mirror of
https://github.com/NexVeridian/ark-invest-api-rust-data.git
synced 2025-09-02 01:49:12 +00:00
0.3.5
This commit is contained in:
parent
6e4c536f68
commit
712ba4058a
1 changed files with 59 additions and 31 deletions
90
src/util.rs
90
src/util.rs
|
@ -63,6 +63,18 @@ impl DF {
|
|||
}
|
||||
}
|
||||
}
|
||||
trait DFS {
|
||||
fn lazy(self) -> Vec<LazyFrame>;
|
||||
fn collect(self) -> Vec<DataFrame>;
|
||||
}
|
||||
impl DFS for Vec<DF> {
|
||||
fn lazy(self) -> Vec<LazyFrame> {
|
||||
self.into_iter().map(|df| df.lazy()).collect()
|
||||
}
|
||||
fn collect(self) -> Vec<DataFrame> {
|
||||
self.into_iter().map(|df| df.collect().unwrap()).collect()
|
||||
}
|
||||
}
|
||||
|
||||
pub enum Source {
|
||||
Read,
|
||||
|
@ -77,7 +89,7 @@ struct Ark {
|
|||
impl Ark {
|
||||
pub fn new(source: Source, ticker: Ticker) -> Result<Self, Box<dyn Error>> {
|
||||
let mut ark = Self {
|
||||
df: Self::read_parquet(ticker)?.into(),
|
||||
df: Self::read_parquet(ticker)?,
|
||||
ticker,
|
||||
};
|
||||
|
||||
|
@ -98,12 +110,18 @@ impl Ark {
|
|||
};
|
||||
|
||||
if let Some(update) = update {
|
||||
ark.df = Self::concat_df(vec![ark.df, update.into()])?.into();
|
||||
ark.df = Self::concat_df(vec![
|
||||
Self::df_format(ark.df)?,
|
||||
Self::df_format(update.into())?,
|
||||
])?
|
||||
.into();
|
||||
}
|
||||
Ok(ark)
|
||||
}
|
||||
|
||||
pub fn write_parquet(mut self) -> Result<Self, Box<dyn Error>> {
|
||||
pub fn write_parquet(&self) -> Result<&Self, Box<dyn Error>> {
|
||||
// with format
|
||||
self = self.format()?;
|
||||
ParquetWriter::new(File::create(format!(
|
||||
"data/parquet/{}.parquet",
|
||||
self.ticker
|
||||
|
@ -112,34 +130,44 @@ impl Ark {
|
|||
Ok(self)
|
||||
}
|
||||
|
||||
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();
|
||||
fn sort(&self) -> Result<&Self, Box<dyn Error>> {
|
||||
self.df = Self::df_sort(self.df)?;
|
||||
Ok(self)
|
||||
}
|
||||
|
||||
fn read_parquet(ticker: Ticker) -> Result<LazyFrame, Box<dyn Error>> {
|
||||
fn df_sort(df: DF) -> Result<DF, Box<dyn Error>> {
|
||||
let df = df.collect()?.sort(["date", "weight"], vec![false, true])?;
|
||||
Ok(df.into())
|
||||
}
|
||||
|
||||
fn read_parquet(ticker: Ticker) -> Result<DF, Box<dyn Error>> {
|
||||
let df = LazyFrame::scan_parquet(
|
||||
format!("data/parquet/{}.parquet", ticker),
|
||||
ScanArgsParquet::default(),
|
||||
)?;
|
||||
Ok(df)
|
||||
}
|
||||
|
||||
fn concat_df(mut dfs: Vec<DF>) -> Result<DF, Box<dyn Error>> {
|
||||
// with dedupe and format
|
||||
// for x in &mut dfs {
|
||||
// *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())
|
||||
}
|
||||
|
||||
fn df_format(df: LazyFrame) -> Result<DataFrame, Box<dyn Error>> {
|
||||
fn concat_df(mut dfs: Vec<DF>) -> Result<DF, Box<dyn Error>> {
|
||||
// with dedupe
|
||||
let mut df = concat(dfs.lazy(), false, true)?;
|
||||
Ok(Self::dedupe(df.into())?)
|
||||
}
|
||||
|
||||
pub fn dedupe(mut df: DF) -> Result<DF, Box<dyn Error>> {
|
||||
df = df
|
||||
.lazy()
|
||||
.unique_stable(None, UniqueKeepStrategy::First)
|
||||
.into();
|
||||
Ok(df)
|
||||
}
|
||||
|
||||
pub fn format(&self) -> Result<&Self, Box<dyn Error>> {
|
||||
self.df = Self::df_format(self.df)?.into();
|
||||
Ok(self)
|
||||
}
|
||||
|
||||
fn df_format(df: DF) -> Result<DF, Box<dyn Error>> {
|
||||
let mut df = df.collect()?;
|
||||
|
||||
if df.get_column_names().contains(&"market_value_($)") {
|
||||
|
@ -267,11 +295,11 @@ impl Ark {
|
|||
df = df.select(["date", "ticker", "cusip", "company", "weight"])?;
|
||||
}
|
||||
|
||||
Ok(df)
|
||||
Ok(df.into())
|
||||
}
|
||||
|
||||
pub fn get_api(self, last_day: Option<NaiveDate>) -> Result<LazyFrame, Box<dyn Error>> {
|
||||
let tic = self.ticker;
|
||||
let tic: Ticker = self.ticker;
|
||||
let url = match (tic, last_day) {
|
||||
(self::Ticker::ARKVC, Some(last_day)) => format!(
|
||||
"https://api.nexveridian.com/arkvc_holdings?end={}",
|
||||
|
@ -301,22 +329,22 @@ impl Ark {
|
|||
Reader::Csv.get_data_url(url)
|
||||
}
|
||||
|
||||
pub fn merge_old_csv_to_parquet(ticker: Ticker) -> Result<(), Box<dyn Error>> {
|
||||
pub fn merge_old_csv_to_parquet(ticker: Ticker) -> Result<&'static Self, 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)?;
|
||||
let mut df = concat(dfs, false, true)?.into();
|
||||
|
||||
if Self::read_parquet(ticker).is_ok() {
|
||||
let ark = 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()?)?)?;
|
||||
df = Self::concat_df(vec![Self::df_format(df_old)?, Self::df_format(df)?])?;
|
||||
Self { df, ticker }.sort()?.write_parquet()?
|
||||
} else {
|
||||
write_parquet(ticker, df_format(df)?)?;
|
||||
}
|
||||
Self { df, ticker }.sort()?.write_parquet()?
|
||||
};
|
||||
|
||||
Ok(())
|
||||
Ok(ark)
|
||||
}
|
||||
}
|
||||
|
||||
|
|
Loading…
Add table
Add a link
Reference in a new issue