postgresql_query.rb

def create_candlestick(group)
  {
    date: group[0],
    open: opening_price(group[1]),
    close: closing_price(group[1]),
    low: lowest_price(group[1]),
    high: highest_price(group[1])
  }
end

def opening_price(group)
  group.inject { |memo, price| memo.created_at < price.created_at ? memo : price }.price
end

def closing_price(group)
  group.inject { |memo, price| memo.created_at > price.created_at ? memo : price }.price
end

def highest_price(group)
  group.collect(&:price).max
end

def lowest_price(group)
  group.collect(&:price).min
end

def five_minute_prices
  time = Time.zone.now.end_of_day
  first_price = Price.first.created_at
  prices = {}

  while first_price < time
    earlier_time = time - 300
    later_time = time
    prices[time] = []
    r = Range.new(earlier_time, later_time)
    Price.all.each { |price| prices[time] << price if r.cover?(price.created_at) }
    time -= 300
  end
  prices.reject { |_, value| value.empty? }
end

def candlestick_data
  prices = five_minute_prices.map do |group|
    create_candlestick(group)
  end
  prices.reverse
end

def write_to_tsv
  CSV.open('prices.tsv', 'wb', col_sep: "\t") do |tsv|
    tsv << %w[date open close low high]
    candlestick_data.each do |data|
      tsv << [data[:date], data[:open], data[:close], data[:low], data[:high]]
    end
  end
end