Support futures (#845)

* Support futures

* Upgrade yahoo-finance2 to version 2.3.2

* Update changelog
pull/877/head
Thomas Kaul 3 years ago committed by GitHub
parent 4dc76817ce
commit 04044f8720
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23

@ -7,6 +7,14 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
## Unreleased
### Added
- Added support for commodities (via futures)
### Changed
- Upgraded `yahoo-finance2` from version `2.3.1` to `2.3.2`
### Fixed
- Fixed the import validation for numbers equal 0

@ -20,10 +20,7 @@ import Big from 'big.js';
import { countries } from 'countries-list';
import { addDays, format, isSameDay } from 'date-fns';
import yahooFinance from 'yahoo-finance2';
import type {
Price,
QuoteSummaryResult
} from 'yahoo-finance2/dist/esm/src/modules/quoteSummary-iface';
import type { Price } from 'yahoo-finance2/dist/esm/src/modules/quoteSummary-iface';
@Injectable()
export class YahooFinanceService implements DataProviderInterface {
@ -92,7 +89,12 @@ export class YahooFinanceService implements DataProviderInterface {
response.assetSubClass = assetSubClass;
response.currency = assetProfile.price.currency;
response.dataSource = this.getName();
response.name = this.formatName(assetProfile);
response.name = this.formatName({
longName: assetProfile.price.longName,
quoteType: assetProfile.price.quoteType,
shortName: assetProfile.price.shortName,
symbol: assetProfile.price.symbol
});
response.symbol = aSymbol;
if (
@ -247,7 +249,7 @@ export class YahooFinanceService implements DataProviderInterface {
const quotes = searchResult.quotes
.filter((quote) => {
// filter out undefined symbols
// Filter out undefined symbols
return quote.symbol;
})
.filter(({ quoteType, symbol }) => {
@ -256,7 +258,7 @@ export class YahooFinanceService implements DataProviderInterface {
this.cryptocurrencyService.isCryptocurrency(
symbol.replace(new RegExp(`-${baseCurrency}$`), baseCurrency)
)) ||
['EQUITY', 'ETF', 'MUTUALFUND'].includes(quoteType)
['EQUITY', 'ETF', 'FUTURE', 'MUTUALFUND'].includes(quoteType)
);
})
.filter(({ quoteType, symbol }) => {
@ -264,6 +266,9 @@ export class YahooFinanceService implements DataProviderInterface {
// Only allow cryptocurrencies in base currency to avoid having redundancy in the database.
// Transactions need to be converted manually to the base currency before
return symbol.includes(baseCurrency);
} else if (quoteType === 'FUTURE') {
// Allow GC=F, but not MGC=F
return symbol.length === 4;
}
return true;
@ -288,7 +293,12 @@ export class YahooFinanceService implements DataProviderInterface {
symbol,
currency: marketDataItem.currency,
dataSource: this.getName(),
name: quote?.longname || quote?.shortname || symbol
name: this.formatName({
longName: quote.longname,
quoteType: quote.quoteType,
shortName: quote.shortname,
symbol: quote.symbol
})
});
}
} catch (error) {
@ -298,8 +308,18 @@ export class YahooFinanceService implements DataProviderInterface {
return { items };
}
private formatName(aAssetProfile: QuoteSummaryResult) {
let name = aAssetProfile.price.longName;
private formatName({
longName,
quoteType,
shortName,
symbol
}: {
longName: Price['longName'];
quoteType: Price['quoteType'];
shortName: Price['shortName'];
symbol: Price['symbol'];
}) {
let name = longName;
if (name) {
name = name.replace('iShares ETF (CH) - ', '');
@ -314,7 +334,12 @@ export class YahooFinanceService implements DataProviderInterface {
name = name.replace('Xtrackers (IE) Plc - ', '');
}
return name || aAssetProfile.price.shortName || aAssetProfile.price.symbol;
if (quoteType === 'FUTURE') {
// "Gold Jun 22" -> "Gold"
name = shortName?.slice(0, -6);
}
return name || shortName || symbol;
}
private parseAssetClass(aPrice: Price): {
@ -337,6 +362,10 @@ export class YahooFinanceService implements DataProviderInterface {
assetClass = AssetClass.EQUITY;
assetSubClass = AssetSubClass.ETF;
break;
case 'future':
assetClass = AssetClass.COMMODITY;
assetSubClass = AssetSubClass.COMMODITY;
break;
case 'mutualfund':
assetClass = AssetClass.EQUITY;
assetSubClass = AssetSubClass.MUTUALFUND;

@ -118,7 +118,7 @@
"tslib": "2.0.0",
"twitter-api-v2": "1.10.3",
"uuid": "8.3.2",
"yahoo-finance2": "2.3.1",
"yahoo-finance2": "2.3.2",
"zone.js": "0.11.4"
},
"devDependencies": {

@ -18836,10 +18836,10 @@ y18n@^5.0.5:
resolved "https://registry.yarnpkg.com/y18n/-/y18n-5.0.8.tgz#7f4934d0f7ca8c56f95314939ddcd2dd91ce1d55"
integrity sha512-0pfFzegeDWJHJIAmTLRP2DwHjdF5s7jo9tuztdQxAhINCdvS+3nGINqPd00AphqJR/0LhANUS6/+7SCb98YOfA==
yahoo-finance2@2.3.1:
version "2.3.1"
resolved "https://registry.yarnpkg.com/yahoo-finance2/-/yahoo-finance2-2.3.1.tgz#d2cffbef78f6974e4e6a40487cc08ab133dc9fc5"
integrity sha512-QTXiiWgfrpVbSylchBgLqESZz+8+SyyDSqntjfZHxMIHa6d14xq+biNNDIeYd5SylcZ9Vt4zLmZXHN7EdLM1pA==
yahoo-finance2@2.3.2:
version "2.3.2"
resolved "https://registry.yarnpkg.com/yahoo-finance2/-/yahoo-finance2-2.3.2.tgz#3643b5e14f752b1d5546427d760d515401ac2ac7"
integrity sha512-xOBaamD/mXN9ruc3TBOEhEIhP/N+efWo/wQf2PyYtB6N68iSGZVDt+4vdJN7ra+iCVq7FnSHTDH3K4Cvqy63lQ==
dependencies:
ajv "8.10.0"
ajv-formats "2.1.1"

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