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@ -1,27 +1,27 @@
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import { LookupItem } from '@ghostfolio/api/app/symbol/interfaces/lookup-item.interface';
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import { CryptocurrencyService } from '@ghostfolio/api/services/cryptocurrency/cryptocurrency.service';
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import { UNKNOWN_KEY, baseCurrency } from '@ghostfolio/common/config';
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import {
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IDataProviderHistoricalResponse,
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IDataProviderResponse,
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MarketState
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} from '@ghostfolio/api/services/interfaces/interfaces';
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import { baseCurrency } from '@ghostfolio/common/config';
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import { DATE_FORMAT, isCurrency } from '@ghostfolio/common/helper';
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import { Granularity } from '@ghostfolio/common/types';
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import { Injectable, Logger } from '@nestjs/common';
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import { AssetClass, AssetSubClass, DataSource } from '@prisma/client';
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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 * as bent from 'bent';
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import Big from 'big.js';
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import { countries } from 'countries-list';
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import { addDays, format, isSameDay } from 'date-fns';
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import * as yahooFinance from 'yahoo-finance';
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import yahooFinance2 from 'yahoo-finance2';
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import {
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IDataProviderHistoricalResponse,
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IDataProviderResponse,
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MarketState
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} from '../../interfaces/interfaces';
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import { DataProviderInterface } from '../interfaces/data-provider.interface';
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import {
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IYahooFinanceHistoricalResponse,
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IYahooFinancePrice,
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IYahooFinanceQuoteResponse
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} from './interfaces/interfaces';
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@Injectable()
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export class YahooFinanceService implements DataProviderInterface {
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@ -73,145 +73,113 @@ export class YahooFinanceService implements DataProviderInterface {
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return aSymbol;
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}
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public async get(
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aSymbols: string[]
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): Promise<{ [symbol: string]: IDataProviderResponse }> {
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if (aSymbols.length <= 0) {
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return {};
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}
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const yahooFinanceSymbols = aSymbols.map((symbol) =>
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this.convertToYahooFinanceSymbol(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 response: { [symbol: string]: IDataProviderResponse } = {};
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const data: {
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[symbol: string]: IYahooFinanceQuoteResponse;
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} = await yahooFinance.quote({
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modules: ['price', 'summaryProfile'],
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symbols: yahooFinanceSymbols
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const symbol = this.convertToYahooFinanceSymbol(aSymbol);
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const assetProfile = await yahooFinance2.quoteSummary(symbol, {
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modules: ['price', 'summaryProfile']
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});
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for (const [yahooFinanceSymbol, value] of Object.entries(data)) {
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// Convert symbols back
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const symbol = this.convertFromYahooFinanceSymbol(yahooFinanceSymbol);
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const { assetClass, assetSubClass } = this.parseAssetClass(value.price);
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const { assetClass, assetSubClass } = this.parseAssetClass(
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assetProfile.price
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);
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response[symbol] = {
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assetClass,
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assetSubClass,
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currency: value.price?.currency,
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dataSource: this.getName(),
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exchange: this.parseExchange(value.price?.exchangeName),
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marketState:
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value.price?.marketState === 'REGULAR' ||
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this.cryptocurrencyService.isCryptocurrency(symbol)
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? MarketState.open
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: MarketState.closed,
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marketPrice: value.price?.regularMarketPrice || 0,
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name: value.price?.longName || value.price?.shortName || symbol
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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 =
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assetProfile.price.longName || assetProfile.price.shortName || symbol;
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response.symbol = aSymbol;
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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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if (value.price?.currency === 'GBp') {
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// Convert GBp (pence) to GBP
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response[symbol].currency = 'GBP';
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response[symbol].marketPrice = new Big(
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value.price?.regularMarketPrice ?? 0
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)
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.div(100)
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.toNumber();
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}
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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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// Add country if stock and available
