Class: JIJI::Converter

Inherits:
Object
  • Object
show all
Defined in:
lib/jiji/util/rate_data_importer.rb

Constant Summary collapse

SPREAD = 
{
  :AUDJPY => 0.02, :GBPUSD => 0.0003, :NZDJPY => 0.024,
  :AUDUSD => 0.0003, :CADJPY => 0.03, :EURCHF => 0.0003,
  :USDJPY => 0.008, :CHFJPY => 0.03,:GBPCHF => 0.0004, 
  :EURJPY => 0.014,:ZARJPY => 0.04,:USDCHF => 0.0004,
  :GBPJPY => 0.024,:EURUSD => 0.00016
}

Instance Method Summary collapse

Constructor Details

#initialize ⇒ Converter

Returns a new instance of Converter.



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# File 'lib/jiji/util/rate_data_importer.rb', line 109

def initialize( )
  @registry = JIJI::Registry.new( "./" )
end

Instance Method Details

#convert(dir, to) ⇒ Object

展開したCSVデータをjijiの形式にフォーマットする。

csv_dir

csvデータ置き場

to

CSVデータ



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# File 'lib/jiji/util/rate_data_importer.rb', line 116

def convert( dir, to )
  FileUtils.mkdir_p to
  dao = @registry.rate_dao
  dao.instance_variable_set(:@data_dir, to)
  # CSVを読みつつデータを作成
  each_rate(dir) {|rates|
    dao.next_rates( rates )
  }
end

#each_rate(dir, &block) ⇒ Object 



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# File 'lib/jiji/util/rate_data_importer.rb', line 125

def each_rate(dir, &block)
  yyyymm = Dir.entries( dir ).reject{|d| !(d=~ /\d{6}/)  }.sort
  yyyymm.each {|ym|
    1.upto(31).each {|d|
      readers = {}
      begin 
        JIJI::Download::Session::C_MAP.each {|p|
          file = "#{dir}/#{ym}/#{p[0]}_#{ym}#{sprintf("%02d", d)}.csv"
          next unless File.exist? file
          readers[p[0]] = PushBackReader.new(CSV.open( file, 'r' ))
          readers[p[0]].shift # 最初のデータはヘッダーなので除外
        }
        next if readers.empty?
        read( readers, &block )
      ensure
        readers.each {|p| 
          begin
            p[0].close
          rescue; end
        }
      end
    }
  }
end

#read(readers) ⇒ Object 



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# File 'lib/jiji/util/rate_data_importer.rb', line 149

def read( readers )
  while( true )
    first = nil
    readers.each {|p|
      line = p[1].shift
      p[1].unshift line
      next if !line || line.length < 5
      next unless line[0] =~ /(\d{4})(\d{2})(\d{2})(\d{2})(\d{2})(\d{2})/
      first = !first || first.to_i > line[0].to_i ? line[0] : first
    }
    return unless first
    buff = readers.inject([]) {|r,p|
      line = p[1].shift
      next r if !line || line.length < 5
      if ( line[0] != first)
        p[1].unshift line
        next r
      end
      0.upto(3) {|i|
        time = Time.local( $1.to_i, $2.to_i, $3.to_i, $4.to_i, $5.to_i, i*10 )
        map = r[i] || r[i] = {}
        bid = line[i+1].to_f
        map[p[0].to_sym] = Rate.new( bid, bid+SPREAD[p[0].to_sym], 0, 0, time )
      }
      r
    }
    return if !buff || buff.empty?
    buff.each {|e|
      yield Rates.new( {}, e, e[:USDJPY].time )
    }
  end
end