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'
KIND_TREASURY = 
'TREASURY'
SYMBOL_BTC = 
'BTC'
SYMBOL_ETH = 
'ETH'
SYMBOL_T1MO = 
'T1MO'
SYMBOL_T2MO = 
'T2MO'
SYMBOL_T3MO = 
'T3MO'
SYMBOL_T4MO = 
'T4MO'
SYMBOL_T6MO = 
'T6MO'
SYMBOL_T1YR = 
'T1YR'
SYMBOL_T2YR = 
'T2YR'
SYMBOL_T3YR = 
'T3YR'
SYMBOL_T5YR = 
'T5YR'
SYMBOL_T7YR = 
'T7YR'
SYMBOL_T10YR = 
'T10YR'
SYMBOL_T20YR = 
'T20YR'
SYMBOL_T30YR = 
'T30YR'

Class Method Summary collapse

Instance Method Summary collapse

Class Method Details

.import_stock(symbol:, path:) ⇒ Object 



155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
 
# File 'app/models/iro/datapoint.rb', line 155

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 



106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
 
# File 'app/models/iro/datapoint.rb', line 106

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 



57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
 
# File 'app/models/iro/datapoint.rb', line 57

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 



47
48
49
 
# File 'app/models/iro/datapoint.rb', line 47

def close
  value
end

#close=(a) ⇒ Object 



50
51
52
 
# File 'app/models/iro/datapoint.rb', line 50

def close= a
  value= a
end

#date ⇒ Object

@obsolete, use quote_at



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

field :date, type: Date

#symbol ⇒ Object

ticker, but use ‘symbol’ here



17
 
# File 'app/models/iro/datapoint.rb', line 17

field :symbol