Class: Currency::Exchange::TimeQuantitizer

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

Overview

Currency::Exchange::TimeQuantitizer

The Currency::Exchange::TimeQuantitizer quantitizes time values such that money values and rates at a given time can be turned into a hash key, depending on the rate source’s temporal accuracy.

Instance Attribute Summary collapse

Class Method Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(*opt) ⇒ TimeQuantitizer

Returns a new instance of TimeQuantitizer.



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

def initialize(*opt)
  @time_quant_size   ||= 60 * 60 * 24
  @time_quant_offset ||= nil
  opt = Hash[*opt]
  opt.each_pair{|k,v| self.send("#{k}=", v)}
end

Instance Attribute Details

#time_quant_offset ⇒ Object

Time quantization offset in seconds. This is applied to epoch time before quantization. If nil, uses Time#utc_offset. Defaults to nil.



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# File 'lib/currency/exchange/time_quantitizer.rb', line 24

def time_quant_offset
  @time_quant_offset
end

#time_quant_size ⇒ Object

Time quantitization size. Defaults to 1 day.



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# File 'lib/currency/exchange/time_quantitizer.rb', line 18

def time_quant_size
  @time_quant_size
end

Class Method Details

.current ⇒ Object 



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# File 'lib/currency/exchange/time_quantitizer.rb', line 13

def self.current; @current ||= self.new; end

.current=(x) ⇒ Object 



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

def self.current=(x); @current = x; end

Instance Method Details

#quantitize_time(time) ⇒ Object

Normalizes time to a quantitized value. For example: a time_quant_size of 60 * 60 * 24 will truncate a rate time to a particular day.

Subclasses can override this method.



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# File 'lib/currency/exchange/time_quantitizer.rb', line 39

def quantitize_time(time)
  # If nil, then nil.
  return time unless time

  # Get bucket parameters.
  was_utc = time.utc?
  quant_offset = time_quant_offset
  quant_offset ||= time.utc_offset
  # $stderr.puts "quant_offset = #{quant_offset}"
  quant_size = time_quant_size.to_i
  
  # Get offset from epoch.
  time = time.tv_sec
  
  # Remove offset (timezone)
  time += quant_offset
  
  # Truncate to quantitize size.
  time = (time.to_i / quant_size) * quant_size
  
  # Add offset (timezone)
  time -= quant_offset
  
  # Convert back to Time object.
  time = Time.at(time)
  
  # Quant to day?
  # NOTE: is this due to a Ruby bug, or
  # some wierd UTC time-flow issue, like leap-seconds.
  if quant_size == 60 * 60 * 24 
    time = time + 60 * 60
    if was_utc
      time = time.getutc
      time = Time.utc(time.year, time.month, time.day, 0, 0, 0, 0)
    else
      time = Time.local(time.year, time.month, time.day, 0, 0, 0, 0)
    end
  end
  
  # Convert back to UTC?
  time = time.getutc if was_utc
  
  time
end

#quantitize_time_range(time) ⇒ Object

Returns a Range of Time such that:

range.include?(time) 
! range.include?(time + time_quant_size)
! range.include?(time - time_quant_size)
range.exclude_end?

The range.max is end-exclusive to avoid precision issues:

t = Time.now
 => Thu Feb 15 15:32:34 EST 2007
x.quantitize_time_range(t)
 => Thu Feb 15 00:00:00 EST 2007...Fri Feb 16 00:00:00 EST 2007



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# File 'lib/currency/exchange/time_quantitizer.rb', line 98

def quantitize_time_range(time)
  time_0 = quantitize_time(time)
  time_1 = time_0 + time_quant_size.to_i
  time_0 ... time_1
end

#to_s ⇒ Object

Returns a simple string rep.



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# File 'lib/currency/exchange/time_quantitizer.rb', line 105

def to_s
  "#<#{self.class.name} #{quant_offset} #{quant_size}>"
end