mirror of
https://github.com/NexVeridian/ark-invest-api-rust-data.git
synced 2025-09-02 01:49:12 +00:00
refactor: move format and data reader
This commit is contained in:
parent
817f3c9baf
commit
b344b9ac24
SSH key fingerprint:
SHA256:bsA1SKZxuEcEVHAy3gY1HUeM5ykRJl0U0kQHQn0hMg8
4 changed files with 199 additions and 188 deletions
195
src/util.rs
195
src/util.rs
|
|
@ -1,19 +1,19 @@
|
|||
use anyhow::{anyhow, Error, Result};
|
||||
use chrono::{Duration, NaiveDate};
|
||||
use data_reader::Reader;
|
||||
use df::{DF, DFS};
|
||||
use glob::glob;
|
||||
use polars::datatypes::DataType;
|
||||
use polars::lazy::dsl::StrptimeOptions;
|
||||
use polars::prelude::*;
|
||||
use reqwest::blocking::Client;
|
||||
use serde_json::Value;
|
||||
use std::fs::{create_dir_all, File};
|
||||
use std::io::Cursor;
|
||||
use std::path::Path;
|
||||
use strum_macros::EnumString;
|
||||
|
||||
use ticker::{DataSource, Ticker};
|
||||
pub mod data_reader;
|
||||
pub mod df;
|
||||
mod df_format;
|
||||
pub mod ticker;
|
||||
|
||||
#[derive(Debug, Default, EnumString, Clone, Copy, PartialEq)]
|
||||
|
|
@ -154,154 +154,13 @@ impl Ark {
|
|||
Ok(self)
|
||||
}
|
||||
|
||||
fn df_format_21shares(df: DF) -> Result<DF, Error> {
|
||||
let mut df = df.collect()?;
|
||||
|
||||
if df.get_column_names().contains(&"Weightings") {
|
||||
df = df
|
||||
.lazy()
|
||||
.rename(
|
||||
vec![
|
||||
"Date",
|
||||
"StockTicker",
|
||||
"CUSIP",
|
||||
"SecurityName",
|
||||
"Shares",
|
||||
"Price",
|
||||
"MarketValue",
|
||||
"Weightings",
|
||||
],
|
||||
vec![
|
||||
"date",
|
||||
"ticker",
|
||||
"cusip",
|
||||
"company",
|
||||
"shares",
|
||||
"share_price",
|
||||
"market_value",
|
||||
"weight",
|
||||
],
|
||||
)
|
||||
.collect()?;
|
||||
|
||||
_ = df.drop_in_place("Account");
|
||||
_ = df.drop_in_place("NetAssets");
|
||||
_ = df.drop_in_place("SharesOutstanding");
|
||||
_ = df.drop_in_place("CreationUnits");
|
||||
_ = df.drop_in_place("MoneyMarketFlag");
|
||||
}
|
||||
|
||||
Ok(df.into())
|
||||
}
|
||||
|
||||
fn df_format_arkvx(df: DF) -> Result<DF, Error> {
|
||||
let mut df = df.collect()?;
|
||||
|
||||
if df.get_column_names().contains(&"CUSIP") {
|
||||
df = df
|
||||
.lazy()
|
||||
.rename(vec!["CUSIP", "weight (%)"], vec!["cusip", "weight"])
|
||||
.collect()?;
|
||||
}
|
||||
if df.get_column_names().contains(&"weight (%)") {
|
||||
df = df
|
||||
.lazy()
|
||||
.rename(vec!["weight (%)"], vec!["weight"])
|
||||
.collect()?;
|
||||
}
|
||||
|
||||
if !df.get_column_names().contains(&"market_value") {
|
||||
df = df
|
||||
.lazy()
|
||||
.with_columns([
|
||||
Series::new("market_value", [None::<i64>]).lit(),
|
||||
Series::new("shares", [None::<i64>]).lit(),
|
||||
Series::new("share_price", [None::<f64>]).lit(),
|
||||
])
|
||||
.collect()?;
|
||||
}
|
||||
|
||||
Ok(df.into())
|
||||
}
|
||||
|
||||
fn df_format_europe(df: DF) -> Result<DF, Error> {
|
||||
let mut df = df.collect()?;
|
||||
|
||||
if df.get_column_names().contains(&"Currency") {
|
||||
_ = df.drop_in_place("Currency");
|
||||
|
||||
df = df
|
||||
.lazy()
|
||||
.rename(
|
||||
vec!["name", "ISIN", "Weight"],