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if (
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assetSubClass === AssetSubClass.STOCK &&
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value.summaryProfile?.country
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) {
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try {
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const [code] = Object.entries(countries).find(([, country]) => {
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return country.name === value.summaryProfile?.country;
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});
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if (code) {
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response[symbol].countries = [{ code, weight: 1 }];
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}
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} catch {}
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if (value.summaryProfile?.sector) {
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response[symbol].sectors = [
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{ name: value.summaryProfile?.sector, weight: 1 }
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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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}
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} catch {}
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// Add url if available
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const url = value.summaryProfile?.website;
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if (url) {
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response[symbol].url = url;
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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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return response;
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} catch (error) {
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Logger.error(error);
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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 {}
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return {};
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}
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return response;
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}
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public async getHistorical(
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aSymbols: string[],
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aSymbol: string,
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aGranularity: Granularity = 'day',
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from: Date,
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to: Date
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): Promise<{
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[symbol: string]: { [date: string]: IDataProviderHistoricalResponse };
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}> {
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if (aSymbols.length <= 0) {
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return {};
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}
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if (isSameDay(from, to)) {
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to = addDays(to, 1);
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}
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const yahooFinanceSymbols = aSymbols.map((symbol) => {
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return this.convertToYahooFinanceSymbol(symbol);
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});
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const yahooFinanceSymbol = this.convertToYahooFinanceSymbol(aSymbol);
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try {
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const historicalData: {
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[symbol: string]: IYahooFinanceHistoricalResponse[];
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} = await yahooFinance.historical({
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symbols: yahooFinanceSymbols,
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from: format(from, DATE_FORMAT),
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to: format(to, DATE_FORMAT)
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});
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const historicalResult = await yahooFinance2.historical(
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yahooFinanceSymbol,
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{
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interval: '1d',
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period1: format(from, DATE_FORMAT),
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period2: format(to, DATE_FORMAT)
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}
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);
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const response: {
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[symbol: string]: { [date: string]: IDataProviderHistoricalResponse };
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} = {};
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for (const [yahooFinanceSymbol, timeSeries] of Object.entries(
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historicalData
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)) {
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// Convert symbols back
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const symbol = this.convertFromYahooFinanceSymbol(yahooFinanceSymbol);
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response[symbol] = {};
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// Convert symbol back
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const symbol = this.convertFromYahooFinanceSymbol(yahooFinanceSymbol);
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timeSeries.forEach((timeSerie) => {
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response[symbol][format(timeSerie.date, DATE_FORMAT)] = {
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marketPrice: timeSerie.close,
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performance: timeSerie.open - timeSerie.close
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};
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});
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response[symbol] = {};
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for (const historicalItem of historicalResult) {
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let marketPrice = historicalItem.close;
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if (symbol === 'USDGBp') {
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// Convert GPB to GBp (pence)
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marketPrice = new Big(marketPrice).mul(100).toNumber();
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}
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response[symbol][format(historicalItem.date, DATE_FORMAT)] = {
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marketPrice,
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performance: historicalItem.open - historicalItem.close
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};
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}
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return response;
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} catch (error) {
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Logger.error(error);
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Logger.warn(
