This commit is contained in:
Elijah McMorris 2023-06-14 07:05:49 +00:00
parent 5b05079edb
commit 6e4c536f68
Signed by: NexVeridian
SSH key fingerprint: SHA256:bsA1SKZxuEcEVHAy3gY1HUeM5ykRJl0U0kQHQn0hMg8

View file

@ -21,7 +21,6 @@ pub enum Ticker {
ARKW, ARKW,
ARKX, ARKX,
} }
impl Ticker { impl Ticker {
pub fn value(&self) -> &str { pub fn value(&self) -> &str {
match *self { match *self {
@ -36,64 +35,93 @@ impl Ticker {
} }
} }
pub fn merge_csv_to_parquet(ticker: Ticker) -> Result<(), Box<dyn Error>> { pub enum DF {
let mut dfs = vec![]; LazyFrame(LazyFrame),
for x in glob(&format!("data/csv/{}/*", ticker))?.filter_map(Result::ok) { DataFrame(DataFrame),
dfs.push(LazyCsvReader::new(x).finish()?); }
impl From<LazyFrame> for DF {
fn from(lf: LazyFrame) -> Self {
DF::LazyFrame(lf)
}
}
impl From<DataFrame> for DF {
fn from(df: DataFrame) -> Self {
DF::DataFrame(df)
}
}
impl DF {
pub fn collect(self) -> Result<DataFrame, Box<dyn Error>> {
match self {
DF::LazyFrame(x) => Ok(x.collect()?),
DF::DataFrame(x) => Ok(x),
}
}
pub fn lazy(self) -> LazyFrame {
match self {
DF::LazyFrame(x) => x,
DF::DataFrame(x) => x.lazy(),
} }
let mut df = concat(dfs, false, true)?;
if read_parquet(ticker).is_ok() {
let df_old = read_parquet(ticker)?;
df = concat_df(vec![df_old, df])?;
write_parquet(ticker, df_sort(df.collect()?)?)?;
} else {
write_parquet(ticker, df_format(df)?)?;
} }
Ok(())
} }
pub enum Source { pub enum Source {
Read,
Ark, Ark,
ApiIncremental, ApiIncremental,
ApiFull, ApiFull,
} }
struct Ark {
pub fn update_parquet(ticker: Ticker, source: Source) -> Result<(), Box<dyn Error>> { df: DF,
let mut df = read_parquet(ticker)?; ticker: Ticker,
}
impl Ark {
pub fn new(source: Source, ticker: Ticker) -> Result<Self, Box<dyn Error>> {
let mut ark = Self {
df: Self::read_parquet(ticker)?.into(),
ticker,
};
let update = match source { let update = match source {
Source::Ark => get_csv_ark(ticker)?, Source::Read => None,
Source::Ark => Some(ark.get_csv_ark()?),
Source::ApiIncremental => { Source::ApiIncremental => {
let last_day = df let last_day = ark
.clone() .df
.collect()? .collect()?
.column("date") .column("date")
.unwrap() .unwrap()
.max() .max()
.and_then(NaiveDate::from_num_days_from_ce_opt); .and_then(NaiveDate::from_num_days_from_ce_opt);
get_api(ticker, last_day)? Some(ark.get_api(last_day)?)
} }
Source::ApiFull => get_api(ticker, None)?, Source::ApiFull => Some(ark.get_api(None)?),
}; };
df = concat_df(vec![df, update])?; if let Some(update) = update {
write_parquet(ticker, df_sort(df.collect()?)?)?; ark.df = Self::concat_df(vec![ark.df, update.into()])?.into();
Ok(()) }
Ok(ark)
} }
fn concat_df(mut dfs: Vec<LazyFrame>) -> Result<LazyFrame, Box<dyn Error>> { pub fn write_parquet(mut self) -> Result<Self, Box<dyn Error>> {
// with dedupe and format ParquetWriter::new(File::create(format!(
for x in &mut dfs { "data/parquet/{}.parquet",
*x = df_format(x.to_owned())?.lazy(); self.ticker
} ))?)
let mut df = concat(dfs, false, true)?; .finish(&mut self.df.collect()?)?;
df = df.unique_stable(None, UniqueKeepStrategy::First); Ok(self)
Ok(df)
} }
pub fn read_parquet(ticker: Ticker) -> Result<LazyFrame, Box<dyn Error>> { pub fn df_sort(&self) -> Result<&Self, Box<dyn Error>> {
let df = self
.df
.collect()?
