mirror of
https://github.com/NexVeridian/ark-invest-api-rust-data.git
synced 2025-09-02 09:59:12 +00:00
1.1.2
This commit is contained in:
parent
1eda4729d4
commit
fdc0515939
5 changed files with 183 additions and 82 deletions
238
src/util.rs
238
src/util.rs
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@ -1,4 +1,4 @@
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use chrono::NaiveDate;
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use chrono::{Duration, NaiveDate};
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use glob::glob;
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use polars::datatypes::DataType;
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use polars::lazy::dsl::StrptimeOptions;
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@ -10,15 +10,17 @@ use serde_json::Value;
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use std::error::Error;
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use std::fs::{create_dir_all, File};
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use std::io::Cursor;
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use std::path::Path;
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use std::result::Result;
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use strum_macros::{EnumIter, EnumString};
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#[derive(strum_macros::Display, EnumIter, Clone, Copy, PartialEq, Debug)]
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#[derive(Debug, Default, strum_macros::Display, EnumIter, Clone, Copy, PartialEq)]
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pub enum Ticker {
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ARKVC,
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ARKF,
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ARKG,
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#[default]
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ARKK,
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ARKQ,
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ARKW,
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@ -80,17 +82,24 @@ impl DFS for Vec<DF> {
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}
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}
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#[derive(EnumString, Clone, Copy)]
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#[derive(Debug, Default, EnumString, Clone, Copy, PartialEq)]
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pub enum Source {
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// Reads Parquet file if exists
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Read,
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// From ARK Invest
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Ark,
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// From api.NexVeridian.com
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#[default]
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ApiIncremental,
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// From api.NexVeridian.com, not usually nessisary, use ApiIncremental
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ApiFull,
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// From arkfunds.io/api, avoid using, use ApiIncremental instead
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ArkFundsIoIncremental,
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// From arkfunds.io/api, avoid using, use ApiFull instead
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ArkFundsIoFull,
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}
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#[derive(Clone)]
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pub struct Ark {
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pub df: DF,
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ticker: Ticker,
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@ -102,11 +111,11 @@ impl Ark {
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ticker: Ticker,
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path: Option<String>,
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) -> Result<Self, Box<dyn Error>> {
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let existing_file = Self::read_parquet(ticker, path.clone()).is_ok();
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let existing_file = Self::read_parquet(&ticker, path.as_ref()).is_ok();
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let mut ark = Self {
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df: match existing_file {
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true => Self::read_parquet(ticker, path.clone())?,
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true => Self::read_parquet(&ticker, path.as_ref())?,
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false => DF::DataFrame(df!["date" => [""],]?),
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},
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ticker,
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@ -115,22 +124,16 @@ impl Ark {
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let update = match (source, existing_file) {
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(Source::Read, false) => {
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panic!("Can not read from file, file is empty, does not exist, or is locked")
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panic!("Can not read from file. file is empty, does not exist, or is locked")
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}
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(Source::Read, true) => None,
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(Source::Ark, _) => Some(ark.get_csv_ark()?),
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(Source::ApiIncremental, true) => {
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let last_day = ark
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.df
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.clone()
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.collect()?
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.column("date")
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.unwrap()
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.max()
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.and_then(NaiveDate::from_num_days_from_ce_opt);
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Some(ark.get_api(last_day)?)
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(Source::ApiIncremental, true) | (Source::ArkFundsIoIncremental, true) => {
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let last_day = NaiveDate::from_ymd_opt(1970, 1, 1).unwrap()
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+ Duration::days(ark.df.clone().collect()?.column("date")?.max().unwrap());
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Some(ark.get_api(Some(last_day), Some(&source))?)
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}
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(Source::ApiIncremental, false) | (Source::ApiFull, _) => Some(ark.get_api(None)?),
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_ => Some(ark.get_api(None, Some(&source))?),
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};
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if let Some(update) = update {
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@ -174,7 +177,7 @@ impl Ark {
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Ok(())
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}
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fn read_parquet(ticker: Ticker, path: Option<String>) -> Result<DF, Box<dyn Error>> {
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fn read_parquet(ticker: &Ticker, path: Option<&String>) -> Result<DF, Box<dyn Error>> {
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let df = LazyFrame::scan_parquet(
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match path {
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Some(p) => format!("{}/{}.parquet", p, ticker),
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@ -186,20 +189,25 @@ impl Ark {
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}
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pub fn sort(mut self) -> Result<Self, Box<dyn Error>> {
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self.df = Self::df_sort(self.df.clone())?;
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self.df = Self::df_sort(self.df)?;
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Ok(self)
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}
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pub fn df_sort(df: DF) -> Result<DF, Box<dyn Error>> {
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Ok(df
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.collect()?