|
||||
vec!["company", "cusip", "weight"],
|
||||
)
|
||||
.with_columns([
|
||||
Series::new("date", [chrono::Local::now().date_naive()]).lit(),
|
||||
Series::new("ticker", [None::<String>]).lit(),
|
||||
Series::new("market_value", [None::<i64>]).lit(),
|
||||
Series::new("shares", [None::<i64>]).lit(),
|
||||
Series::new("share_price", [None::<f64>]).lit(),
|
||||
])
|
||||
.collect()?;
|
||||
}
|
||||
|
||||
Ok(df.into())
|
||||
}
|
||||
|
||||
fn df_format_europe_arkfundsio(df: DF) -> Result<DF, Error> {
|
||||
let mut df = df.collect()?;
|
||||
|
||||
if df
|
||||
.get_column_names()
|
||||
.eq(&["company", "cusip", "date", "fund", "weight", "weight_rank"])
|
||||
{
|
||||
_ = df.drop_in_place("fund");
|
||||
_ = df.drop_in_place("weight_rank");
|
||||
|
||||
df = df
|
||||
.lazy()
|
||||
.with_columns([
|
||||
Series::new("ticker", [None::<String>]).lit(),
|
||||
Series::new("market_value", [None::<i64>]).lit(),
|
||||
Series::new("shares", [None::<i64>]).lit(),
|
||||
Series::new("share_price", [None::<f64>]).lit(),
|
||||
])
|
||||
.collect()?;
|
||||
}
|
||||
Ok(df.into())
|
||||
}
|
||||
|
||||
fn df_format_europe_csv(df: DF) -> Result<DF, Error> {
|
||||
let mut df = df.collect()?;
|
||||
|
||||
if df.get_column_names().contains(&"_duplicated_0") {
|
||||
df = df.slice(2, df.height());
|
||||
|
||||
df = df
|
||||
.clone()
|
||||
.lazy()
|
||||
.rename(df.get_column_names(), ["company", "cusip", "weight"])
|
||||
.with_columns([
|
||||
Series::new("date", [chrono::Local::now().date_naive()]).lit(),
|
||||
Series::new("ticker", [None::<String>]).lit(),
|
||||
Series::new("market_value", [None::<i64>]).lit(),
|
||||
Series::new("shares", [None::<i64>]).lit(),
|
||||
Series::new("share_price", [None::<f64>]).lit(),
|
||||
])
|
||||
.collect()?;
|
||||
}
|
||||
|
||||
Ok(df.into())
|
||||
}
|
||||
|
||||
pub fn df_format(df: DF) -> Result<DF, Error> {
|
||||
let mut df = df.collect()?;
|
||||
df = Self::df_format_europe_csv(df.into())?.collect()?;
|
||||
df = Self::df_format_europe_arkfundsio(df.into())?.collect()?;
|
||||
df = Self::df_format_21shares(df.into())?.collect()?;
|
||||
df = Self::df_format_arkvx(df.into())?.collect()?;
|
||||
df = Self::df_format_europe(df.into())?.collect()?;
|
||||
df = df_format::df_format_europe_csv(df.into())?.collect()?;
|
||||
df = df_format::df_format_europe_arkfundsio(df.into())?.collect()?;
|
||||
df = df_format::df_format_21shares(df.into())?.collect()?;
|
||||
df = df_format::df_format_arkvx(df.into())?.collect()?;
|
||||
df = df_format::df_format_europe(df.into())?.collect()?;
|
||||
|
||||
if df.get_column_names().contains(&"market_value_($)") {
|
||||
df = df
|
||||
|
|
@ -706,44 +565,6 @@ impl Ark {
|
|||
}
|
||||
}
|
||||
|
||||
#[derive(Debug, Clone, Copy, PartialEq)]
|
||||
pub enum Reader {
|
||||
Csv,
|
||||
Json,
|
||||
}
|
||||
|
||||
impl Reader {
|
||||
pub fn get_data_url(&self, url: String) -> Result<DataFrame, Error> {
|
||||
let response = Client::builder()
|
||||
.user_agent("Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/119.0.0.0 Safari/537.36")
|
||||
.gzip(true)
|
||||
.build()?
