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CHANGELOG.md

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0.1.18 (December 23, 2021)

  • gemspec: raised activesupport to v7
  • daily: added check for valid/allowed month pattern in continuous_overview

0.1.17 (December 06, 2021)

  • changed parameter for building of continuous (in daily.rb)
  • added bin/intra + symbols. improved bin/daily
  • bin/*: created (sym, daily) and improved (eod) cmd wrappers
  • daily.rb: improved silence in .continuous

0.1.16 (November 23, 2021)

  • bin/eod.rb: little helper to display eod data in bash resp. in xinetdhttpservice
  • eods.rb: minor change to adapt move of symbols to Helpers
  • daily.rb: in continuous, changed default indicators to %i[ tr atr5 dist ]

0.1.15.6 (November 19, 2021)

  • daily: added filter_series

0.1.15.5 (November 08, 2021)

  • decommissioned .get_id_set in favor of Cotcube::Helpers.get_id_set

0.1.15.4 (October 26, 2021)

  • daily: including the sourcing factor (:bcf) into provide_daily and continuous

0.1.15.3 (August 04, 2021)

  • daily.rb: Hotfixing

0.1.15.2 (August 04, 2021)

  • fixed leftover debug setting

0.1.15.1 (August 04, 2021)

  • fixed license mismatch

0.1.15 (August 04, 2021)

  • daily.rb: added support to add eod data on incomplete dailies
  • adding dep: cotcube-indicators
  • provide: new method :determine_significant_volume
  • suggest: adding silence
  • cached: Adding :dist
  • daily: new method :determine_significant_volume
  • added :dist generically to quarters
  • trading_hours: added param to return headers only
  • last_trade_date: Enabled caching instead of fetching each time

0.1.14 (May 07, 2021)

  • few changes in provide / cached / daily for a more straigtforward forcing of cache renewal
  • suggest: new method to suggest a contract for given symbol and date

0.1.13 (April 07, 2021)

  • daily: fixed const_caching in continuous
  • trade_dates: FIXING call with HTTParty must send Agent Header
  • helpers/get_id_set: added support for params given as Symbols (:NG instead of 'NG')

0.1.12 (March 13, 2021)

  • range_matrix: adapted to accept block for range provision; added params :days_only and :last_n
  • minor fix on previous patch

0.1.11 (March 07, 2021)

  • daily.rb: added new technique 'caching in constants' to accelerate computation, also referring to continuous
  • provide.rb: minor change, so disregarded contracts can be used in swapproximate

0.1.10 (February 11, 2021)

  • Daily.rb: Added measure parameters to continous_suite
  • cached.rb: Minor fix in comparison

0.1.9.3 (February 08, 2021)

  • cached: minor change fixing problem to get yesterday in rth subsets

0.1.9.2 (February 07, 2021)

  • minor changes
  • daily#continuous_table: introducing debuglevel

0.1.9.1 (January 29, 2021)

  • provide: added new interval 'synth', mixing available dailies with synthetic days based on quarters
  • minor change / cleanup
  • setting gemspec to use rake 13 and changing version spec to overcome warnings

0.1.8 (January 27, 2021)

  • in helpers, #extended_range_for_date: fixed comparison signs
  • range_matrix: applied cops, noted appearance of Cotcube::Helpers.simple_series_stats
  • cached: Fixing wrong comparison sign
  • daily: slimmed down results for #continuous_overview

0.1.7 (January 14, 2021)

  • added :range parameter to :provide, hence to :provide_cached, :provide_daily
  • added forgotten module_functions

0.1.6 (January 07, 2021)

  • prefering datetime instead date (in helpers and daily)
  • changed keyword :set to :filter in cached, provide and trading_hours

0.1.5 (January 02, 2021)

  • applied some still missing cops

0.1.4 (January 02, 2021)

  • two minor fixes (cached.rb, daily.rb)
  • adding first (shy) specs ... to be continued
  • cotcube-bardata.rb: added dependency parallel, added new module files and functions
  • provide.rb: writing provide, the central accessor to actual bardata
  • cached.rb: implementing 'provide_cached', which manages reduced and dimished subsets of 'quarters'
  • helpers.rb: added get_id_set
  • daily.rb: applied cops
  • quarters.rb: applied cops, used new get_id_set, slimmed down content in favor of 'provide'
  • eods.rb: renamed get_id_from to get_id_set
  • added explanation to range_matrix.rb
  • added 'holidays' to trade_dates.csv, depending on according CSV
  • applied cops to init.rb
  • changed name from get_range to trading_hours
  • minor change in gemspec
  • fixed typos in README
  • added bounded versions to gemspec
  • applied cops
  • new file trading_hours.rb providing get_range(). Based on CSV data it provides a list of ranges depicting seconds since Sunday 0:00am, which in turn can be used with the helper Array.new.to_time_interval.
  • new file and method 'range_matrix', investigating high-low ranges of entire daily
  • Too bad, found copied README...fixing something quite embarassing.

0.1.3 (December 23, 2020)

  • added .provide_most_liquids_by_eod which supports :age, filtering out files that have been updated more recently
  • added 'type' to symbols to filter for e.g. currencies
  • changed .provide_eods not to raise on missing eod-file but just to WARN

0.1.2 (December 22, 2020)

  • created and added .provide_quarters
  • added cotcube-helpers as new dependency to gempsec
  • added timezone to dailies and :datetime to each row
  • updated master file with new methods and sub-file
  • added eods with 2 simple mathods .most_liquid_for and .provide_eods
  • added a simple getter to access CME tradedates (to fetch last_trade_date)
  • moved daily stuff into new file, prepare .provide to become a major accessor method

0.1.1 (December 16, 2020)