NexVeridian/ark-invest-api-rust-data
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arkvx

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This commit is contained in:
Elijah McMorris 2023-11-21 23:38:04 +00:00
parent 925760b614
commit d47e5ba9a8
Signed by: NexVeridian
SSH key fingerprint: SHA256:bsA1SKZxuEcEVHAy3gY1HUeM5ykRJl0U0kQHQn0hMg8
3 changed files with 80 additions and 31 deletions
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95
src/util.rs
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@ -228,9 +228,74 @@ impl Ark {
Ok(self)
}
pub fn df_format(df: DF) -> Result<DF, Error> {
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(&"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::<i64>]).lit(),
])
.collect()?;
}
}
Ok(df.into())
}
pub fn df_format(df: DF) -> Result<DF, Error> {
let mut df = Self::df_format_21shares(df)?.collect()?;
df = Self::df_format_arkvx(df.into())?.collect()?;
if df.get_column_names().contains(&"market_value_($)") {
df = df
.lazy()
@ -249,12 +314,6 @@ impl Ark {
)
.collect()?;
}
if df.get_column_names().contains(&"CUSIP") {
df = df
.lazy()
.rename(vec!["CUSIP", "weight (%)"], vec!["cusip", "weight"])
.collect()?;
}
// if df.rename("market_value_($)", "market_value").is_ok() {}
// if df.rename("market value ($)", "market_value").is_ok() {}
@ -352,7 +411,7 @@ impl Ark {
expressions.push(
col("ticker")
.str()
.replace_all(lit("(?i) fp| uq| un| uw | cn"), lit(""), true)
.replace_all(lit("(?i) fp| uq| un| uw | cn"), lit(""), false)
.str()
.replace(lit("DKNN"), lit("DKNG"), true)
.str()
@ -361,9 +420,9 @@ impl Ark {
expressions.push(
col("company")
.str()
.replace_all(lit("(?i) a| cl| class| inc| ltd| corp| corporation| c| cl| se| hold| holdings| international|-|,|."), lit(""), true)
.replace_all(lit(r"(?i:-A| ADR| A| Cl| Class| Inc| incorporated| Ltd| Corp| Corporation| C| Cl| SE| Hold| Holdings| International|,|\.|-)"), lit(""), false)
.str()
.replace(lit("(?i)Coinbase Global"), lit("Coinbase"), true)
.replace(lit("(?i)Coinbase Global"), lit("Coinbase"), false)
.str()
.replace(lit("Blackdaemon"), lit("Blockdaemon"), true)
.str()
@ -412,18 +471,6 @@ impl Ark {
df = df.select(["date", "ticker", "cusip", "company", "weight"])?;
}
// ARKVX
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::<i64>]).lit(),
])
.collect()?;
}
Ok(df.into())
}
@ -490,6 +537,7 @@ impl Ark {
for x in glob(&format!("data/csv/{}/*", ticker))?.filter_map(Result::ok) {
dfs.push(LazyCsvReader::new(x).finish()?);
}
let mut df = concat(
dfs,
UnionArgs {
@ -501,6 +549,7 @@ impl Ark {
if Self::read_parquet(&ticker, path.as_ref()).is_ok() {
let df_old = Self::read_parquet(&ticker, path.as_ref())?;
df = Self::concat_df(vec![Self::df_format(df_old)?, Self::df_format(df)?])?;
df = Self::df_format(df)?;
}
Ok(Self { df, ticker, path })
}
@ -517,7 +566,7 @@ impl Reader {
let mut headers = HeaderMap::new();
headers.insert(
header::USER_AGENT,
HeaderValue::from_static("Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/115.0.0.0 Safari/537.36"),
HeaderValue::from_static("Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/119.0.0.0 Safari/537.36"),
);
headers.insert(