Feature/add yahoo finance data enhancer (#1865)
* Add Yahoo Finance data enhancer * Update changelogpull/1868/head
Thomas Kaul
1 year ago
committed by
GitHub
parent
654446f068
commit
922876a893
@ -1,15 +1,27 @@
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import { ConfigurationModule } from '@ghostfolio/api/services/configuration.module';
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import { CryptocurrencyModule } from '@ghostfolio/api/services/cryptocurrency/cryptocurrency.module';
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import { TrackinsightDataEnhancerService } from '@ghostfolio/api/services/data-provider/data-enhancer/trackinsight/trackinsight.service';
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import { YahooFinanceDataEnhancerService } from '@ghostfolio/api/services/data-provider/data-enhancer/yahoo-finance/yahoo-finance.service';
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import { Module } from '@nestjs/common';
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@Module({
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exports: ['DataEnhancers', TrackinsightDataEnhancerService],
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exports: [
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'DataEnhancers',
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TrackinsightDataEnhancerService,
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YahooFinanceDataEnhancerService
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],
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imports: [ConfigurationModule, CryptocurrencyModule],
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providers: [
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TrackinsightDataEnhancerService,
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YahooFinanceDataEnhancerService,
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{
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inject: [TrackinsightDataEnhancerService],
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inject: [
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TrackinsightDataEnhancerService,
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YahooFinanceDataEnhancerService
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],
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provide: 'DataEnhancers',
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useFactory: (trackinsight) => [trackinsight]
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},
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TrackinsightDataEnhancerService
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useFactory: (trackinsight, yahooFinance) => [trackinsight, yahooFinance]
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}
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]
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})
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export class DataEnhancerModule {}
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@ -0,0 +1,325 @@
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import { ConfigurationService } from '@ghostfolio/api/services/configuration.service';
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import { CryptocurrencyService } from '@ghostfolio/api/services/cryptocurrency/cryptocurrency.service';
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import { DataEnhancerInterface } from '@ghostfolio/api/services/data-provider/interfaces/data-enhancer.interface';
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import { UNKNOWN_KEY } from '@ghostfolio/common/config';
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import { isCurrency } from '@ghostfolio/common/helper';
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import { Injectable, Logger } from '@nestjs/common';
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import {
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AssetClass,
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AssetSubClass,
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DataSource,
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SymbolProfile
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} from '@prisma/client';
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import { countries } from 'countries-list';
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import yahooFinance from 'yahoo-finance2';
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import type { Price } from 'yahoo-finance2/dist/esm/src/modules/quoteSummary-iface';
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@Injectable()
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export class YahooFinanceDataEnhancerService implements DataEnhancerInterface {
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private baseCurrency: string;
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public constructor(
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private readonly configurationService: ConfigurationService,
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private readonly cryptocurrencyService: CryptocurrencyService
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) {
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this.baseCurrency = this.configurationService.get('BASE_CURRENCY');
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}
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public convertFromYahooFinanceSymbol(aYahooFinanceSymbol: string) {
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let symbol = aYahooFinanceSymbol.replace(
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new RegExp(`-${this.baseCurrency}$`),
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this.baseCurrency
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);
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if (symbol.includes('=X') && !symbol.includes(this.baseCurrency)) {
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symbol = `${this.baseCurrency}${symbol}`;
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}
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return symbol.replace('=X', '');
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}
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/**
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* Converts a symbol to a Yahoo Finance symbol
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*
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* Currency: USDCHF -> USDCHF=X
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* Cryptocurrency: BTCUSD -> BTC-USD
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* DOGEUSD -> DOGE-USD
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*/
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public convertToYahooFinanceSymbol(aSymbol: string) {
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if (
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aSymbol.includes(this.baseCurrency) &&
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aSymbol.length > this.baseCurrency.length
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) {
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if (
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isCurrency(
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aSymbol.substring(0, aSymbol.length - this.baseCurrency.length)
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)
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) {
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return `${aSymbol}=X`;
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} else if (
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this.cryptocurrencyService.isCryptocurrency(
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aSymbol.replace(
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new RegExp(`-${this.baseCurrency}$`),
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this.baseCurrency
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)
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)
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) {
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// Add a dash before the last three characters
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// BTCUSD -> BTC-USD
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// DOGEUSD -> DOGE-USD
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// SOL1USD -> SOL1-USD
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return aSymbol.replace(
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new RegExp(`-?${this.baseCurrency}$`),
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`-${this.baseCurrency}`
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);
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}
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}
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return aSymbol;
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}
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public async enhance({
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response,
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symbol
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}: {
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response: Partial<SymbolProfile>;
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symbol: string;
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}): Promise<Partial<SymbolProfile>> {
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if (response.dataSource !== 'YAHOO' && !response.isin) {
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return response;
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}
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try {
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let yahooSymbol: string;
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if (response.dataSource === 'YAHOO') {
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yahooSymbol = symbol;
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} else {
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const { quotes } = await yahooFinance.search(response.isin);
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yahooSymbol = quotes[0].symbol;
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}
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const { countries, sectors, url } = await this.getAssetProfile(
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yahooSymbol
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);
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if (countries) {
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response.countries = countries;
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}
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if (sectors) {
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response.sectors = sectors;
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}
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if (url) {
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response.url = url;
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}
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} catch (error) {
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Logger.error(error, 'YahooFinanceDataEnhancerService');
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}
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return response;
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}
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public formatName({
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longName,
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quoteType,
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shortName,
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symbol
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}: {
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longName: Price['longName'];
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quoteType: Price['quoteType'];
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shortName: Price['shortName'];
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symbol: Price['symbol'];
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}) {
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let name = longName;
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if (name) {
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name = name.replace('Amundi Index Solutions - ', '');
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name = name.replace('iShares ETF (CH) - ', '');
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name = name.replace('iShares III Public Limited Company - ', '');