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`Skipping yahooFinance2.getHistorical("${aSymbol}"): [${error.name}] ${error.message}`
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);
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return {};
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}
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@ -221,6 +189,56 @@ export class YahooFinanceService implements DataProviderInterface {
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return DataSource.YAHOO;
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}
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public async getQuotes(
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aSymbols: string[]
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): Promise<{ [symbol: string]: IDataProviderResponse }> {
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if (aSymbols.length <= 0) {
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return {};
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}
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const yahooFinanceSymbols = aSymbols.map((symbol) =>
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this.convertToYahooFinanceSymbol(symbol)
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);
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try {
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const response: { [symbol: string]: IDataProviderResponse } = {};
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const quotes = await yahooFinance2.quote(yahooFinanceSymbols);
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for (const quote of quotes) {
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// Convert symbols back
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const symbol = this.convertFromYahooFinanceSymbol(quote.symbol);
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response[symbol] = {
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currency: quote.currency,
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dataSource: this.getName(),
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marketState:
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quote.marketState === 'REGULAR' ||
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this.cryptocurrencyService.isCryptocurrency(symbol)
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? MarketState.open
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: MarketState.closed,
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marketPrice: quote.regularMarketPrice || 0
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};
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if (symbol === 'USDGBP' && yahooFinanceSymbols.includes('USDGBp=X')) {
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// Convert GPB to GBp (pence)
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response['USDGBp'] = {
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...response[symbol],
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currency: 'GBp',
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marketPrice: new Big(response[symbol].marketPrice)
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.mul(100)
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.toNumber()
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};
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}
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}
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return response;
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} catch (error) {
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Logger.error(error);
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return {};
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}
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}
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public async search(aQuery: string): Promise<{ items: LookupItem[] }> {
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const items: LookupItem[] = [];
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@ -236,7 +254,7 @@ export class YahooFinanceService implements DataProviderInterface {
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const searchResult = await get();
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const symbols: string[] = searchResult.quotes
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const quotes = searchResult.quotes
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.filter((quote) => {
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// filter out undefined symbols
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return quote.symbol;
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@ -247,8 +265,7 @@ export class YahooFinanceService implements DataProviderInterface {
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this.cryptocurrencyService.isCryptocurrency(
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symbol.replace(new RegExp(`-${baseCurrency}$`), baseCurrency)
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)) ||
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quoteType === 'EQUITY' ||
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quoteType === 'ETF'
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['EQUITY', 'ETF', 'MUTUALFUND'].includes(quoteType)
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);
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})
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.filter(({ quoteType, symbol }) => {
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@ -259,19 +276,24 @@ export class YahooFinanceService implements DataProviderInterface {
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}
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return true;
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})
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.map(({ symbol }) => {
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return symbol;
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});
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const marketData = await this.get(symbols);
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const marketData = await this.getQuotes(
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quotes.map(({ symbol }) => {
|
|
|
|
|
return symbol;
|
|
|
|
|
})
|
|
|
|
|
);
|
|
|
|
|
|
|
|
|
|
for (const [symbol, value] of Object.entries(marketData)) {
|
|
|
|
|
const quote = quotes.find((currentQuote: any) => {
|
|
|
|
|
return currentQuote.symbol === symbol;
|
|
|
|
|
});
|
|
|
|
|
|
|
|
|
|
items.push({
|
|
|
|
|
symbol,
|
|
|
|
|
currency: value.currency,
|
|
|
|
|
dataSource: this.getName(),
|
|
|
|
|
name: value.name
|
|
|
|
|
name: quote?.longname || quote?.shortname || symbol
|
|
|
|
|
});
|
|
|
|
|
}
|
|
|
|
|
} catch (error) {
|
|
|
|
|
@ -281,7 +303,7 @@ export class YahooFinanceService implements DataProviderInterface {
|
|
|
|
|
return { items };
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
private parseAssetClass(aPrice: IYahooFinancePrice): {
|
|
|
|
|
private parseAssetClass(aPrice: any): {
|
|
|
|
|
assetClass: AssetClass;
|
|
|
|
|
assetSubClass: AssetSubClass;
|
|
|
|
|
} {
|
|
|
|
|
@ -301,16 +323,12 @@ export class YahooFinanceService implements DataProviderInterface {
|
|
|
|
|
assetClass = AssetClass.EQUITY;
|
|
|
|
|
assetSubClass = AssetSubClass.ETF;
|
|
|
|
|
break;
|
|
|
|
|
case 'mutualfund':
|
|
|
|
|
assetClass = AssetClass.EQUITY;
|
|
|
|
|
assetSubClass = AssetSubClass.MUTUALFUND;
|
|
|
|
|
break;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
return { assetClass, assetSubClass };
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
private parseExchange(aString: string): string {
|
|
|
|
|
if (aString?.toLowerCase() === 'ccc') {
|
|
|
|
|
return UNKNOWN_KEY;
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
return aString;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
Thomas Kaul
3 years ago
committed by
GitHub