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.sort(["date", "weight"], vec![false, true])?
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.sort(["date", "weight"], vec![false, true], false)?
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.into())
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}
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fn concat_df(dfs: Vec<DF>) -> Result<DF, Box<dyn Error>> {
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// with dedupe
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let df = concat(dfs.lazy(), false, true)?;
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let df = concat(
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dfs.lazy(),
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UnionArgs {
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..Default::default()
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},
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)?;
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Self::dedupe(df.into())
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}
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@ -212,7 +220,7 @@ impl Ark {
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}
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pub fn format(mut self) -> Result<Self, Box<dyn Error>> {
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self.df = Self::df_format(self.df.clone())?;
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self.df = Self::df_format(self.df)?;
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Ok(self)
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}
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@ -263,34 +271,32 @@ impl Ark {
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}
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if !df.fields().contains(&Field::new("date", DataType::Date)) {
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let date_format = |mut df: DataFrame, format:Option<String>| -> Result<DataFrame, Box<dyn Error>> {
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df = df
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.lazy()
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.with_column(col("date").str().strptime(
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DataType::Date,
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StrptimeOptions {
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format,
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strict: false,
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exact: true,
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cache: true,
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},
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))
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.collect()?;
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if df.column("date").unwrap().null_count() > df.height() / 10 {
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return Err("wrong date format".into());
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}
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let date_format =
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|mut df: DataFrame, format: Option<String>| -> Result<DataFrame, Box<dyn Error>> {
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df = df
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.lazy()
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.with_column(col("date").str().strptime(
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DataType::Date,
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StrptimeOptions {
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format,
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strict: false,
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..Default::default()
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},
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))
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.collect()?;
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Ok(df)
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};
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if df.column("date").unwrap().null_count() > df.height() / 10 {
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return Err("wrong date format".into());
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}
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Ok(df)
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};
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if let Ok(x) = date_format(df.clone(), Some("%m/%d/%Y".into())) {
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df = x
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}
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else if let Ok(x) = date_format(df.clone(), Some("%Y/%m/%d".into())) {
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} else if let Ok(x) = date_format(df.clone(), Some("%Y/%m/%d".into())) {
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df = x
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}
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else if let Ok(x) = date_format(df.clone(), None) {
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} else if let Ok(x) = date_format(df.clone(), None) {
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df = x
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}
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}
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);
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}
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if df
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.fields()
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.contains(&Field::new("market_value", DataType::Float64))
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{
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expressions.push(col("market_value").cast(DataType::Int64));
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}
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if df.fields().contains(&Field::new("shares", DataType::Utf8)) {
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expressions.push(
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col("shares")
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@ -330,6 +343,53 @@ impl Ark {
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);
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}
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// rename values
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expressions.push(
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col("ticker")
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.str()
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.replace(lit("DKNG UW"), lit("DKNN"), true)
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.str()
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.replace(lit("NU UN"), lit("NU"), true)
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.str()
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.replace(lit("DSY"), lit("DSY FP"), true)
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.str()
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.replace(lit("GRMN UN"), lit("GRMN"), true)
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.str()
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.replace(lit("ARCT UQ"), lit("ARCT"), true)
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.str()
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.replace(lit("PRNT UF"), lit("PRNT"), true),
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);
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expressions.push(
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col("company")
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.str()
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.replace_all(lit("-A"), lit(""), true)
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.str()
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.replace_all(lit("- A"), lit(""), true)
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.str()
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.replace_all(lit("-CL A"), lit(""), true)
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.str()
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.replace_all(lit("-CLASS A"), lit(""), true)
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.str()
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.replace_all(lit("Inc"), lit(""), true)
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.str()
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.replace_all(lit("INC"), lit(""), true)
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.str()
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.replace_all(lit("LTD"), lit(""), true)
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.str()
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.replace_all(lit("CORP"), lit(""), true)
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.str()
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.replace_all(lit("CORPORATION"), lit(""), true)
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.str()
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.replace_all(lit(","), lit(""), true)
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.str()
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.replace_all(lit("."), lit(""), true)
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.str()
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.replace(lit("Blackdaemon"), lit("Blockdaemon"), true)
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.str()
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.rstrip(None),
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);
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// run expressions
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df = df
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.lazy()
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.with_columns(expressions)
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Ok(df.into())
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}
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pub fn get_api(&self, last_day: Option<NaiveDate>) -> Result<LazyFrame, Box<dyn Error>> {
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let url = match (self.ticker, last_day) {
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pub fn get_api(
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&self,
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last_day: Option<NaiveDate>,
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source: Option<&Source>,
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) -> Result<DataFrame, Box<dyn Error>> {
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let url = match (&self.ticker, last_day) {
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(self::Ticker::ARKVC, Some(last_day)) => format!(
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"https://api.nexveridian.com/arkvc_holdings?start={}",
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last_day
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),
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(tic, Some(last_day)) => format!(
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"https://api.nexveridian.com/ark_holdings?ticker={}&start={}",
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tic, last_day
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),
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(tic, Some(last_day)) => match source {
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Some(Source::ArkFundsIoIncremental) => format!(
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"https://arkfunds.io/api/v2/etf/holdings?symbol={}&date_from={}",
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tic, last_day
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),
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_ => format!(
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"https://api.nexveridian.com/ark_holdings?ticker={}&start={}",
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tic, last_day
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),
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},
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(self::Ticker::ARKVC, None) => "https://api.nexveridian.com/arkvc_holdings".to_owned(),
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(tic, None) => {
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format!("https://api.nexveridian.com/ark_holdings?ticker={}", tic)
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}
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(tic, None) => match source {
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Some(Source::ArkFundsIoFull) => {
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format!("https://arkfunds.io/api/v2/etf/holdings?symbol={}", tic)
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}
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_ => {
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format!("https://api.nexveridian.com/ark_holdings?ticker={}", tic)
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}
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},
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};
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Reader::Json.get_data_url(url)
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let mut df = Reader::Json.get_data_url(url)?;
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df = match source {
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Some(Source::ArkFundsIoIncremental) | Some(Source::ArkFundsIoFull) => {
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df = df
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.column("holdings")?
