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https://github.com/NexVeridian/ark-invest-api-rust-data.git
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feat: ticker format, test_utils, Makefile
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10 changed files with 242 additions and 96 deletions
159
src/util/format/data_source.rs
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159
src/util/format/data_source.rs
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@ -0,0 +1,159 @@
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use anyhow::{Error, Result};
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use polars::prelude::*;
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use crate::{ticker::DataSource, util::df::DF};
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pub fn data_source(data_source: DataSource, mut df: DF) -> Result<DF, Error> {
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let df = match data_source {
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DataSource::ArkVenture => df_format_arkvx(df)?,
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DataSource::Ark => df,
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DataSource::Shares21 => df_format_21shares(df)?,
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DataSource::ArkEurope | DataSource::Rize => {
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df = df_format_europe_csv(df)?;
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df = df_format_europe_arkfundsio(df)?;
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df_format_europe(df)?
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}
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};
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Ok(df)
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}
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pub fn df_format_21shares(df: DF) -> Result<DF, Error> {
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let mut df = df.collect()?;
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if df.get_column_names().contains(&"Weightings") {
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df = df
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.lazy()
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.rename(
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vec![
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"Date",
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"StockTicker",
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"CUSIP",
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"SecurityName",
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"Shares",
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"Price",
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"MarketValue",
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"Weightings",
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],
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vec![
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"date",
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"ticker",
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"cusip",
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"company",
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"shares",
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"share_price",
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"market_value",
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"weight",
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],
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)
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.collect()?;
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_ = df.drop_in_place("Account");
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_ = df.drop_in_place("NetAssets");
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_ = df.drop_in_place("SharesOutstanding");
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_ = df.drop_in_place("CreationUnits");
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_ = df.drop_in_place("MoneyMarketFlag");
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}
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Ok(df.into())
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}
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pub fn df_format_arkvx(df: DF) -> Result<DF, Error> {
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let mut df = df.collect()?;
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if df.get_column_names().contains(&"CUSIP") {
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df = df
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.lazy()
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.rename(vec!["CUSIP", "weight (%)"], vec!["cusip", "weight"])
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.collect()?;
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}
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if df.get_column_names().contains(&"weight (%)") {
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df = df
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.lazy()
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.rename(vec!["weight (%)"], vec!["weight"])
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.collect()?;
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}
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if !df.get_column_names().contains(&"market_value") {
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df = df
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.lazy()
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.with_columns([
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Series::new("market_value", [None::<i64>]).lit(),
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Series::new("shares", [None::<i64>]).lit(),
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Series::new("share_price", [None::<f64>]).lit(),
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])
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.collect()?;
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}
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Ok(df.into())
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}
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pub fn df_format_europe(df: DF) -> Result<DF, Error> {
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let mut df = df.collect()?;
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if df.get_column_names().contains(&"Currency") {
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_ = df.drop_in_place("Currency");
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df = df
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.lazy()
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.rename(
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vec!["name", "ISIN", "Weight"],
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vec!["company", "cusip", "weight"],
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)
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.with_columns([
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Series::new("date", [chrono::Local::now().date_naive()]).lit(),
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Series::new("ticker", [None::<String>]).lit(),
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Series::new("market_value", [None::<i64>]).lit(),
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Series::new("shares", [None::<i64>]).lit(),
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Series::new("share_price", [None::<f64>]).lit(),
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])
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.collect()?;
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}
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Ok(df.into())
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}
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pub fn df_format_europe_arkfundsio(df: DF) -> Result<DF, Error> {
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let mut df = df.collect()?;
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if df
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.get_column_names()
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.eq(&["company", "cusip", "date", "fund", "weight", "weight_rank"])
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{
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_ = df.drop_in_place("fund");
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_ = df.drop_in_place("weight_rank");
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df = df
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.lazy()
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.with_columns([
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Series::new("ticker", [None::<String>]).lit(),
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Series::new("market_value", [None::<i64>]).lit(),
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Series::new("shares", [None::<i64>]).lit(),
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Series::new("share_price", [None::<f64>]).lit(),
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])
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.collect()?;
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}
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Ok(df.into())
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}
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pub fn df_format_europe_csv(df: DF) -> Result<DF, Error> {
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let mut df = df.collect()?;
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if df.get_column_names().contains(&"_duplicated_0") {
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df = df.slice(2, df.height());
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df = df
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.clone()
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.lazy()
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.rename(df.get_column_names(), ["company", "cusip", "weight"])
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.with_columns([
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Series::new("date", [chrono::Local::now().date_naive()]).lit(),
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Series::new("ticker", [None::<String>]).lit(),
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Series::new("market_value", [None::<i64>]).lit(),
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Series::new("shares", [None::<i64>]).lit(),
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Series::new("share_price", [None::<f64>]).lit(),
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])
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.collect()?;
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}
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Ok(df.into())
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}
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4
src/util/format/mod.rs
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4
src/util/format/mod.rs
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@ -0,0 +1,4 @@
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pub mod data_source;
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pub use data_source::*;
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pub mod ticker;
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pub use ticker::*;
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171
