moved structs to types.rs
This commit is contained in:
@@ -2,24 +2,24 @@ digraph Dependencies {
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rankdir=LR;
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node [shape=box];
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"yahoo_options_enrichment_complete" [label="yahoo_options_enrichment_complete
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Options data enriched for all companies"];
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"lei_figi_mapping_complete" [label="lei_figi_mapping_complete
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LEI-to-FIGI mappings from OpenFIGI API"];
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"yahoo_chart_enrichment_complete" [label="yahoo_chart_enrichment_complete
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Chart data enriched for all companies"];
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"enrichment_group" [label="enrichment_group
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Yahoo exchanges collected and validated"];
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"securities_data_complete" [label="securities_data_complete
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Securities data built from FIGI mappings"];
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"yahoo_companies_cleansed" [label="yahoo_companies_cleansed
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Company data cleansed and validated"];
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"yahoo_events_enrichment_complete" [label="yahoo_events_enrichment_complete
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Corporate events enriched for all companies"];
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"yahoo_companies_cleansed" [label="yahoo_companies_cleansed
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Company data cleansed and validated"];
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"yahoo_options_enrichment_complete" [label="yahoo_options_enrichment_complete
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Options data enriched for all companies"];
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"securities_data_complete" [label="securities_data_complete
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Securities data built from FIGI mappings"];
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"enrichment_group" [label="enrichment_group
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Yahoo exchanges collected and validated"];
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"yahoo_chart_enrichment_complete" [label="yahoo_chart_enrichment_complete
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Chart data enriched for all companies"];
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"lei_figi_mapping_complete" [label="lei_figi_mapping_complete
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LEI-to-FIGI mappings from OpenFIGI API"];
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"yahoo_options_enrichment_complete" -> "yahoo_companies_cleansed" [label="via group enrichment_group"];
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"yahoo_chart_enrichment_complete" -> "yahoo_companies_cleansed" [label="via group enrichment_group"];
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"securities_data_complete" -> "lei_figi_mapping_complete";
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"yahoo_companies_cleansed" -> "securities_data_complete";
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"yahoo_events_enrichment_complete" -> "yahoo_companies_cleansed" [label="via group enrichment_group"];
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"yahoo_companies_cleansed" -> "securities_data_complete";
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"yahoo_options_enrichment_complete" -> "yahoo_companies_cleansed" [label="via group enrichment_group"];
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"securities_data_complete" -> "lei_figi_mapping_complete";
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"yahoo_chart_enrichment_complete" -> "yahoo_companies_cleansed" [label="via group enrichment_group"];
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}
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@@ -1,195 +0,0 @@
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// src/corporate/aggregation.rs
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use super::types::CompanyPrice;
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use super::storage::*;
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use crate::util::directories::DataPaths;
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use tokio::fs;
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use std::collections::HashMap;
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#[derive(Debug)]
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struct DayData {
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sources: Vec<(CompanyPrice, String)>, // (price, source_ticker)
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total_volume: u64,
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vwap: f64,
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open: f64,
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high: f64,
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low: f64,
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close: f64,
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}
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/// Aggregate price data from multiple exchanges, converting all to USD
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pub async fn aggregate_best_price_data(paths: &DataPaths, lei: &str) -> anyhow::Result<()> {
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let company_dir = get_company_dir(paths, lei);
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for timeframe in ["daily", "5min"].iter() {
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let source_dir = company_dir.join(timeframe);
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if !source_dir.exists() {
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continue;
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}
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let mut all_prices: Vec<(CompanyPrice, String)> = Vec::new();
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let mut by_date_time: HashMap<String, DayData> = HashMap::new();
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// Load all sources with their ticker names
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let mut entries = tokio::fs::read_dir(&source_dir).await?;
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let mut source_count = 0;
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let mut sources_used = std::collections::HashSet::new();
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while let Some(entry) = entries.next_entry().await? {
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let source_dir_path = entry.path();
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if !source_dir_path.is_dir() { continue; }
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let source_ticker = source_dir_path
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.file_name()
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.and_then(|n| n.to_str())
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.unwrap_or("unknown")
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.to_string();
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let prices_path = source_dir_path.join("prices.json");
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if !prices_path.exists() { continue; }
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let content = tokio::fs::read_to_string(&prices_path).await?;
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let prices: Vec<CompanyPrice> = serde_json::from_str(&content)?;
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if !prices.is_empty() {
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sources_used.insert(source_ticker.clone());
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source_count += 1;
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}
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for price in prices {
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all_prices.push((price, source_ticker.clone()));
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}
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}
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if all_prices.is_empty() {
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continue;
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}
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println!(" Aggregating from {} exchanges: {}",
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sources_used.len(),
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sources_used.iter()