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.clone()
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.explode()?
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.struct_()?
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.clone()
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.unnest();
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df
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}
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_ => df,
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};
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Ok(df)
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}
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pub fn get_csv_ark(&self) -> Result<LazyFrame, Box<dyn Error>> {
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pub fn get_csv_ark(&self) -> Result<DataFrame, Box<dyn Error>> {
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let url = match self.ticker {
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self::Ticker::ARKVC => "https://ark-ventures.com/wp-content/uploads/funds-etf-csv/ARK_VENTURE_FUND_HOLDINGS.csv".to_owned(),
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_ => format!("https://ark-funds.com/wp-content/uploads/funds-etf-csv/ARK_{}_ETF_{}_HOLDINGS.csv", self.ticker.value(), self.ticker),
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@ -406,31 +496,38 @@ impl Ark {
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for x in glob(&format!("data/csv/{}/*", ticker))?.filter_map(Result::ok) {
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dfs.push(LazyCsvReader::new(x).finish()?);
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}
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let mut df = concat(dfs, false, true)?.into();
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let mut df = concat(
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dfs,
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UnionArgs {
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..Default::default()
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},
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)?
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.into();
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if Self::read_parquet(ticker, path.clone()).is_ok() {
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let df_old = Self::read_parquet(ticker, path.clone())?;
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if Self::read_parquet(&ticker, path.as_ref()).is_ok() {
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let df_old = Self::read_parquet(&ticker, path.as_ref())?;
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df = Self::concat_df(vec![Self::df_format(df_old)?, Self::df_format(df)?])?;
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}
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Ok(Self { df, ticker, path })
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}
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}
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#[derive(Debug, Clone, Copy, PartialEq)]
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pub enum Reader {
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Csv,
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Json,
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}
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impl Reader {
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pub fn get_data_url(&self, url: String) -> Result<LazyFrame, Box<dyn Error>> {
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pub fn get_data_url(&self, url: String) -> Result<DataFrame, Box<dyn Error>> {
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let mut headers = HeaderMap::new();
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headers.insert(
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header::USER_AGENT,
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header::USER_AGENT,
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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"),
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);
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headers.insert(
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header::ACCEPT,
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header::ACCEPT,
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HeaderValue::from_static("text/html,application/xhtml+xml,application/xml;q=0.9,image/avif,image/webp,image/apng,*/*;q=0.8"),
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);
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headers.insert(
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@ -439,9 +536,11 @@ impl Reader {
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);
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let response = Client::builder()
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.default_headers(headers)
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.gzip(true)
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.build()?.get(url).send()?;
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.default_headers(headers)
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.gzip(true)
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.build()?
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.get(url)
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.send()?;
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if !response.status().is_success() {
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return Err(format!(
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@ -453,17 +552,14 @@ impl Reader {
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let data = response.text()?.into_bytes();
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let df: LazyFrame = match self {
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let df = match self {
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Self::Csv => CsvReader::new(Cursor::new(data))
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.has_header(true)
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.finish()?
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.lazy(),
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.finish()?,
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Self::Json => {
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let json_string = String::from_utf8(data)?;
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let json: Value = serde_json::from_str(&json_string)?;
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JsonReader::new(Cursor::new(json.to_string()))
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.finish()?
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.lazy()
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JsonReader::new(Cursor::new(json.to_string())).finish()?
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}
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};
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|
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