end

#verbose ⇒ Object

Returns the value of attribute verbose.



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# File 'lib/currency/exchange/rate/source/historical/rate_loader.rb', line 18

def verbose
  @verbose
end

#writer ⇒ Object (readonly)

Returns the value of attribute writer.



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

def writer
  @writer
end

Instance Method Details

#initialize_writer(writer = Currency::Exchange::Rate::Source::Historical::Writer.new) ⇒ Object 



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# File 'lib/currency/exchange/rate/source/historical/rate_loader.rb', line 45

def initialize_writer(writer = Currency::Exchange::Rate::Source::Historical::Writer.new)
  @writer = writer

  writer.time_quantitizer = :current
  writer.required_currencies = required_currencies
  writer.base_currencies = base_currencies
  writer.preferred_currencies = writer.required_currencies
  writer.reciprocal_rates = true
  writer.all_rates = true
  writer.identity_rates = false 
 
  options.each do | k, v |
    setter = "#{k}="
    writer.send(setter, v) if writer.respond_to?(setter)
  end

  writer
end

#run ⇒ Object 



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# File 'lib/currency/exchange/rate/source/historical/rate_loader.rb', line 65

def run
  rate_sources.each do | src |
    # Create a historical rate writer.
    initialize_writer

    # Handle creating a summary rates called 'summary'.
    if src == summary_rate_src
      summary_rates(src)
    else
      require "currency/exchange/rate/source/#{src}"
      src_cls_name = src.gsub(/(^|_)([a-z])/) { | m | $2.upcase }
      src_cls = Currency::Exchange::Rate::Source.const_get(src_cls_name)
      src = src_cls.new(source_options)
      
      writer.source = src  
      
      writer.write_rates
    end
  end
ensure
  @writer = nil
end

#summary_rates(src) ⇒ Object 



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

def summary_rates(src)
  # A list of summary rates.
  summary_rates = [ ]
  
  # Get a list of all rate time ranges before today,
  # that do not have a 'cnu' summary rate.
  h_rate_cls = Currency::Exchange::Rate::Source::Historical::Rate
  conn = h_rate_cls.connection
  
  # Select only rates from yesterday or before back till 30 days.
  date_1 = Time.now - (0 * 24 * 60 * 60)
  date_0 = date_1 - (30 * 24 * 60 * 60)
  
  date_0 = conn.quote(date_0)
  date_1 = conn.quote(date_1)
  
  query = 
"SELECT 
DISTINCT a.date_0, a.date_1 
FROM 
#{h_rate_cls.table_name} AS a 
WHERE 
    a.source <> '#{src}' 
AND a.date_1 >= #{date_0} AND a.date_1 < #{date_1} 
AND (SELECT COUNT(b.id) FROM #{h_rate_cls.table_name} AS b 
     WHERE 
           b.c1 = a.c1 AND b.c2 = a.c2 
       AND b.date_0 = a.date_0 AND b.date_1 = a.date_1 
       AND b.source = '#{src}') = 0 
ORDER BY
 date_0"
  STDERR.puts "query = \n#{query.split("\n").join(' ')}" if verbose
    
  dates = conn.query(query)
    
  dates.each do | date_range |
    STDERR.puts "\n=============================================\n" if verbose
    STDERR.puts "date_range = #{date_range.inspect}"                if verbose
    
    # Query for all rates that have the same date range.
    q_rate = h_rate_cls.new(:date_0 => date_range[0], :date_1 => date_range[1])
    available_rates = q_rate.find_matching_this(:all)
    
    # Collect all the currency pairs and rates.
    currency_pair = { }
    available_rates.each do | h_rate |
      rate = h_rate.to_rate
      (currency_pair[ [ rate.c1, rate.c2 ] ] ||= [ ]) << [ h_rate, rate ]
      # STDERR.puts "rate = #{rate} #{h_rate.date_0} #{h_rate.date_1}" if verbose
    end
    
    currency_pair.each_pair do | currency_pair, rates |
      STDERR.puts "\n  =============================================\n" if verbose
      STDERR.puts "  currency_pair = #{currency_pair}"                  if verbose
      
      # Create a summary rate for the currency pair.
      selected_rates = [ ]
      
      rates.each do | h_rates |
        h_rate, rate = *h_rates
        
        # Sanity check!
        next if h_rate.source == src
        
        # Found perferred source?
        if h_rate.source == preferred_summary_source
          selected_rates = [ h_rates ]
          break
        end
        
        selected_rates << h_rates
      end
      
      unless selected_rates.empty?
        summary_rate = Currency::Exchange::Rate::Writable.new(currency_pair[0], currency_pair[1], 0.0)
        selected_rates.each do | h_rates |
          h_rate, rate = *h_rates
          STDERR.puts "    rate = #{rate.inspect}" if verbose
          summary_rate.collect_rate(rate)
        end
        
        # Save the rate.
        summary_rate.rate = summary_rate.rate_avg
        summary_rate.source = src
        summary_rate.derived = 'summary(' + selected_rates.collect{|r| r[0].id}.sort.join(',') + ')'
        STDERR.puts "  summary_rate = #{summary_rate} #{summary_rate.rate_samples}" if verbose
        
        summary_rates << summary_rate
      end
    end
  end
  
  writer.write_rates(summary_rates)
end