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Handle missing weekend stock prices in sync process (#1242)
* Don't append missing prices if already known * Add failing test * Handle weekend stock prices * Fix tests and gapfill logic
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5 changed files with 80 additions and 7 deletions
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@ -48,7 +48,9 @@ class Account::Holding::Syncer
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end
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ticker_start_dates.each do |ticker, date|
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prices[ticker] = Security::Price.find_prices(ticker: ticker, start_date: date, end_date: Date.current)
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fetched_prices = Security::Price.find_prices(ticker: ticker, start_date: date, end_date: Date.current)
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gapfilled_prices = Gapfiller.new(fetched_prices, start_date: date, end_date: Date.current, cache: false).run
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prices[ticker] = gapfilled_prices
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end
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prices
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44
app/models/gapfiller.rb
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44
app/models/gapfiller.rb
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@ -0,0 +1,44 @@
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class Gapfiller
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attr_reader :series
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def initialize(series, start_date:, end_date:, cache:)
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@series = series
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@date_range = start_date..end_date
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@cache = cache
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end
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def run
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gapfilled_records = []
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date_range.each do |date|
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record = series.find { |r| r.date == date }
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if should_gapfill?(date, record)
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prev_record = gapfilled_records.find { |r| r.date == date - 1.day }
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if prev_record
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new_record = create_gapfilled_record(prev_record, date)
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gapfilled_records << new_record
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end
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else
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gapfilled_records << record if record
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end
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end
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gapfilled_records
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end
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private
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attr_reader :date_range, :cache
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def should_gapfill?(date, record)
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date.on_weekend? && record.nil?
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end
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def create_gapfilled_record(prev_record, date)
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new_record = prev_record.class.new(prev_record.attributes.except("id", "created_at", "updated_at"))
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new_record.date = date
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new_record.save! if cache
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new_record
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end
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end
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@ -3,11 +3,11 @@ class Issue::PricesMissing < Issue
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after_initialize :initialize_missing_prices
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validates :missing_prices, presence: true
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validates :missing_prices, presence: true, allow_blank: true
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def append_missing_price(ticker, date)
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missing_prices[ticker] ||= []
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missing_prices[ticker] << date
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missing_prices[ticker] << date unless missing_prices[ticker].include?(date.to_s)
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end
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def stale?
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@ -27,7 +27,6 @@ class Security::Price < ApplicationRecord
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end
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private
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def upcase_ticker
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self.ticker = ticker.upcase
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end
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