Class: Iro::Datapoint

Inherits:
Object
  • Object
show all
Includes:
Mongoid::Document, Mongoid::Timestamps
Defined in:
app/models/iro/datapoint.rb

Constant Summary collapse

KIND_CRYPTO = 
'CRYPTO'
KIND_STOCK = 
'STOCK'
KIND_OPTION =

but not PUT or CALL

'OPTION'
KIND_CURRENCY = 
'CURRENCY'

Class Method Summary collapse

Instance Method Summary collapse

Class Method Details

.import_stock(symbol:, path:) ⇒ Object 



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# File 'app/models/iro/datapoint.rb', line 139

def self.import_stock symbol:, path:
  csv = CSV.read(path, headers: true)
  csv.each do |row|
    flag = create({
      kind:    KIND_STOCK,
      symbol:   symbol,
      date:     row['Date'],
      quote_at: row['Date'],

      volume: row['Volume'],

      open:  row['Open'],
      high:  row['High'],
      low:   row['Low'],
      value: row['Close'],
    })
    print '.' if flag.persisted?
  end
  puts 'ok'
end

.test ⇒ Object 



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# File 'app/models/iro/datapoint.rb', line 90

def self.test
  lookup = { '$lookup': {
    'from':         'iro_datapoints',
    'localField':   'date',
    'foreignField': 'date',
    'pipeline': [
      { '$sort': { 'value': -1 } },
    ],
    'as':           'datapoints',
  } }
  lookup_merge = { '$replaceRoot': {
    'newRoot': { '$mergeObjects': [
      { '$arrayElemAt': [ "$datapoints", 0 ] }, "$$ROOT"
    ] }
  } }


  match = { '$match': {
    'date': {
      '$gte': '2023-12-25',
      '$lte': '2023-12-31',
    }
  } }

  group = { '$group': {
    '_id': "$date",
    'my_doc': { '$first': "$$ROOT" }
  } }

  outs = Iro::Date.collection.aggregate([
    match,

    lookup,
    lookup_merge,

    group,
    { '$replaceRoot': { 'newRoot': "$my_doc" } },
    # { '$replaceRoot': { 'newRoot': "$my_doc" } },


    { '$project': { '_id': 0, 'date': 1, 'value': 1 } },
    { '$sort': { 'date': 1 } },
  ])

  puts! 'result'
  pp outs.to_a
  # puts! outs.to_a, 'result'
end

.test_0trash ⇒ Object 



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# File 'app/models/iro/datapoint.rb', line 41

def self.test_0trash
  add_fields = { '$addFields':  {
    'date_string': {
      '$dateToString': { 'format': "%Y-%m-%d", 'date': "$created_at" }
    }
  } }
  # group = { '$group': {
  #   '_id': "$date_string",
  #   'my_doc': { '$first': "$$ROOT" }
  # } }
  group = { '$group': {
    '_id': "$date",
    'my_doc': { '$first': "$$ROOT" }
  } }
  lookup = { '$lookup': {
    'from':         'iro_dates',
    'localField':   'date_string',
    'foreignField': 'date',
    'as':           'dates',
  } }
  lookup_merge = { '$replaceRoot': {
    'newRoot': { '$mergeObjects': [
      { '$arrayElemAt': [ "$dates", 0 ] }, "$$ROOT"
    ] }
  } }
  match = { '$match': {
    'kind': 'some-type',
    'created_at': {
      '$gte': '2023-12-01'.to_datetime,
      '$lte': '2023-12-31'.to_datetime,
    }
  } }

  outs = Iro::Datapoint.collection.aggregate([
    add_fields,
    lookup, lookup_merge,
    match,

    { '$sort': { 'date_string': 1 } },
    group,
    # { '$replaceRoot': { 'newRoot': "$my_doc" } },
    # { '$project': { '_id': 0, 'date_string': 1, 'value': 1 } },
  ])

  puts! 'result'
  pp outs.to_a
  # puts! outs.to_a, 'result'
end

Instance Method Details

#close ⇒ Object 



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# File 'app/models/iro/datapoint.rb', line 31

def close
  value
end

#close=(a) ⇒ Object 



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# File 'app/models/iro/datapoint.rb', line 34

def close= a
  value= a
end

#date ⇒ Object

@obsolete, use quote_at



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# File 'app/models/iro/datapoint.rb', line 18

field :date, type: Date

#symbol ⇒ Object

ticker, but use ‘symbol’ here



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# File 'app/models/iro/datapoint.rb', line 16

field :symbol