Module: Moex

Defined in:
lib/moex.rb,
lib/moex/resources.rb,
lib/moex/resources/price.rb,
lib/moex/resources/security.rb

Overview

Moscow Exchange ISS

See Also:

Defined Under Namespace

Modules: Resources

Constant Summary collapse

ClientError =

Raised when the ISS response is unsuccessful or invalid, or in case of any connection errors

Faraday::ClientError

Class Method Summary collapse

Class Method Details

.prices(date: nil) ⇒ Array<Resources::Price>

List security prices

Parameters:

  • date (String, nil) (defaults to: nil) —

    the date, format YYYY-MM-DD

Returns:

Raises:

  • (Moex::ClientError) —

    if the ISS response is unsuccessful or invalid, or in case of any connection errors



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# File 'lib/moex.rb', line 93

def self.prices(date: nil)
  Enumerator.new do |yielder|
    start = 0
    price_table = load_prices(date: date, start: start)

    loop do
      break if price_table.empty?

      price_table.each do |row|
        yielder << Resources::Price.new(
          row.fetch(:tradedate),
          row.fetch(:secid),
          row.fetch(:close)
        )
      end

      price_table = load_prices(date: date, start: start += price_table.size)
    end
  end
end

.securities(params) ⇒ Array<Resources::Security>

List securities

Parameters:

  • params (Hash)

Options Hash (params):

  • security_group (String) —

    security group

  • collection (String) —

    security collection

Returns:

Raises:

  • (Moex::ClientError) —

    if the ISS response is unsuccessful or invalid, or in case of any connection errors

See Also:



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# File 'lib/moex.rb', line 32

def self.securities(params)
  Enumerator.new do |yielder|
    start = 0
    security_table = load_securities(params, start: start)

    loop do
      break if empty_table?(security_table)

      security_table.each do |row|
        yielder << Resources::Security.new(
          row.fetch(:isin),
          row.fetch(:secid),
          row.fetch(:shortname)
        )
      end

      start += security_table.size
      security_table = load_securities(params, start: start)
    end
  end
end