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Elijah McMorris 2023-04-03 15:24:38 -07:00
commit 7e12fc1e65
Signed by: NexVeridian
SSH key fingerprint: SHA256:bsA1SKZxuEcEVHAy3gY1HUeM5ykRJl0U0kQHQn0hMg8
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.devcontainer/Dockerfile Normal file
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FROM mcr.microsoft.com/devcontainers/rust:bullseye
RUN rustup target add x86_64-unknown-linux-musl && \
apt-get update && \
apt install -y build-essential xz-utils musl-tools musl-dev gcc-multilib && \
rustup update
RUN LAZYGIT_VERSION=$(curl -s "https://api.github.com/repos/jesseduffield/lazygit/releases/latest" | grep -Po '"tag_name": "v\K[0-9.]+') && \
curl -Lo lazygit.tar.gz "https://github.com/jesseduffield/lazygit/releases/latest/download/lazygit_${LAZYGIT_VERSION}_Linux_x86_64.tar.gz" && \
sudo tar xf lazygit.tar.gz -C /usr/local/bin lazygit && \
rm -rf lazygit.tar.gz
RUN BTOP_VERSION=$(curl -s "https://api.github.com/repos/aristocratos/btop/releases/latest" | grep -Po '"tag_name": "v\K[0-9.]+') && \
wget "https://github.com/aristocratos/btop/releases/download/v${BTOP_VERSION}/btop-x86_64-linux-musl.tbz" && \
sudo tar -xvf btop-x86_64-linux-musl.tbz && \
cd btop && ./install.sh && cd .. && \
rm -rf btop-x86_64-linux-musl.tbz btop

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// For format details, see https://aka.ms/devcontainer.json. For config options, see the
// README at: https://github.com/devcontainers/templates/tree/main/src/rust
// https://containers.dev/implementors/json_reference/#variables-in-devcontainerjson
{
"name": "Rust",
// Or use a Dockerfile or Docker Compose file. More info: https://containers.dev/guide/dockerfile
// "image": "mcr.microsoft.com/devcontainers/rust:0-1-bullseye",
"build": {
// Path is relataive to the devcontainer.json file.
"dockerfile": "Dockerfile"
},
// https://github.com/microsoft/vscode-remote-release/issues/2485#issuecomment-1156342780
"runArgs": [
"--name",
"devcontainer-${containerWorkspaceFolderBasename}"
],
"initializeCommand": "docker rm -f devcontainer-${containerWorkspaceFolderBasename} || true",
// Use 'mounts' to make the cargo cache persistent in a Docker Volume.
"mounts": [
{
// "source": "devcontainer-cargo-cache-${devcontainerId}",
"source": "devcontainer-cargo-cache-${containerWorkspaceFolderBasename}",
"target": "/usr/local/cargo",
"type": "volume"
}
],
// Features to add to the dev container. More info: https://containers.dev/features.
"features": {
"ghcr.io/devcontainers/features/git:1": {}
// "ghcr.io/devcontainers/features/nix:1": {
// "packages": [
// "btop"
// // "lazygit"
// ]
// }
},
// Use 'forwardPorts' to make a list of ports inside the container available locally.
// "forwardPorts": [],
// Use 'postCreateCommand' to run commands after the container is created.
// "postCreateCommand": {
// },
"postAttachCommand": {
"AddGitSafeDir": "git config --global --add safe.directory /workspaces/${containerWorkspaceFolderBasename}",
"clippy": "cargo clippy"
},
// Configure tool-specific properties.
// "customizations": {},
// Uncomment to connect as root instead. More info: https://aka.ms/dev-containers-non-root.
"remoteUser": "root",
"customizations": {
"vscode": {
"extensions": [
"vadimcn.vscode-lldb",
"serayuzgur.crates",
"bungcip.better-toml",
"rust-lang.rust-analyzer",
"mutantdino.resourcemonitor",
"christian-kohler.path-intellisense",
"Swellaby.vscode-rust-test-adapter",
"Gruntfuggly.todo-tree",
"ms-azuretools.vscode-docker",
"redhat.vscode-yaml",
"tomoki1207.pdf",
"GitHub.copilot"
]
}
}
}

