Class: Iro::Datapoint

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

Overview

Datapoints are at most daily! See Priceitem for intra-day data

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 =

crypto

'BTC'
SYMBOL_ETH = 
'ETH'
SYMBOL_JPY =

currencies

'JPY'
SYMBOL_COP = 
'COP'
SUMBOL_EUR = 
'EUR'
SYMBOL_T1MO =

treasuries

'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 



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# File 'app/models/iro/datapoint.rb', line 164

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'],
    })
    if flag.persisted?
      print '^'
    else
      puts flag.errors.messages
    end
  end
  puts 'ok'
end

.test ⇒ Object 



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# File 'app/models/iro/datapoint.rb', line 115

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 66

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 59

def close;    value;    end

#close=(a) ⇒ Object 



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# File 'app/models/iro/datapoint.rb', line 60

def close= a; value= a; end

#open ⇒ Object

I don’t understand why this was forced to be unique… I want the date to be unique. validates :quote_at, uniqueness: { scope: [ :kind, :symbol ] } ## scope-by-kind is unnecessary here? vp 2024-08-08



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# File 'app/models/iro/datapoint.rb', line 54

field :open,  type: Float

#quote_at ⇒ Object

@obsolete, @deprecated, use :date instead?



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

field :quote_at, type: DateTime

#symbol ⇒ Object

ticker, but use ‘symbol’ here



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# File 'app/models/iro/datapoint.rb', line 21

field :symbol