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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
This commit is contained in:
Zach Gollwitzer 2024-10-04 14:19:45 -04:00 committed by GitHub
parent e8d7ee3270
commit 24d3c0243f
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5 changed files with 80 additions and 7 deletions

44
app/models/gapfiller.rb Normal file
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class Gapfiller
attr_reader :series
def initialize(series, start_date:, end_date:, cache:)
@series = series
@date_range = start_date..end_date
@cache = cache
end
def run
gapfilled_records = []
date_range.each do |date|
record = series.find { |r| r.date == date }
if should_gapfill?(date, record)
prev_record = gapfilled_records.find { |r| r.date == date - 1.day }
if prev_record
new_record = create_gapfilled_record(prev_record, date)
gapfilled_records << new_record
end
else
gapfilled_records << record if record
end
end
gapfilled_records
end
private
attr_reader :date_range, :cache
def should_gapfill?(date, record)
date.on_weekend? && record.nil?
end
def create_gapfilled_record(prev_record, date)
new_record = prev_record.class.new(prev_record.attributes.except("id", "created_at", "updated_at"))
new_record.date = date
new_record.save! if cache
new_record
end
end