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/target
Cargo.lock

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.gitignore vendored Normal file
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# Byte-compiled / optimized / DLL files
__pycache__/
*.py[cod]
*$py.class
# C extensions
*.so
# Distribution / packaging
.Python
build/
develop-eggs/
dist/
downloads/
eggs/
.eggs/
lib/
lib64/
parts/
sdist/
var/
wheels/
*.egg-info/
.installed.cfg
*.egg
MANIFEST
.vscode
# PyInstaller
# Usually these files are written by a python script from a template
# before PyInstaller builds the exe, so as to inject date/other infos into it.
*.manifest
*.spec
# Installer logs
pip-log.txt
pip-delete-this-directory.txt
# Unit test / coverage reports
htmlcov/
.tox/
.coverage
.coverage.*
.cache
nosetests.xml
coverage.xml
*.cover
.hypothesis/
.pytest_cache/
# Translations
*.mo
*.pot
# Django stuff:
*.log
local_settings.py
db.sqlite3
# Flask stuff:
instance/
.webassets-cache
# Scrapy stuff:
.scrapy
# Sphinx documentation
docs/_build/
# PyBuilder
target/
# Jupyter Notebook
.ipynb_checkpoints
# pyenv
.python-version
# celery beat schedule file
celerybeat-schedule
# SageMath parsed files
*.sage.py
# Environments
.env
.venv
env/
venv/
ENV/
env.bak/
venv.bak/
# Spyder project settings
.spyderproject
.spyproject
# Rope project settings
.ropeproject
# mkdocs documentation
/site
# mypy
.mypy_cache/
/target
Cargo.lock
data/csv/*
data/parquet/*

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Cargo.toml Normal file
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[package]
name = "ark-invest-api-rust-data"
version = "0.1.0"
edition = "2021"
[dependencies]
polars = { version = "0.28", features = [
"lazy",
"strings",
"parquet",
"round_series",
] }
reqwest = { version = "0.11", features = ["blocking"] }
glob = { version = "0.3" }
clokwerk = "0.4.0"
strum_macros = "0.24"
strum = "0.24"
tokio = { version = "1.26", features = ["full"] }
openssl = { version = "0.10", features = ["vendored"] }

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Dockerfile Normal file
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FROM rust:latest AS builder
RUN rustup target add x86_64-unknown-linux-musl && apt update && apt install -y musl-tools musl-dev
WORKDIR /ark-invest-api-rust-data
COPY . .
RUN --mount=type=cache,target=/usr/local/cargo,from=rust,source=/usr/local/cargo \
--mount=type=cache,target=./target \
cargo build --target x86_64-unknown-linux-musl --release && \
cp ./target/x86_64-unknown-linux-musl/release/ark-invest-api-rust-data .
FROM alpine:latest
WORKDIR /ark-invest-api-rust-data
COPY --from=builder ark-invest-api-rust-data/ark-invest-api-rust-data .
ENV PORT=3000
EXPOSE 3000
CMD ["./ark-invest-api-rust-data"]

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Copyright 2023, Elijah McMorris ( NexVeridian )
Apache License
Version 2.0, January 2004
http://www.apache.org/licenses/
TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
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Copyright 2023, Elijah McMorris ( NexVeridian )
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
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Fetches and caches data from csv download and saves the data in parquet format

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version: "3"
services:
ark-invest-api-rust-data:
# image: ghcr.io/NexVeridian/ark-invest-api-rust-data:latest
image: ark-invest-api-rust-data
build:
context: .
args:
DOCKER_BUILDKIT: 1
container_name: ark-invest-api-rust-data
restart: unless-stopped
volumes:
- ./data:/ark-invest-api-rust-data/data
volumes:
data:
Data:

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use clokwerk::Interval::*;
use clokwerk::{AsyncScheduler, Job, TimeUnits};
use polars::prelude::LazyFrame;
use polars::prelude::*;
use std::error::Error;
use std::result::Result;
use std::time::Duration;
use strum::IntoEnumIterator;
mod util;
use util::*;
#[tokio::main]
async fn main() {
let mut scheduler = AsyncScheduler::new();
scheduler.every(1.day()).at("11:30 pm").run(|| async {
for x in Ticker::iter() {
let plan = || -> Result<(), Box<dyn Error>> {
let df = LazyFrame::scan_parquet(
format!("data/old/{}/part.0.parquet", x),
ScanArgsParquet::default(),
)?;
let df = df_format(x, df)?;
write_parquet(x, df)?;
Ok(())
};
if let Ok(_) = plan() {}
}
});
let dfn = read_parquet(Ticker::ARKF).unwrap().collect().unwrap();
println!("{:#?}", dfn);
loop {
scheduler.run_pending().await;
// tokio::time::sleep(Duration::from_millis(10)).await;
tokio::time::sleep(Duration::from_secs(1)).await;
}
}