.sort(["date", "weight"], vec![false, true])?;
self.df = df.into();
Ok(self)
}
fn read_parquet(ticker: Ticker) -> Result<LazyFrame, Box<dyn Error>> {
let df = LazyFrame::scan_parquet( let df = LazyFrame::scan_parquet(
format!("data/parquet/{}.parquet", ticker), format!("data/parquet/{}.parquet", ticker),
ScanArgsParquet::default(), ScanArgsParquet::default(),
@ -101,18 +129,17 @@ pub fn read_parquet(ticker: Ticker) -> Result<LazyFrame, Box<dyn Error>> {
Ok(df) Ok(df)
} }
pub fn write_parquet(ticker: Ticker, mut df: DataFrame) -> Result<(), Box<dyn Error>> { fn concat_df(mut dfs: Vec<DF>) -> Result<DF, Box<dyn Error>> {
ParquetWriter::new(File::create(format!("data/parquet/{}.parquet", ticker))?) // with dedupe and format
.finish(&mut df)?; // for x in &mut dfs {
Ok(()) // *x = Self::df_format(x.to_owned())?.lazy();
// }
let mut df = concat(dfs, false, true)?;
df = df.unique_stable(None, UniqueKeepStrategy::First);
Ok(df.into())
} }
pub fn df_sort(df: DataFrame) -> Result<DataFrame, Box<dyn Error>> { fn df_format(df: LazyFrame) -> Result<DataFrame, Box<dyn Error>> {
let df = df.sort(["date", "weight"], vec![false, true])?;
Ok(df)
}
pub fn df_format(df: LazyFrame) -> Result<DataFrame, Box<dyn Error>> {
let mut df = df.collect()?; let mut df = df.collect()?;
if df.get_column_names().contains(&"market_value_($)") { if df.get_column_names().contains(&"market_value_($)") {
@ -233,39 +260,66 @@ pub fn df_format(df: LazyFrame) -> Result<DataFrame, Box<dyn Error>> {
"share_price", "share_price",
"weight", "weight",
])?; ])?;
} else { } else if !df
.get_column_names()
.eq(&["date", "ticker", "cusip", "company", "weight"])
{
df = df.select(["date", "ticker", "cusip", "company", "weight"])?; df = df.select(["date", "ticker", "cusip", "company", "weight"])?;
} }
Ok(df) Ok(df)
} }
pub fn get_api(ticker: Ticker, last_day: Option<NaiveDate>) -> Result<LazyFrame, Box<dyn Error>> { pub fn get_api(self, last_day: Option<NaiveDate>) -> Result<LazyFrame, Box<dyn Error>> {
let url = match (ticker, last_day) { let tic = self.ticker;
(Ticker::ARKVC, Some(last_day)) => format!( let url = match (tic, last_day) {
(self::Ticker::ARKVC, Some(last_day)) => format!(
"https://api.nexveridian.com/arkvc_holdings?end={}", "https://api.nexveridian.com/arkvc_holdings?end={}",
last_day last_day
), ),
(ticker, Some(last_day)) => format!( (tic, Some(last_day)) => format!(
"https://api.nexveridian.com/ark_holdings?ticker={}&end={}", "https://api.nexveridian.com/ark_holdings?ticker={}&end={}",
ticker, last_day tic.value(),
last_day
), ),
(Ticker::ARKVC, None) => "https://api.nexveridian.com/arkvc_holdings".to_owned(), (self::Ticker::ARKVC, None) => "https://api.nexveridian.com/arkvc_holdings".to_owned(),
(ticker, None) => { (tic, None) => {
format!("https://api.nexveridian.com/ark_holdings?ticker={}", ticker) format!(
"https://api.nexveridian.com/ark_holdings?ticker={}",
tic.value()
)
} }
}; };
Reader::Json.get_data_url(url) Reader::Json.get_data_url(url)
} }
pub fn get_csv_ark(ticker: Ticker) -> Result<LazyFrame, Box<dyn Error>> { pub fn get_csv_ark(self) -> Result<LazyFrame, Box<dyn Error>> {
let url = match ticker { let url = match self.ticker {
Ticker::ARKVC => "https://ark-ventures.com/wp-content/uploads/funds-etf-csv/ARK_VENTURE_FUND_HOLDINGS.csv".to_owned(), self::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), _ => format!("https://ark-funds.com/wp-content/uploads/funds-etf-csv/ARK_{}_ETF_{}_HOLDINGS.csv", self.ticker.value(), self.ticker),
}; };
Reader::Csv.get_data_url(url) Reader::Csv.get_data_url(url)
} }
pub fn merge_old_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 Self::read_parquet(ticker).is_ok() {
let df_old = Self::read_parquet(ticker)?;
df = Self::concat_df(vec![df_old, df])?;
write_parquet(ticker, df_sort(df.collect()?)?)?;
} else {
write_parquet(ticker, df_format(df)?)?;
}
Ok(())
}
}
pub enum Reader { pub enum Reader {
Csv, Csv,
Json, Json,