-
Notifications
You must be signed in to change notification settings - Fork 157
/
currency_exchange_rates.yml
396 lines (376 loc) · 11.8 KB
/
currency_exchange_rates.yml
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
---
apiVersion: influxdata.com/v2alpha1
kind: Label
metadata:
name: exchange-rates
spec:
name: Exchange Rates
color: '#7A65F2'
---
apiVersion: influxdata.com/v2alpha1
kind: Label
metadata:
name: outputs-influxdb-v2
spec:
name: outputs.influxdb_v2
color: '#108174'
---
apiVersion: influxdata.com/v2alpha1
kind: Label
metadata:
name: inputs-http
spec:
name: inputs.http
color: '#108174'
---
apiVersion: influxdata.com/v2alpha1
kind: Label
metadata:
name: processors-regex
spec:
name: processors.regex
color: '#108174'
---
apiVersion: influxdata.com/v2alpha1
kind: Label
metadata:
name: processors-pivot
spec:
name: processors.pivot
color: '#108174'
---
apiVersion: influxdata.com/v2alpha1
kind: Bucket
metadata:
name: quandl
spec:
name: quandl
retentionRules:
- everySeconds: 2592000
type: expire
---
apiVersion: influxdata.com/v2alpha1
kind: Telegraf
metadata:
name: exchange-rates-data-retrieval
spec:
name: Exchange Rates Data Retrieval
associations:
- kind: Label
name: outputs-influxdb-v2
- kind: Label
name: inputs-http
- kind: Label
name: processors-regex
- kind: Label
name: processors-pivot
config: |
[agent]
interval = "1m"
flush_interval = "1m"
round_interval = true
metric_buffer_limit = 10000
collection_jitter = "0s"
flush_jitter = "0s"
precision = ""
debug = true
quiet = false
logfile = ""
omit_hostname = true
[[outputs.influxdb_v2]]
## Multiple URLs can be specified for a single cluster, only ONE of the
## urls will be written to each interval.
## ex: urls = ["https://us-west-2-1.aws.cloud2.influxdata.com"]
urls = ["$INFLUX_HOST"]
## Token for authentication.
token = "$INFLUX_TOKEN"
## Organization is the name of the organization you wish to write to; must exist.
organization = "$INFLUX_ORG" ## Destination bucket to write into.
bucket = "quandl"
tagexclude = ["url"]
#[[outputs.file]]
# files = ["stdout"]
# data_format = "influx"
# tagexclude = ["url"]
[[processors.regex]]
namepass = ["quandl_ecb"]
[[processors.regex.tags]]
key = "url"
pattern = "^.*ECB/(.+)\\.csv.*$"
replacement = "${1}"
result_key = "exchange_rate"
[[processors.pivot]]
tag_key = "exchange_rate"
## Field to use as the value of the new field.
value_key = "value"
[[inputs.http]]
urls = [
"https://www.quandl.com/api/v3/datasets/ECB/EURUSD.csv?api_key=$QUANDL_API_KEY&order=desc&rows=90",
"https://www.quandl.com/api/v3/datasets/ECB/EURGBP.csv?api_key=$QUANDL_API_KEY&order=desc&rows=90",
"https://www.quandl.com/api/v3/datasets/ECB/EURCHF.csv?api_key=$QUANDL_API_KEY&order=desc&rows=90",
"https://www.quandl.com/api/v3/datasets/ECB/EURAUD.csv?api_key=$QUANDL_API_KEY&order=desc&rows=90",
]
data_format = "csv"
csv_header_row_count = 1
name_override = "quandl_ecb"
fielddrop = ["time"]
csv_column_names = ["time", "value"]
csv_timestamp_column = "time"
csv_timestamp_format = "2006-01-02"
[inputs.http.tags]
dataset = "ECB"
---
apiVersion: influxdata.com/v2alpha1
kind: Dashboard
metadata:
name: exchange-rates
spec:
name: Exchange Rates
charts:
- axes:
- base: "10"
name: x
scale: linear
- base: "2"
name: y
scale: linear
colors:
- hex: '#31C0F6'
name: Nineteen Eighty Four
type: scale
- hex: '#A500A5'
name: Nineteen Eighty Four
type: scale
- hex: '#FF7E27'
name: Nineteen Eighty Four
type: scale
geom: line
height: 6
kind: Xy
name: EUR-USD
position: overlaid
queries:
- query: |-
import "experimental"
result = from(bucket: "quandl")
|> range(start: v.timeRangeStart, stop: v.timeRangeStop)
|> filter(fn: (r) => r._measurement == "quandl_ecb")
|> filter(fn: (r) => r._field == "EURUSD")
// report daily exchange rates
result
|> yield(name: "daily values")
shade: true
width: 3
xCol: _time
yCol: _value
- axes:
- base: "10"
name: x
scale: linear
- base: "2"
name: y
scale: linear
colors:
- hex: '#8F8AF4'
name: Do Androids Dream of Electric Sheep?
type: scale
- hex: '#A51414'
name: Do Androids Dream of Electric Sheep?
type: scale
- hex: '#F4CF31'
name: Do Androids Dream of Electric Sheep?