src/util/format/ticker.rs
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171
src/util/format/ticker.rs
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@ -0,0 +1,171 @@
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use anyhow::{Error, Result};
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use polars::prelude::*;
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use strum::IntoEnumIterator;
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use strum_macros::EnumIter;
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use crate::util::df::DF;
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#[allow(clippy::upper_case_acronyms, non_camel_case_types)]
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#[derive(Debug, strum_macros::Display, EnumIter, Clone, Copy, PartialEq)]
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pub enum Ticker {
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ARKW,
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MKFG,
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CASH_USD,
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}
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impl Ticker {
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pub fn all(mut df: DF) -> Result<DF, Error> {
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for ticker in Ticker::iter() {
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df = ticker.format(df)?;
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}
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Ok(df)
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}
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pub fn format(&self, df: DF) -> Result<DF, Error> {
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match self {
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Ticker::ARKW => Self::arkw(df),
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Ticker::MKFG => Self::mkfg(df),
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Ticker::CASH_USD => Self::cash_usd(df),
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}
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}
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fn arkw(df: DF) -> Result<DF, Error> {
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let mut df = df.collect()?;
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if let Ok(x) = df
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.clone()
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.lazy()
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.with_columns(vec![
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when(col("company").eq(lit("ARK BITCOIN ETF HOLDCO (ARKW)")))
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.then(lit("ARKB"))
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.otherwise(col("ticker"))
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.alias("ticker"),
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when(col("company").eq(lit("ARK BITCOIN ETF HOLDCO (ARKW)")))
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.then(lit("ARKB"))
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.otherwise(col("company"))
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.alias("company"),
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])
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.with_columns(vec![
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when(col("company").eq(lit("ARK BITCOIN ETF HOLDCO (ARKF)")))
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.then(lit("ARKB"))
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.otherwise(col("ticker"))
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.alias("ticker"),
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when(col("company").eq(lit("ARK BITCOIN ETF HOLDCO (ARKF)")))
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.then(lit("ARKB"))
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.otherwise(col("company"))
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.alias("company"),
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])
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.collect()
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{
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df = x;
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}
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Ok(df.into())
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}
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fn mkfg(df: DF) -> Result<DF, Error> {
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let mut df = df.collect()?;
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if let Ok(x) = df
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.clone()
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.lazy()
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.with_columns(vec![when(col("ticker").eq(lit("MARKFORGEDG")))
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.then(lit("MKFG"))
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.otherwise(col("ticker"))
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.alias("ticker")])
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.collect()
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{
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df = x;
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}
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Ok(df.into())
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}
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fn cash_usd(df: DF) -> Result<DF, Error> {
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let mut df = df.collect()?;
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let exprs = |company: &str| -> Vec<Expr> {
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vec![
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when(col("company").eq(lit(company)))
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.then(lit("CASH USD"))
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.otherwise(col("ticker"))
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.alias("ticker"),
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when(col("company").eq(lit(company)))
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.then(lit("CASH USD"))
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.otherwise(col("company"))
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.alias("company"),
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]
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};
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if let Ok(x) = df
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.clone()
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.lazy()
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.with_columns(exprs("Cash & Cash Equivalents"))
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.with_columns(exprs("GOLDMAN FS TRSY OBLIG INST 468"))
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.collect()
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{
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df = x;
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}
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Ok(df.into())
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}
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}
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#[cfg(test)]
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mod tests {
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use super::*;
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use crate::test_utils::*;
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use pretty_assertions::assert_eq;
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use rstest::rstest;
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#[rstest]
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#[case::mkfg(
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Ticker::MKFG,
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defualt_df(
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&[Some("MKFG"), Some("MARKFORGEDG")],
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&[Some("MARKFORGEDG"), Some("MARKFORGEDG")],
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)?,
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defualt_df(
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&[Some("MKFG"), Some("MKFG")],
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&[Some("MARKFORGEDG"), Some("MARKFORGEDG")]
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)?,
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)]
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#[case::arkb(
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Ticker::ARKW,
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defualt_df(
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&[None::<&str>, Some("ARKB"), Some("ARKB"), Some("ARKB")],
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&[
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Some("ARK BITCOIN ETF HOLDCO (ARKW)"),
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Some("ARK BITCOIN ETF HOLDCO (ARKW)"),
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Some("ARK BITCOIN ETF HOLDCO (ARKF)"),
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Some("ARKB"),
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],
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)?,
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defualt_df(
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&[Some("ARKB"), Some("ARKB"), Some("ARKB"), Some("ARKB")],
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&[Some("ARKB"), Some("ARKB"), Some("ARKB"), Some("ARKB")],
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)?,
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)]
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#[case::cash_usd(
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Ticker::CASH_USD,
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defualt_df(
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&[None::<&str>, None::<&str>],
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&[Some("Cash & Cash Equivalents"), Some("GOLDMAN FS TRSY OBLIG INST 468")],
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)?,
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defualt_df(
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&[Some("CASH USD"), Some("CASH USD")],
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&[Some("CASH USD"), Some("CASH USD")],
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)?,
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)]
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fn matrix(
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#[case] ticker: Ticker,
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#[case] input: DataFrame,
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#[case] expected: DataFrame,
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) -> Result<(), Error> {
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let test_df = input;
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let formatted_df = ticker.format(test_df.into())?.collect()?;
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assert_eq!(formatted_df, expected,);
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Ok(())
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}
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}
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