0.3.0

Cargo.toml

@@ -10,6 +10,9 @@ polars = { version = "0.30", features = [
 	"parquet",
 	"round_series",
 	"lazy_regex",
+	"json",
+	"object",
+	"dtype-struct",
 ] }
 reqwest = { version = "0.11", features = ["blocking"] }
 glob = { version = "0.3" }
@@ -18,3 +21,5 @@ strum_macros = "0.24"
 strum = "0.24"
 tokio = { version = "1.26", features = ["full"] }
 openssl = { version = "0.10", features = ["vendored"] }
+chrono = { version = "0.4", features = ["serde"] }
+serde_json = "1.0"

src/main.rs

@@ -37,14 +37,17 @@ use util::*;
 // }
 
 fn main() {
-    let dfn = df_format(read_parquet(Ticker::ARKVC).unwrap()).unwrap();
+    let dfn = df_format(read_parquet(Ticker::ARKK).unwrap()).unwrap();
     println!("{:#?}", dfn);
 
-    // let update = df_format(get_csv(Ticker::ARKF).unwrap()).unwrap();
+    let api = df_format(get_api(Ticker::ARKK, None).unwrap()).unwrap();
+    println!("{:#?}", api);
+
+    // let update = df_format(get_csv_ark(Ticker::ARKK).unwrap()).unwrap();
     // println!("{:#?}", update);
 
-    // update_parquet(Ticker::ARKVC).unwrap();
-    // let x = df_format(read_parquet(Ticker::ARKVC).unwrap()).unwrap();
+    // update_parquet(Ticker::ARKK).unwrap();
+    // let x = df_format(read_parquet(Ticker::ARKK).unwrap()).unwrap();
     // println!("{:#?}", x);
 
     // merge_csv_to_parquet(Ticker::ARKVC).unwrap();

src/util.rs

@@ -1,8 +1,10 @@
+use chrono::NaiveDate;
 use glob::glob;
 use polars::datatypes::DataType;
 use polars::prelude::*;
 use polars::prelude::{DataFrame, StrptimeOptions, UniqueKeepStrategy};
 use reqwest::blocking::Client;
+use serde_json::Value;
 use std::error::Error;
 use std::fs::File;
 use std::io::Cursor;
@@ -34,23 +36,23 @@ impl Ticker {
     }
 }
 
+#[derive(Clone, Copy)]
+pub enum Source {
+    Ark,
+    ApiIncremental,
+    ApiFull,
+}
+
 pub fn merge_csv_to_parquet(ticker: Ticker) -> Result<(), Box<dyn Error>> {
     let mut dfs = vec![];
-
     for x in glob(&format!("data/csv/{}/*", ticker))?.filter_map(Result::ok) {
         dfs.push(LazyCsvReader::new(x).finish()?);
     }
-
     let mut df = concat(dfs, false, true)?;
 
     if read_parquet(ticker).is_ok() {
         let df_old = read_parquet(ticker)?;
-        df = concat(
-            vec![df_format(df_old)?.lazy(), df_format(df)?.lazy()],
-            false,
-            true,
-        )?
-        .unique_stable(None, UniqueKeepStrategy::First);
+        df = concat_df(vec![df_old, df])?;
         write_parquet(ticker, df_sort(df.collect()?)?)?;
     } else {
         write_parquet(ticker, df_format(df)?)?;
@@ -59,22 +61,31 @@ pub fn merge_csv_to_parquet(ticker: Ticker) -> Result<(), Box<dyn Error>> {
     Ok(())
 }
 
-pub fn update_parquet(ticker: Ticker) -> Result<(), Box<dyn Error>> {
-    let update = get_csv(ticker)?;
-
+pub fn update_parquet(ticker: Ticker, source: Source) -> Result<(), Box<dyn Error>> {
     let mut df = read_parquet(ticker)?;
+    let last_day = df.clone().collect()?.column("date").unwrap().max();
 
-    df = concat(
-        vec![df_format(df)?.lazy(), df_format(update)?.lazy()],
-        false,
-        true,
-    )?
-    .unique_stable(None, UniqueKeepStrategy::First);
+    let update = match source {
+        Source::Ark => get_csv_ark(ticker)?,
+        Source::ApiIncremental => get_api(ticker, last_day)?,
+        Source::ApiFull => get_api(ticker, None)?,
+    };
 