type: scale
geom: line
height: 6
kind: Xy
name: EUR-CHF
position: overlaid
queries:
- query: |-
import "experimental"
result = from(bucket: "quandl")
|> range(start: v.timeRangeStart, stop: v.timeRangeStop)
|> filter(fn: (r) => r._measurement == "quandl_ecb")
|> filter(fn: (r) => r._field == "EURAUD")
// report daily exchange rates
result
|> yield(name: "daily values")
shade: true
width: 3
xCol: _time
yCol: _value
yPos: 6
- axes:
- base: "10"
name: x
scale: linear
- base: "2"
name: y
scale: linear
colors:
- hex: '#FDC44F'
name: Cthulhu
type: scale
- hex: '#007C76'
name: Cthulhu
type: scale
- hex: '#8983FF'
name: Cthulhu
type: scale
geom: line
height: 6
kind: Xy
name: EUR-GBP
position: overlaid
queries:
- query: |-
import "experimental"
result = from(bucket: "quandl")
|> range(start: v.timeRangeStart, stop: v.timeRangeStop)
|> filter(fn: (r) => r._measurement == "quandl_ecb")
|> filter(fn: (r) => r._field == "EURGBP")
// report daily exchange rates
result
|> yield(name: "daily values")
shade: true
width: 3
xCol: _time
xPos: 3
yCol: _value
- axes:
- base: "10"
name: x
scale: linear
- base: "2"
name: y
scale: linear
colors:
- hex: '#74D495'
name: Atlantis
type: scale
- hex: '#3F3FBA'
name: Atlantis
type: scale
- hex: '#FF4D9E'
name: Atlantis
type: scale
geom: line
height: 6
kind: Xy
name: USD-CHF
position: overlaid
queries:
- query: |-
import "experimental"
result = from(bucket: "quandl")
|> range(start: v.timeRangeStart, stop: v.timeRangeStop)
|> filter(fn: (r) => r._measurement == "quandl_ecb")
// combine all exchange rates into single table
|> pivot(rowKey:["_time"], columnKey: ["_field"], valueColumn: "_value")
// calculate rate by combining EURCHF and EURUSD
|> map(fn: (r) => ({ r with _value: r.EURCHF / r.EURUSD }))
// report daily exchange rates
result
|> yield(name: "daily values")
shade: true
width: 3
xCol: _time
xPos: 3
yCol: _value
yPos: 6
- axes:
- base: "10"
name: x
scale: linear
- base: "2"
name: y
scale: linear
colors:
- hex: '#DA6FF1'
name: Ectoplasm
type: scale
- hex: '#00717A'
name: Ectoplasm
type: scale
- hex: '#ACFF76'
name: Ectoplasm
type: scale
geom: line
height: 6
kind: Xy
name: EUR relative combined index (using USD, CHF, GBP and AUD)
position: overlaid
queries:
- query: |-
import "experimental"
result = from(bucket: "quandl")
|> range(start: v.timeRangeStart, stop: v.timeRangeStop)
|> filter(fn: (r) => r._measurement == "quandl_ecb")
// combine all exchange rates into single table
|> pivot(rowKey:["_time"], columnKey: ["_field"], valueColumn: "_value")
// calculate the relative index by taking each exchange rate and multiplying it by 0.25
|> map(fn: (r) => ({ r with _value: r.EURUSD * 0.25 + r.EURCHF * 0.25 + r.EURGBP * 0.25 + r.EURAUD * 0.25 }))
// report daily exchange rates
result
|> yield(name: "daily values")
// calculate weekly timed moving average
result
|> timedMovingAverage(every: 1d, period: 7d)
|> map(fn: (r) => ({ r with _time: experimental.subDuration(d: 84h, from: r._time) }))
|> yield(name: "weekly timed moving average")
shade: true
width: 6
xCol: _time
xPos: 6
yCol: _value
- axes:
- base: "2"
name: y
scale: linear
- base: "10"
name: x
scale: linear
colors:
- hex: '#31C0F6'
name: Nineteen Eighty Four
type: scale
- hex: '#A500A5'
name: Nineteen Eighty Four
type: scale
- hex: '#FF7E27'
name: Nineteen Eighty Four
type: scale
geom: line
height: 6
kind: Xy
name: USD relative combined index (using EUR, CHF, GBP and AUD)
position: overlaid
queries:
- query: |-
import "experimental"
result = from(bucket: "quandl")
|> range(start: v.timeRangeStart, stop: v.timeRangeStop)
|> filter(fn: (r) => r._measurement == "quandl_ecb")
// combine all exchange rates into single table
|> pivot(rowKey:["_time"], columnKey: ["_field"], valueColumn: "_value")
// calculate the relative index by taking each exchange rate and multiplying it by 0.25
// since EBC only provides reference rates against EUR, the following calculations are applied
// - calculate the opposite index for EUR-USD
// - calculate the currency / USD index by dividing the currency / EUR index with EUR-USD index
|> map(fn: (r) => ({ r with _value: (1.0 / r.EURUSD) * 0.25 + (r.EURCHF / r.EURUSD) * 0.25 + (r.EURGBP / r.EURUSD) * 0.25 + (r.EURAUD / r.EURUSD) * 0.25}))
// report daily exchange rates
result
|> yield(name: "daily values")
// calculate weekly timed moving average
result
|> timedMovingAverage(every: 1d, period: 7d)
|> map(fn: (r) => ({ r with _time: experimental.subDuration(d: 84h, from: r._time) }))
|> yield(name: "weekly timed moving average")
shade: true
width: 6
xCol: _time
xPos: 6
yCol: _value
yPos: 6
description: ""
...