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use glob::glob;
use polars::datatypes::DataType;
use polars::lazy::dsl::StrpTimeOptions;
use polars::prelude::*;
use polars::prelude::{DataFrame, UniqueKeepStrategy};
use reqwest::blocking::Client;
use std::error::Error;
use std::fs::File;
use std::io::Cursor;
use std::result::Result;
use strum_macros::EnumIter;
#[derive(strum_macros::Display, EnumIter, Clone, Copy)]
pub enum Ticker {
ARKVC,
ARKF,
ARKG,
ARKK,
ARKQ,
ARKW,
ARKX,
}
impl Ticker {
pub fn value(&self) -> &str {
match *self {
Ticker::ARKVC => "ARKVC",
Ticker::ARKF => "FINTECH_INNOVATION",
Ticker::ARKG => "GENOMIC_REVOLUTION",
Ticker::ARKK => "INNOVATION",
Ticker::ARKQ => "AUTONOMOUS_TECH._&_ROBOTICS",
Ticker::ARKW => "NEXT_GENERATION_INTERNET",
Ticker::ARKX => "SPACE_EXPLORATION_&_INNOVATION",
}
}
}
pub fn merge_csv_to_parquet(folder: Ticker) -> Result<(), Box<dyn Error>> {
let mut dfs = vec![];
for x in glob(&format!("data/csv/{}/*", folder.to_string()))?.filter_map(Result::ok) {
dfs.push(LazyCsvReader::new(x).finish()?);
}
let df = concat(dfs, false, true)?;
write_parquet(folder, df_format(folder, df)?)?;
Ok(())
}
pub fn update_parquet(ticker: Ticker) -> Result<(), Box<dyn Error>> {
let update = get_csv(ticker)?;
let mut df = read_parquet(ticker)?;
df = concat(vec![df, update], false, true)?.unique_stable(None, UniqueKeepStrategy::First);
write_parquet(ticker, df.collect()?)?;
Ok(())
}
pub fn read_parquet(ticker: Ticker) -> Result<LazyFrame, Box<dyn Error>> {
let df = LazyFrame::scan_parquet(
format!("data/parquet/{}.parquet", ticker.to_string()),
ScanArgsParquet::default(),
)?;
Ok(df)
}
pub fn write_parquet(ticker: Ticker, mut df: DataFrame) -> Result<(), Box<dyn Error>> {
ParquetWriter::new(File::create(format!(
"data/parquet/{}.parquet",
ticker.to_string()
))?)
.finish(&mut df)?;
Ok(())
}
pub fn df_format(folder: Ticker, mut dfl: LazyFrame) -> Result<DataFrame, Box<dyn Error>> {
match folder {
Ticker::ARKVC => {
dfl = dfl.rename(vec!["CUSIP", "weight (%)"], vec!["cusip", "weight"]);
let df = dfl
.with_columns(vec![
col("date").str().strptime(StrpTimeOptions {
date_dtype: DataType::Date,
fmt: Some("%m/%d/%Y".into()),
strict: false,
exact: true,
cache: false,
tz_aware: false,
utc: false,
}),
col("weight")
.str()
.extract(r"[0-9]*\.[0-9]+", 0)
.cast(DataType::Float64),
])
.filter(col("date").is_not_null())
.collect()?;
Ok(df)
}
_ => {
let mut df = dfl.collect()?;
if let Ok(_) = df.rename("market_value_($)", "market_value") {}
if let Ok(_) = df.rename("weight_(%)", "weight") {}
if let Ok(x) = df
.clone()
.lazy()
.with_column(col("date").cast(DataType::Date))
.filter(col("date").is_not_null())
.collect()
{
df = x
} else if let Ok(x) = df
.clone()
.lazy()
.filter(col("date").is_not_null())
.collect()
{
df = x
}
Ok(df)
}
}
}
pub fn get_csv(ticker: Ticker) -> Result<LazyFrame, Box<dyn Error>> {
let data: Vec<u8>;
let request;
match ticker {
Ticker::ARKVC => {
request = Client::new()
.get("https://ark-ventures.com/wp-content/uploads/funds-etf-csv/ARK_VENTURE_FUND_HOLDINGS.csv")
}
_ => {
request = Client::new().get(format!(
"https://ark-funds.com/wp-content/uploads/funds-etf-csv/ARK_{}_ETF_{}_HOLDINGS.csv",
ticker.value(),
ticker.to_string()
))
}
}
data = request.send()?.text()?.bytes().collect();
let df = CsvReader::new(Cursor::new(data))
.has_header(true)
.finish()?
.lazy();
Ok(df)
}