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name = name.replace('iShares V PLC - ', '');
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name = name.replace('iShares VI Public Limited Company - ', '');
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name = name.replace('iShares VII PLC - ', '');
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name = name.replace('Multi Units Luxembourg - ', '');
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name = name.replace('VanEck ETFs N.V. - ', '');
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name = name.replace('Vaneck Vectors Ucits Etfs Plc - ', '');
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name = name.replace('Vanguard Funds Public Limited Company - ', '');
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name = name.replace('Vanguard Index Funds - ', '');
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name = name.replace('Xtrackers (IE) Plc - ', '');
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}
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if (quoteType === 'FUTURE') {
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// "Gold Jun 22" -> "Gold"
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name = shortName?.slice(0, -7);
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}
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return name || shortName || symbol;
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}
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public async getAssetProfile(
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aSymbol: string
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): Promise<Partial<SymbolProfile>> {
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const response: Partial<SymbolProfile> = {};
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try {
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const symbol = this.convertToYahooFinanceSymbol(aSymbol);
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const assetProfile = await yahooFinance.quoteSummary(symbol, {
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modules: ['price', 'summaryProfile', 'topHoldings']
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});
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const { assetClass, assetSubClass } = this.parseAssetClass({
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quoteType: assetProfile.price.quoteType,
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shortName: assetProfile.price.shortName
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});
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response.assetClass = assetClass;
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response.assetSubClass = assetSubClass;
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response.currency = assetProfile.price.currency;
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response.dataSource = this.getName();
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response.name = this.formatName({
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longName: assetProfile.price.longName,
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quoteType: assetProfile.price.quoteType,
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shortName: assetProfile.price.shortName,
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symbol: assetProfile.price.symbol
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});
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response.symbol = aSymbol;
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if (assetSubClass === AssetSubClass.MUTUALFUND) {
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response.sectors = [];
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for (const sectorWeighting of assetProfile.topHoldings
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?.sectorWeightings ?? []) {
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for (const [sector, weight] of Object.entries(sectorWeighting)) {
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response.sectors.push({ weight, name: this.parseSector(sector) });
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}
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}
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} else if (
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assetSubClass === AssetSubClass.STOCK &&
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assetProfile.summaryProfile?.country
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) {
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// Add country if asset is stock and country available
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try {
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const [code] = Object.entries(countries).find(([, country]) => {
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return country.name === assetProfile.summaryProfile?.country;
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});
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if (code) {
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response.countries = [{ code, weight: 1 }];
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}
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} catch {}
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if (assetProfile.summaryProfile?.sector) {
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response.sectors = [
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{ name: assetProfile.summaryProfile?.sector, weight: 1 }
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];
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}
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}
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const url = assetProfile.summaryProfile?.website;
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if (url) {
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response.url = url;
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}
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} catch (error) {
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Logger.error(error, 'YahooFinanceService');
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}
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return response;
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}
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public getName() {
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return DataSource.YAHOO;
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}
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public parseAssetClass({
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quoteType,
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shortName
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}: {
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quoteType: string;
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shortName: string;
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}): {
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assetClass: AssetClass;
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assetSubClass: AssetSubClass;
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} {
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let assetClass: AssetClass;
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let assetSubClass: AssetSubClass;
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switch (quoteType?.toLowerCase()) {
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case 'cryptocurrency':
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assetClass = AssetClass.CASH;
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assetSubClass = AssetSubClass.CRYPTOCURRENCY;
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break;
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case 'equity':
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assetClass = AssetClass.EQUITY;
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assetSubClass = AssetSubClass.STOCK;
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break;
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case 'etf':
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assetClass = AssetClass.EQUITY;
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assetSubClass = AssetSubClass.ETF;
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break;
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case 'future':
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assetClass = AssetClass.COMMODITY;
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assetSubClass = AssetSubClass.COMMODITY;
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if (
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shortName?.toLowerCase()?.startsWith('gold') ||
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shortName?.toLowerCase()?.startsWith('palladium') ||
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shortName?.toLowerCase()?.startsWith('platinum') ||
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shortName?.toLowerCase()?.startsWith('silver')
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) {
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assetSubClass = AssetSubClass.PRECIOUS_METAL;
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}
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break;
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case 'mutualfund':
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assetClass = AssetClass.EQUITY;
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assetSubClass = AssetSubClass.MUTUALFUND;
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break;
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}
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return { assetClass, assetSubClass };
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}
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private parseSector(aString: string): string {
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let sector = UNKNOWN_KEY;
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switch (aString) {
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case 'basic_materials':
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sector = 'Basic Materials';
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break;
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case 'communication_services':
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sector = 'Communication Services';
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break;
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case 'consumer_cyclical':
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sector = 'Consumer Cyclical';
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break;
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case 'consumer_defensive':
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sector = 'Consumer Staples';
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break;
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case 'energy':
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sector = 'Energy';
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break;
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case 'financial_services':
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sector = 'Financial Services';
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break;
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case 'healthcare':
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sector = 'Healthcare';
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break;
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case 'industrials':
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sector = 'Industrials';
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break;
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case 'realestate':
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sector = 'Real Estate';
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break;
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case 'technology':
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sector = 'Technology';
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break;
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case 'utilities':
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sector = 'Utilities';
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break;
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}
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return sector;
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}
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}
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