|
||||
.get(url)
|
||||
.send()?;
|
||||
|
||||
if !response.status().is_success() {
|
||||
return Err(anyhow!(
|
||||
"HTTP request failed with status code: {:?}",
|
||||
response.status()
|
||||
));
|
||||
}
|
||||
|
||||
let data = response.text()?.into_bytes();
|
||||
|
||||
let df = match self {
|
||||
Self::Csv => CsvReader::new(Cursor::new(data))
|
||||
.has_header(true)
|
||||
.finish()?,
|
||||
Self::Json => {
|
||||
let json_string = String::from_utf8(data)?;
|
||||
let json: Value = serde_json::from_str(&json_string)?;
|
||||
JsonReader::new(Cursor::new(json.to_string())).finish()?
|
||||
}
|
||||
};
|
||||
Ok(df)
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
|
|
|
|||
45
src/util/data_reader.rs
Normal file
45
src/util/data_reader.rs
Normal file
|
|
@ -0,0 +1,45 @@
|
|||
use anyhow::{anyhow, Error};
|
||||
use polars::frame::DataFrame;
|
||||
use polars::io::SerReader;
|
||||
use polars::prelude::{CsvReader, JsonReader};
|
||||
use reqwest::blocking::Client;
|
||||
use serde_json::Value;
|
||||
use std::io::Cursor;
|
||||
|
||||
#[derive(Debug, Clone, Copy, PartialEq)]
|
||||
pub enum Reader {
|
||||
Csv,
|
||||
Json,
|
||||
}
|
||||
|
||||
impl Reader {
|
||||
pub fn get_data_url(&self, url: String) -> anyhow::Result<DataFrame, Error> {
|
||||
let response = Client::builder()
|
||||
.user_agent("Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/119.0.0.0 Safari/537.36")
|
||||
.gzip(true)
|
||||
.build()?
|
||||
.get(url)
|
||||
.send()?;
|
||||
|
||||
if !response.status().is_success() {
|
||||
return Err(anyhow!(
|
||||
"HTTP request failed with status code: {:?}",
|
||||
response.status()
|
||||
));
|
||||
}
|
||||
|
||||
let data = response.text()?.into_bytes();
|
||||
|
||||
let df = match self {
|
||||
Self::Csv => CsvReader::new(Cursor::new(data))
|
||||
.has_header(true)
|
||||
.finish()?,
|
||||
Self::Json => {
|
||||
let json_string = String::from_utf8(data)?;
|
||||
let json: Value = serde_json::from_str(&json_string)?;
|
||||
JsonReader::new(Cursor::new(json.to_string())).finish()?
|
||||
}
|
||||
};
|
||||
Ok(df)
|
||||
}
|
||||
}
|
||||
|
|
@ -35,7 +35,7 @@ impl DF {
|
|||
}
|
||||
}
|
||||
|
||||
#[allow(clippy::upper_case_acronyms)]
|
||||
#[allow(clippy::upper_case_acronyms, dead_code)]
|
||||
pub trait DFS {
|
||||
fn lazy(self) -> Vec<LazyFrame>;
|
||||
fn collect(self) -> Vec<DataFrame>;
|
||||
|
|
|
|||
145
src/util/df_format.rs
Normal file
145
src/util/df_format.rs
Normal file
|
|
@ -0,0 +1,145 @@
|
|||
use anyhow::{Error, Result};
|
||||
use polars::prelude::*;
|
||||
|
||||
use crate::util::df::DF;
|
||||
|
||||
pub fn df_format_21shares(df: DF) -> Result<DF, Error> {
|
||||
let mut df = df.collect()?;
|
||||
|
||||
if df.get_column_names().contains(&"Weightings") {
|
||||
df = df
|
||||
.lazy()
|
||||
.rename(
|
||||
vec![
|
||||
"Date",
|
||||
"StockTicker",
|
||||
"CUSIP",
|
||||
"SecurityName",
|
||||
"Shares",
|
||||
"Price",
|
||||
"MarketValue",
|
||||
"Weightings",
|
||||
],
|
||||
vec![
|
||||
"date",
|
||||
"ticker",
|
||||
"cusip",
|
||||
"company",
|
||||
"shares",
|
||||
"share_price",
|
||||
"market_value",
|
||||
"weight",
|
||||
],
|
||||
)
|
||||
.collect()?;
|
||||
|
||||
_ = df.drop_in_place("Account");
|
||||