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.map(|s| s.as_str())
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.collect::<Vec<_>>()
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.join(", ")
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);
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// Group by date + time (for 5min) or just date
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for (p, source) in all_prices {
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let key = if timeframe == &"5min" && !p.time.is_empty() {
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format!("{}_{}", p.date, p.time)
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} else {
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p.date.clone()
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};
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// Convert to USD immediately DUMMY -------------------------------------------------------------------------------------------
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let usd_rate = 0.1;
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let mut p_usd = p.clone();
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p_usd.open *= usd_rate;
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p_usd.high *= usd_rate;
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p_usd.low *= usd_rate;
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p_usd.close *= usd_rate;
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p_usd.adj_close *= usd_rate;
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p_usd.currency = "USD".to_string();
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let entry = by_date_time.entry(key.clone()).or_insert(DayData {
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sources: vec![],
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total_volume: 0,
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vwap: 0.0,
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open: p_usd.open,
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high: p_usd.high,
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low: p_usd.low,
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close: p_usd.close,
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});
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let volume = p.volume.max(1); // avoid div0
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let vwap_contrib = p_usd.close * volume as f64;
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entry.sources.push((p_usd.clone(), source));
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entry.total_volume += volume;
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entry.vwap += vwap_contrib;
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// Use first open, last close, max high, min low
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if entry.sources.len() == 1 {
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entry.open = p_usd.open;
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}
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entry.close = p_usd.close;
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entry.high = entry.high.max(p_usd.high);
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entry.low = entry.low.min(p_usd.low);
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}
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// Finalize aggregated data
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let mut aggregated: Vec<CompanyPrice> = Vec::new();
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for (key, data) in by_date_time {
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let vwap = data.vwap / data.total_volume as f64;
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let (date, time) = if key.contains('_') {
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let parts: Vec<&str> = key.split('_').collect();
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(parts[0].to_string(), parts[1].to_string())
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} else {
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(key, "".to_string())
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};
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// Track which exchange contributed most volume
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let best_source = data.sources.iter()
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.max_by_key(|(p, _)| p.volume)
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.map(|(_, src)| src.clone())
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.unwrap_or_else(|| "unknown".to_string());
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aggregated.push(CompanyPrice {
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ticker: format!("{lei}@agg"), // Mark as aggregated
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date,
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time,
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open: data.open,
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high: data.high,
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low: data.low,
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close: data.close,
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adj_close: vwap,
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volume: data.total_volume,
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currency: "USD".to_string(),
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});
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}
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aggregated.sort_by_key(|p| (p.date.clone(), p.time.clone()));
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// Save aggregated result
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let agg_dir = company_dir.join("aggregated").join(timeframe);
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fs::create_dir_all(&agg_dir).await?;
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let path = agg_dir.join("prices.json");
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fs::write(&path, serde_json::to_string_pretty(&aggregated)?).await?;
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// Save aggregation metadata
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let meta = AggregationMetadata {
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lei: lei.to_string(), // ← CHANGE THIS
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timeframe: timeframe.to_string(),
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sources: sources_used.into_iter().collect(),
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total_bars: aggregated.len(),
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date_range: (
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aggregated.first().map(|p| p.date.clone()).unwrap_or_default(),
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aggregated.last().map(|p| p.date.clone()).unwrap_or_default(),
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),
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aggregated_at: chrono::Local::now().format("%Y-%m-%d %H:%M:%S").to_string(),
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};
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let meta_path = agg_dir.join("metadata.json");
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fs::write(&meta_path, serde_json::to_string_pretty(&meta)?).await?;
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println!(" ✓ {} {} bars from {} sources (USD)",
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aggregated.len(),
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timeframe,
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source_count
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);
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}
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Ok(())
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}
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#[derive(Debug, serde::Serialize, serde::Deserialize)]
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struct AggregationMetadata {
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lei: String,
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timeframe: String,
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sources: Vec<String>,
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total_bars: usize,
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date_range: (String, String),
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aggregated_at: String,
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}
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@@ -4,7 +4,7 @@
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//! This module extracts common patterns used across multiple update modules
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//! to reduce code duplication and improve maintainability.
