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Contents
# frozen_string_literal: true
module Cotcube
# Missing top level documentation
module Bardata
# the following method loads the quarterly bars (15-min bars) from the directory tree
# also note that a former version of this method allowed to provide range or date parameters. this has been moved
# to #provide itself.
def provide_quarters(contract:, # rubocop:disable Metrics/ParameterLists
symbol: nil, id: nil,
timezone: Time.find_zone('America/Chicago'),
config: init,
keep_marker: false)
unless contract.is_a?(String) && [3, 5].include?(contract.size)
raise ArgumentError, "Contract '#{contract}' is bogus, should be like 'M21' or 'ESM21'"
end
sym = get_id_set(symbol: symbol, id: id, contract: contract)
contract = contract[2..4] if contract.to_s.size == 5
id = sym[:id]
symbol = sym[:symbol]
id_path = "#{config[:data_path]}/quarters/#{id}"
data_file = "#{id_path}/#{contract}.csv"
raise "No data found for requested :id (#{id_path} does not exist)" unless Dir.exist?(id_path)
raise "No data found for requested contract #{symbol}:#{contract} in #{id_path}." unless File.exist?(data_file)
data = CSV.read(data_file, headers: %i[contract datetime day open high low close volume]).map do |row|
row = row.to_h
%i[open high low close].map { |x| row[x] = row[x].to_f }
%i[volume day].map { |x| row[x] = row[x].to_i }
row[:datetime] = timezone.parse(row[:datetime])
row[:type] = :quarter
row
end
data.pop if data.last[:high].zero? && (not keep_marker)
data
end
end
end
Version data entries
12 entries across 12 versions & 1 rubygems