Module: Timeprice::Granularity

Defined in:

lib/timeprice/granularity.rb

Overview

Closed set of CPI-resolution granularities and the rules for combining / rendering them. Owns the lattice so callers don’t hand-maintain it.

Constant Summary

DAILY =

:daily

MONTHLY =

:monthly

QUARTERLY =

:quarterly

ANNUAL =

:annual

ANNUAL_FROM_MONTHLY_AVG =

:annual_from_monthly_avg

ANNUAL_FROM_QUARTERLY_AVG =

:annual_from_quarterly_avg

ANNUAL_FROM_PARTIAL_MONTHS =

:annual_from_partial_months

ANNUAL_FROM_PARTIAL_QUARTERS =

:annual_from_partial_quarters

QUARTERLY_FROM_ANNUAL_FALLBACK =

:quarterly_from_annual_fallback

QUARTERLY_FROM_MONTHLY_AVG =

:quarterly_from_monthly_avg

MONTHLY_FROM_QUARTERLY_FALLBACK =

:monthly_from_quarterly_fallback

MONTHLY_FROM_ANNUAL_FALLBACK =

:monthly_from_annual_fallback

PRECEDENCE =

Most-degraded first — ‘merge` returns the first match. DAILY is the highest-precision FX tag; MONTHLY is the highest-precision CPI tag. Compare uses merge() across both legs, so the most-degraded tag in either leg wins.

Ordering rationale (worst → best):

1. Cross-grain fallbacks where the asked resolution is finer than
   what's available (annual stretched to month/quarter).
2. Partial-period averages — asked annual but only some months/
   quarters in the year are populated. Highly biased by seasonality.
3. Same-or-coarser fallback (quarter stretched to month).
4. Full-period derived averages (complete 4-quarter or 12-month mean
   standing in for the asked coarser resolution).
5. Native series at the asked resolution.

[
  MONTHLY_FROM_ANNUAL_FALLBACK,
  ANNUAL_FROM_PARTIAL_QUARTERS,
  ANNUAL_FROM_PARTIAL_MONTHS,
  QUARTERLY_FROM_ANNUAL_FALLBACK,
  MONTHLY_FROM_QUARTERLY_FALLBACK,
  ANNUAL_FROM_QUARTERLY_AVG,
  QUARTERLY_FROM_MONTHLY_AVG,
  ANNUAL_FROM_MONTHLY_AVG,
  ANNUAL,
  QUARTERLY,
  MONTHLY,
  DAILY,
].freeze

HUMAN_LABELS =

{
  DAILY => "daily",
  MONTHLY => "monthly",
  QUARTERLY => "quarterly",
  ANNUAL => "annual",
  ANNUAL_FROM_MONTHLY_AVG => "annual (avg of months)",
  ANNUAL_FROM_QUARTERLY_AVG => "annual (avg of quarters)",
  ANNUAL_FROM_PARTIAL_MONTHS => "annual (partial-year, avg of available months)",
  ANNUAL_FROM_PARTIAL_QUARTERS => "annual (partial-year, avg of available quarters)",
  QUARTERLY_FROM_ANNUAL_FALLBACK => "quarter (annual fallback)",
  QUARTERLY_FROM_MONTHLY_AVG => "quarter (avg of months)",
  MONTHLY_FROM_QUARTERLY_FALLBACK => "month (quarter unavailable)",
  MONTHLY_FROM_ANNUAL_FALLBACK => "month (annual fallback)",
}.freeze

Class Method Summary

• .humanize(tag) ⇒ Object

  Human-readable label for CLI output.

• .merge(*tags) ⇒ Object

  Worst-precision-wins merge across two or more endpoint granularities.

Class Method Details

.humanize(tag) ⇒ Object

Human-readable label for CLI output. Falls through to the symbol’s string form so an unknown tag still renders something.

# File 'lib/timeprice/granularity.rb', line 73

def humanize(tag)
  HUMAN_LABELS.fetch(tag, tag.to_s)
end

.merge(*tags) ⇒ Object

Worst-precision-wins merge across two or more endpoint granularities.

# File 'lib/timeprice/granularity.rb', line 67

def merge(*tags)
  PRECEDENCE.find { |t| tags.include?(t) } || MONTHLY
end