+    df = concat_df(vec![df, update])?;
     write_parquet(ticker, df_sort(df.collect()?)?)?;
     Ok(())
 }
 
+fn concat_df(mut dfs: Vec<LazyFrame>) -> Result<LazyFrame, Box<dyn Error>> {
+    // with dedupe and format
+    for x in &mut dfs {
+        *x = df_format(x.to_owned())?.lazy();
+    }
+    let mut df = concat(dfs, false, true)?;
+    df = df.unique_stable(None, UniqueKeepStrategy::First);
+    Ok(df)
+}
+
 pub fn read_parquet(ticker: Ticker) -> Result<LazyFrame, Box<dyn Error>> {
     let df = LazyFrame::scan_parquet(
         format!("data/parquet/{}.parquet", ticker),
@@ -86,12 +97,12 @@ pub fn read_parquet(ticker: Ticker) -> Result<LazyFrame, Box<dyn Error>> {
 pub fn write_parquet(ticker: Ticker, mut df: DataFrame) -> Result<(), Box<dyn Error>> {
     ParquetWriter::new(File::create(format!("data/parquet/{}.parquet", ticker))?)
         .finish(&mut df)?;
-
     Ok(())
 }
 
 pub fn df_sort(df: DataFrame) -> Result<DataFrame, Box<dyn Error>> {
-    Ok(df.sort(["date", "weight"], vec![false, true])?)
+    let df = df.sort(["date", "weight"], vec![false, true])?;
+    Ok(df)
 }
 
 pub fn df_format(df: LazyFrame) -> Result<DataFrame, Box<dyn Error>> {
@@ -141,10 +152,11 @@ pub fn df_format(df: LazyFrame) -> Result<DataFrame, Box<dyn Error>> {
         expressions.push(col("date").str().strptime(
             DataType::Date,
             StrptimeOptions {
-                format: Some("%m/%d/%Y".into()),
+                // format: Some("%m/%d/%Y".into()),
+                format: None,
                 strict: false,
                 exact: true,
-                cache: false,
+                cache: true,
             },
         ));
     }
@@ -221,7 +233,45 @@ pub fn df_format(df: LazyFrame) -> Result<DataFrame, Box<dyn Error>> {
     Ok(df)
 }
 
-pub fn get_csv(ticker: Ticker) -> Result<LazyFrame, Box<dyn Error>> {
+pub fn get_api(ticker: Ticker, last_day: Option<i32>) -> Result<LazyFrame, Box<dyn Error>> {
+    let url = match (ticker, last_day) {
+        (Ticker::ARKVC, Some(last_day)) => format!(
+            "https://api.nexveridian.com/arkvc_holdings?end={}",
+            NaiveDate::from_num_days_from_ce_opt(last_day).unwrap()
+        ),
+        (ticker, Some(last_day)) => format!(
+            "https://api.nexveridian.com/ark_holdings?ticker={}&end={}",
+            ticker,
+            NaiveDate::from_num_days_from_ce_opt(last_day).unwrap()
+        ),
+        (Ticker::ARKVC, None) => "https://api.nexveridian.com/arkvc_holdings".to_owned(),
+        (ticker, None) => {
+            format!("https://api.nexveridian.com/ark_holdings?ticker={}", ticker)
+        }
+    };
+    let response = Client::builder()
+        .user_agent("Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/58.0.3029.110 Safari/537.3")
+        .build()?.get(url).send()?;
+
+    if !response.status().is_success() {
+        return Err(format!(
+            "HTTP request failed with status code: {:?}",
+            response.status()
+        )
+        .into());
+    }
+    let data = response.text()?.into_bytes();
+
+    let json_string = String::from_utf8(data)?;
+    let json: Value = serde_json::from_str(&json_string)?;
+    let df = JsonReader::new(Cursor::new(json.to_string()))
+        .finish()?
+        .lazy();
+
+    Ok(df)
+}
+
+pub fn get_csv_ark(ticker: Ticker) -> Result<LazyFrame, Box<dyn Error>> {
     let url = match ticker {
         Ticker::ARKVC => "https://ark-ventures.com/wp-content/uploads/funds-etf-csv/ARK_VENTURE_FUND_HOLDINGS.csv".to_owned(),
         _ => format!("https://ark-funds.com/wp-content/uploads/funds-etf-csv/ARK_{}_ETF_{}_HOLDINGS.csv", ticker.value(), ticker),