47 lines
957 B
Ruby
47 lines
957 B
Ruby
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# frozen_string_literal: true
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# Produces a snapshot of rates as of a target date by carrying forward each provider's most recent
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# rate within a lookback window. Used for single-date and latest queries; range queries do not
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# carry forward.
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class CarryForward
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LOOKBACK_DAYS = 14
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class << self
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def apply(rows, date:, lookback: LOOKBACK_DAYS)
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new(rows, date:, lookback:).apply
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end
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end
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attr_reader :rows, :date, :lookback
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def initialize(rows, date:, lookback:)
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@rows = rows
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@date = date
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@lookback = lookback
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end
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def apply
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best = {}
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eligible_rows.each do |row|
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key = key_for(row)
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best[key] = row if !best[key] || row[:date] > best[key][:date]
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end
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best.values
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end
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private
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def cutoff
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@cutoff ||= date - lookback
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end
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def eligible_rows
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rows.select { |r| r[:date].between?(cutoff, date) }
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end
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def key_for(row)
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[row[:provider], row[:base], row[:quote]]
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end
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end
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