NexVeridian/ark-invest-api-rust-data
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This commit is contained in:
Elijah McMorris 2023-06-06 15:27:46 -07:00
parent 7e12fc1e65
commit be08848b0d
Signed by: NexVeridian
SSH key fingerprint: SHA256:bsA1SKZxuEcEVHAy3gY1HUeM5ykRJl0U0kQHQn0hMg8
6 changed files with 162 additions and 72 deletions
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148
src/util.rs
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@ -38,7 +38,7 @@ impl Ticker {
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) {
for x in glob(&format!("data/csv/{}/*", folder))?.filter_map(Result::ok) {
dfs.push(LazyCsvReader::new(x).finish()?);
}
@ -61,24 +61,21 @@ pub fn update_parquet(ticker: Ticker) -> Result<(), Box<dyn Error>> {
pub fn read_parquet(ticker: Ticker) -> Result<LazyFrame, Box<dyn Error>> {
let df = LazyFrame::scan_parquet(
format!("data/parquet/{}.parquet", ticker.to_string()),
format!("data/parquet/{}.parquet", ticker),
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)?;
ParquetWriter::new(File::create(format!("data/parquet/{}.parquet", ticker))?)
.finish(&mut df)?;
Ok(())
}
pub fn df_format(folder: Ticker, mut dfl: LazyFrame) -> Result<DataFrame, Box<dyn Error>> {
match folder {
pub fn df_format(ticker: Ticker, mut dfl: LazyFrame) -> Result<DataFrame, Box<dyn Error>> {
match ticker {
Ticker::ARKVC => {
dfl = dfl.rename(vec!["CUSIP", "weight (%)"], vec!["cusip", "weight"]);
@ -105,26 +102,95 @@ pub fn df_format(folder: Ticker, mut dfl: LazyFrame) -> Result<DataFrame, Box<dy
}
_ => {
let mut df = dfl.collect()?;
let col_names = df.get_column_names();
if let Ok(_) = df.rename("market_value_($)", "market_value") {}
if let Ok(_) = df.rename("weight_(%)", "weight") {}
if let Ok(x) = df
.clone()
.lazy()
.with_column(col("date").cast(DataType::Date))
.filter(col("date").is_not_null())
.collect()
{
df = x
} else if let Ok(x) = df
.clone()
.lazy()
.filter(col("date").is_not_null())
.collect()
{
df = x
if df.rename("market_value_($)", "market_value").is_ok() {}
if df.rename("market value ($)", "market_value").is_ok() {}
if df.rename("weight_(%)", "weight").is_ok() {}
if df.rename("weight (%)", "weight").is_ok() {}
if df.get_column_names().contains(&"fund") {
_ = df.drop_in_place("fund");
}
if df.get_column_names().contains(&"weight_rank") {
_ = df.drop_in_place("weight_rank");
}
let mut expressions: Vec<Expr> = vec![];
if !df.fields().contains(&Field::new("date", DataType::Date)) {
expressions.push(col("date").str().strptime(StrpTimeOptions {
date_dtype: DataType::Date,
fmt: Some("%m/%d/%Y".into()),
strict: false,
exact: true,
cache: false,
tz_aware: false,
utc: false,
}));
}
if df.fields().contains(&Field::new("weight", DataType::Utf8)) {
expressions.push(
col("weight")
.str()
.replace(lit("%"), lit(""), true)
.cast(DataType::Float64),
);
}
if df
.fields()
.contains(&Field::new("market_value", DataType::Utf8))
{
expressions.push(
col("market_value")
.str()
.replace(lit("$"), lit(""), true)
.str()
.replace_all(lit(","), lit(""), true)
.cast(DataType::Float64)
.cast(DataType::Int64),
);
}
if df.fields().contains(&Field::new("shares", DataType::Utf8)) {
expressions.push(
col("shares")
.str()
.replace_all(lit(","), lit(""), true)
.cast(DataType::Int64),
);
}
df = df
.lazy()
.with_columns(expressions)
.filter(col("date").is_not_null())
.collect()?;
if !df.get_column_names().contains(&"share_price") {
df = df
.lazy()
.with_column(
(col("market_value").cast(DataType::Float64)
/ col("shares").cast(DataType::Float64))
.alias("share_price")
.cast(DataType::Float64)
.round(2),
)
.collect()?;
}
df = df.select([
"date",
"ticker",
"cusip",
"company",
"market_value",
"shares",
"share_price",
"weight",
])?;
Ok(df)
}
@ -132,22 +198,32 @@ pub fn df_format(folder: Ticker, mut dfl: LazyFrame) -> Result<DataFrame, Box<dy
}
pub fn get_csv(ticker: Ticker) -> Result<LazyFrame, Box<dyn Error>> {
let data: Vec<u8>;
let request;
match ticker {
let url = match ticker {
Ticker::ARKVC => {
request = Client::new()
.get("https://ark-ventures.com/wp-content/uploads/funds-etf-csv/ARK_VENTURE_FUND_HOLDINGS.csv")
"https://ark-ventures.com/wp-content/uploads/funds-etf-csv/ARK_VENTURE_FUND_HOLDINGS.csv".to_owned()
}
_ => {
request = Client::new().get(format!(
format!(
"https://ark-funds.com/wp-content/uploads/funds-etf-csv/ARK_{}_ETF_{}_HOLDINGS.csv",
ticker.value(),
ticker.to_string()
))
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());
}
data = request.send()?.text()?.bytes().collect();
let data: Vec<u8> = response.text()?.bytes().collect();
let df = CsvReader::new(Cursor::new(data))
.has_header(true)