Module: Timeprice::Compare::Series Private

Defined in:
lib/timeprice/compare/series.rb

Overview

This module is part of a private API. You should avoid using this module if possible, as it may be removed or be changed in the future.

Annual sample points for the result-card chart. Composes the same FX leg as run and a year-by-year measured-or-forecast CPI ratio for the destination country.

Each point is ‘{ date: “YYYY-01”, amount:, measured: }`. Forecast points additionally carry `:low` and `:high` for the ±1σ band.

Constant Summary collapse

DEFAULT_AMOUNT =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future. 

100.0

Class Method Summary collapse

Class Method Details

.build_context(from:, to:, amount:, forecast:) ⇒ Object

This method is part of a private API. You should avoid using this method if possible, as it may be removed or be changed in the future. 



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# File 'lib/timeprice/compare/series.rb', line 32

def build_context(from:, to:, amount:, forecast:)
  from_point, to_point, to_country = coerce_points(from, to)
  data = DataLoader.load_cpi(to_country)
  last_key, last_cpi = last_known(data)
  last_year = Forecast::Cagr.parse(last_key).year

  {
    source_in_dest: source_amount_in_dest(amount, from_point, to_point),
    source_cpi: CpiLookup.new(data).at(from_point.date.to_s).value.to_f,
    lookup: CpiLookup.new(data),
    last_year: last_year,
    last_cpi: last_cpi,
    from_year: Forecast::Cagr.parse(from_point.date.to_s).year,
    to_year: Forecast::Cagr.parse(to_point.date.to_s).year,
    stats: forecast_stats(data, last_key, forecast, to_point, last_year),
  }
end

.coerce_points(from, to) ⇒ Object

This method is part of a private API. You should avoid using this method if possible, as it may be removed or be changed in the future. 



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# File 'lib/timeprice/compare/series.rb', line 50

def coerce_points(from, to)
  from_point = Point.coerce(from)
  to_point   = Point.coerce(to)
  to_country = Supported.country_for_currency(to_point.currency)
  fail UnsupportedCurrency, to_point.currency unless to_country

  [from_point, to_point, to_country]
end

.for(from:, to:, forecast: false, amount: DEFAULT_AMOUNT) ⇒ Object

This method is part of a private API. You should avoid using this method if possible, as it may be removed or be changed in the future. 



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# File 'lib/timeprice/compare/series.rb', line 27

def for(from:, to:, forecast: false, amount: DEFAULT_AMOUNT)
  ctx = build_context(from: from, to: to, amount: amount, forecast: forecast)
  (ctx[:from_year]..ctx[:to_year]).map { |y| point_for(y, ctx) }
end

.forecast_point(y:, last_year:, last_cpi:, source_in_dest:, source_cpi:, stats:) ⇒ Object

This method is part of a private API. You should avoid using this method if possible, as it may be removed or be changed in the future. 



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# File 'lib/timeprice/compare/series.rb', line 100

def forecast_point(y:, last_year:, last_cpi:, source_in_dest:, source_cpi:, stats:)
  yrs = y - last_year
  mid  = last_cpi * ((1.0 + stats[:cagr])**yrs)
  low  = last_cpi * ((1.0 + stats[:cagr] - stats[:sigma_yoy])**yrs)
  high = last_cpi * ((1.0 + stats[:cagr] + stats[:sigma_yoy])**yrs)
  {
    date: "#{y}-01",
    amount: source_in_dest * (mid / source_cpi),
    low: source_in_dest * (low / source_cpi),
    high: source_in_dest * (high / source_cpi),
    measured: false,
  }
end

.forecast_stats(data, last_key, forecast, to_point, last_year) ⇒ Object

This method is part of a private API. You should avoid using this method if possible, as it may be removed or be changed in the future. 



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# File 'lib/timeprice/compare/series.rb', line 72

def forecast_stats(data, last_key, forecast, to_point, last_year)
  return nil unless forecast && Forecast::Cagr.parse(to_point.date.to_s).year > last_year

  Forecast::Cagr.compute(
    series: Forecast::CpiForecaster.pick_series(data),
    last_date: last_key,
    window_years: Forecast::CpiForecaster::DEFAULT_WINDOW_YEARS
  )
end

.last_known(data) ⇒ Object

This method is part of a private API. You should avoid using this method if possible, as it may be removed or be changed in the future. 



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# File 'lib/timeprice/compare/series.rb', line 66

def last_known(data)
  annual_or_monthly = Forecast::CpiForecaster.pick_series(data)
  last_key = annual_or_monthly.keys.max_by { |k| Forecast::Cagr.parse(k) }
  [last_key, annual_or_monthly[last_key].to_f]
end

.measured_point(y:, lookup:, source_in_dest:, source_cpi:) ⇒ Object

This method is part of a private API. You should avoid using this method if possible, as it may be removed or be changed in the future. 



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# File 'lib/timeprice/compare/series.rb', line 93

def measured_point(y:, lookup:, source_in_dest:, source_cpi:)
  cpi_y = lookup.at(y.to_s).value.to_f
  { date: "#{y}-01", amount: source_in_dest * (cpi_y / source_cpi), measured: true }
rescue DataNotFound
  nil
end

.point_for(year, ctx) ⇒ Object

This method is part of a private API. You should avoid using this method if possible, as it may be removed or be changed in the future. 



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# File 'lib/timeprice/compare/series.rb', line 82

def point_for(year, ctx)
  if year <= ctx[:last_year]
    measured_point(y: year, lookup: ctx[:lookup],
                   source_in_dest: ctx[:source_in_dest], source_cpi: ctx[:source_cpi])
  else
    forecast_point(y: year, last_year: ctx[:last_year], last_cpi: ctx[:last_cpi],
                   source_in_dest: ctx[:source_in_dest], source_cpi: ctx[:source_cpi],
                   stats: ctx[:stats])
  end
end

.source_amount_in_dest(amount, from_point, to_point) ⇒ Object

This method is part of a private API. You should avoid using this method if possible, as it may be removed or be changed in the future. 



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# File 'lib/timeprice/compare/series.rb', line 59

def source_amount_in_dest(amount, from_point, to_point)
  Exchange.convert(
    amount: amount, from: from_point.currency,
    to: to_point.currency, date: from_point.fx_anchor_date
  ).amount
end