_ = df.drop_in_place("NetAssets");
|
||||
_ = df.drop_in_place("SharesOutstanding");
|
||||
_ = df.drop_in_place("CreationUnits");
|
||||
_ = df.drop_in_place("MoneyMarketFlag");
|
||||
}
|
||||
|
||||
Ok(df.into())
|
||||
}
|
||||
|
||||
pub fn df_format_arkvx(df: DF) -> Result<DF, Error> {
|
||||
let mut df = df.collect()?;
|
||||
|
||||
if df.get_column_names().contains(&"CUSIP") {
|
||||
df = df
|
||||
.lazy()
|
||||
.rename(vec!["CUSIP", "weight (%)"], vec!["cusip", "weight"])
|
||||
.collect()?;
|
||||
}
|
||||
if df.get_column_names().contains(&"weight (%)") {
|
||||
df = df
|
||||
.lazy()
|
||||
.rename(vec!["weight (%)"], vec!["weight"])
|
||||
.collect()?;
|
||||
}
|
||||
|
||||
if !df.get_column_names().contains(&"market_value") {
|
||||
df = df
|
||||
.lazy()
|
||||
.with_columns([
|
||||
Series::new("market_value", [None::<i64>]).lit(),
|
||||
Series::new("shares", [None::<i64>]).lit(),
|
||||
Series::new("share_price", [None::<f64>]).lit(),
|
||||
])
|
||||
.collect()?;
|
||||
}
|
||||
|
||||
Ok(df.into())
|
||||
}
|
||||
|
||||
pub fn df_format_europe(df: DF) -> Result<DF, Error> {
|
||||
let mut df = df.collect()?;
|
||||
|
||||
if df.get_column_names().contains(&"Currency") {
|
||||
_ = df.drop_in_place("Currency");
|
||||
|
||||
df = df
|
||||
.lazy()
|
||||
.rename(
|
||||
vec!["name", "ISIN", "Weight"],
|
||||
vec!["company", "cusip", "weight"],
|
||||
)
|
||||
.with_columns([
|
||||
Series::new("date", [chrono::Local::now().date_naive()]).lit(),
|
||||
Series::new("ticker", [None::<String>]).lit(),
|
||||
Series::new("market_value", [None::<i64>]).lit(),
|
||||
Series::new("shares", [None::<i64>]).lit(),
|
||||
Series::new("share_price", [None::<f64>]).lit(),
|
||||
])
|
||||
.collect()?;
|
||||
}
|
||||
|
||||
Ok(df.into())
|
||||
}
|
||||
|
||||
pub fn df_format_europe_arkfundsio(df: DF) -> Result<DF, Error> {
|
||||
let mut df = df.collect()?;
|
||||
|
||||
if df
|
||||
.get_column_names()
|
||||
.eq(&["company", "cusip", "date", "fund", "weight", "weight_rank"])
|
||||
{
|
||||
_ = df.drop_in_place("fund");
|
||||
_ = df.drop_in_place("weight_rank");
|
||||
|
||||
df = df
|
||||
.lazy()
|
||||
.with_columns([
|
||||
Series::new("ticker", [None::<String>]).lit(),
|
||||
Series::new("market_value", [None::<i64>]).lit(),
|
||||
Series::new("shares", [None::<i64>]).lit(),
|
||||
Series::new("share_price", [None::<f64>]).lit(),
|
||||
])
|
||||
.collect()?;
|
||||
}
|
||||
Ok(df.into())
|
||||
}
|
||||
|
||||
pub fn df_format_europe_csv(df: DF) -> Result<DF, Error> {
|
||||
let mut df = df.collect()?;
|
||||
|
||||
if df.get_column_names().contains(&"_duplicated_0") {
|
||||
df = df.slice(2, df.height());
|
||||
|
||||
df = df
|
||||
.clone()
|
||||
.lazy()
|
||||
.rename(df.get_column_names(), ["company", "cusip", "weight"])
|
||||
.with_columns([
|
||||
Series::new("date", [chrono::Local::now().date_naive()]).lit(),
|
||||
Series::new("ticker", [None::<String>]).lit(),
|
||||
Series::new("market_value", [None::<i64>]).lit(),
|
||||
Series::new("shares", [None::<i64>]).lit(),
|
||||
Series::new("share_price", [None::<f64>]).lit(),
|
||||
])
|
||||
.collect()?;
|
||||
}
|
||||
|
||||
Ok(df.into())
|
||||
}
|
||||
Loading…
Add table
Add a link
Reference in a new issue