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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
44
app/models/gapfiller.rb
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44
app/models/gapfiller.rb
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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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