This commit is contained in:
Elijah McMorris 2023-07-27 07:23:38 +00:00 committed by NexVeridian@gmail.com
parent 7391a9fb31
commit 1eda4729d4
6 changed files with 91 additions and 35 deletions

View file

@ -1,6 +1,7 @@
use clokwerk::{AsyncScheduler, Job, TimeUnits};
use futures::future::join_all;
use lazy_static::lazy_static;
use polars::prelude::DataFrame;
use rand::Rng;
use std::env;
use std::error::Error;
@ -16,19 +17,29 @@ use util::*;
lazy_static! {
static ref SOURCE: Source = match env::var("ARK_SOURCE") {
Ok(val) => Source::from_str(val.as_str()).expect("Env string SOURCE is not in enum Source"),
Err(_e) => Source::Ark,
Ok(val) =>
Source::from_str(val.as_str()).expect("Env string ARK_SOURCE is not in enum Source"),
Err(_e) => Source::ApiIncremental,
};
}
fn print_df(ticker: &Ticker, df: &DataFrame) {
println!(
"Ticker: {:#?}\nShape: {:?}\n{:#?}",
ticker,
df.shape(),
df.tail(Some(1))
);
}
fn csv_merge() -> Result<(), Box<dyn Error>> {
for ticker in Ticker::iter() {
let df = Ark::merge_old_csv_to_parquet(ticker, None)?
.format()?
.sort()?
.write_parquet()?
.collect();
println!("Ticker: {:#?}\n{:#?}", ticker, df);
.collect()?;
print_df(&ticker, &df);
}
Ok(())
}
@ -44,7 +55,7 @@ fn ark_plan(ticker: Ticker) -> Result<(), Box<dyn Error>> {
.write_parquet()?
.collect()?;
println!("Ticker: {:#?}\n{:#?}", ticker, df.tail(Some(1)));
print_df(&ticker, &df);
Ok(())
}
@ -73,7 +84,7 @@ async fn main() {
.map(|v| v == "true")
.unwrap_or(false)
{
print!("Merging CSVs to Parquet...");
println!("Merging CSVs to Parquet");
csv_merge().unwrap();
}
@ -84,7 +95,7 @@ async fn main() {
ark_etf().await;
}
scheduler.every(1.day()).at("11:30 pm").run(ark_etf);
scheduler.every(1.day()).at("10:00 am").run(ark_etf);
scheduler
.every(5.day())

View file

@ -82,9 +82,13 @@ impl DFS for Vec<DF> {
#[derive(EnumString, Clone, Copy)]
pub enum Source {
// Reads Parquet file if exists
Read,
// From ARK Invest
Ark,
// From api.NexVeridian.com
ApiIncremental,
// From api.NexVeridian.com, not usually nessisary, use ApiIncremental
ApiFull,
}
pub struct Ark {
@ -259,25 +263,34 @@ impl Ark {
}
if !df.fields().contains(&Field::new("date", DataType::Date)) {
let date_format = |df: DataFrame, format: &str| -> Result<DataFrame, Box<dyn Error>> {
Ok(df
let date_format = |mut df: DataFrame, format:Option<String>| -> Result<DataFrame, Box<dyn Error>> {
df = df
.lazy()
.with_column(col("date").str().strptime(
DataType::Date,
StrptimeOptions {
format: Some(format.into()),
format,
strict: false,
exact: true,
cache: true,
},
))
.collect()?)
.collect()?;
if df.column("date").unwrap().null_count() > df.height() / 10 {
return Err("wrong date format".into());
}
Ok(df)
};
if let Ok(x) = date_format(df.clone(), "%m/%d/%Y") {
if let Ok(x) = date_format(df.clone(), Some("%m/%d/%Y".into())) {
df = x
}
if let Ok(x) = date_format(df.clone(), "%Y/%m/%d") {
else if let Ok(x) = date_format(df.clone(), Some("%Y/%m/%d".into())) {
df = x
}
else if let Ok(x) = date_format(df.clone(), None) {
df = x
}
}
@ -397,9 +410,8 @@ impl Ark {
if Self::read_parquet(ticker, path.clone()).is_ok() {
let df_old = Self::read_parquet(ticker, path.clone())?;
df = Self::concat_df(vec![Self::df_format(df_old)?, Self::df_format(df)?])?
df = Self::concat_df(vec![Self::df_format(df_old)?, Self::df_format(df)?])?;
}
Ok(Self { df, ticker, path })
}
}