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use super::types::CompanyCrossPlatformInfo;
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use super::types::CompanyCrossPlatformData;
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use crate::util::logger;
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use std::collections::HashMap;
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use std::path::{Path};
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@@ -22,7 +22,7 @@ pub async fn load_checkpoint_with_log<P1, P2>(
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checkpoint_path: P1,
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log_path: P2,
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checkpoint_desc: &str,
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) -> Result<HashMap<String, CompanyCrossPlatformInfo>>
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) -> Result<HashMap<String, CompanyCrossPlatformData>>
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where
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P1: AsRef<Path>,
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P2: AsRef<Path>,
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@@ -30,7 +30,7 @@ where
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let checkpoint_path = checkpoint_path.as_ref();
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let log_path = log_path.as_ref();
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let mut companies: HashMap<String, CompanyCrossPlatformInfo> = HashMap::new();
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let mut companies: HashMap<String, CompanyCrossPlatformData> = HashMap::new();
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// Load checkpoint if it exists
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if checkpoint_path.exists() {
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@@ -42,7 +42,7 @@ where
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continue; // Skip incomplete lines
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}
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match serde_json::from_str::<CompanyCrossPlatformInfo>(line) {
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match serde_json::from_str::<CompanyCrossPlatformData>(line) {
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Ok(company) => {
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companies.insert(company.name.clone(), company);
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}
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@@ -65,7 +65,7 @@ where
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continue; // Skip incomplete lines
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}
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match serde_json::from_str::<CompanyCrossPlatformInfo>(line) {
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match serde_json::from_str::<CompanyCrossPlatformData>(line) {
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Ok(company) => {
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companies.insert(company.name.clone(), company);
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replayed += 1;
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@@ -91,7 +91,7 @@ where
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pub async fn consolidate_checkpoint<P1, P2>(
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checkpoint_path: P1,
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log_path: P2,
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companies: &HashMap<String, CompanyCrossPlatformInfo>,
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companies: &HashMap<String, CompanyCrossPlatformData>,
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) -> Result<()>
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where
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P1: AsRef<Path>,
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@@ -2,7 +2,7 @@
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use crate::util::directories::DataPaths;
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use crate::util::integrity::{DataStage, StateManager, file_reference};
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use crate::util::logger;
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use crate::scraper::yahoo::ChartData;
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use crate::corporate::types::*;
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use serde::{Deserialize, Serialize};
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use std::collections::HashMap;
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@@ -4,18 +4,18 @@ use chrono::{Local, NaiveDate};
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use rand::rngs::StdRng;
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use rand::prelude::{Rng, SeedableRng, IndexedRandom};
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pub fn event_key(e: &CompanyEvent) -> String {
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pub fn event_key(e: &CompanyEventData) -> String {
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format!("{}|{}|{}", e.ticker, e.date, e.time)
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}
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pub fn detect_changes(old: &CompanyEvent, new: &CompanyEvent, today: &str) -> Vec<CompanyEventChange> {
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pub fn detect_changes(old: &CompanyEventData, new: &CompanyEventData, today: &str) -> Vec<CompanyEventChangeData> {
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let mut changes = Vec::new();
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let ts = Local::now().format("%Y-%m-%d %H:%M:%S").to_string();
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if new.date.as_str() <= today { return changes; }
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if old.time != new.time {
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changes.push(CompanyEventChange {
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changes.push(CompanyEventChangeData {
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ticker: new.ticker.clone(),
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date: new.date.clone(),
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field_changed: "time".to_string(),
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@@ -26,7 +26,7 @@ pub fn detect_changes(old: &CompanyEvent, new: &CompanyEvent, today: &str) -> Ve
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}
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if old.eps_forecast != new.eps_forecast {
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changes.push(CompanyEventChange {
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changes.push(CompanyEventChangeData {
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ticker: new.ticker.clone(),
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date: new.date.clone(),
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field_changed: "eps_forecast".to_string(),
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@@ -37,7 +37,7 @@ pub fn detect_changes(old: &CompanyEvent, new: &CompanyEvent, today: &str) -> Ve
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}
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if old.eps_actual != new.eps_actual {
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changes.push(CompanyEventChange {
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changes.push(CompanyEventChangeData {
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ticker: new.ticker.clone(),
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date: new.date.clone(),
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field_changed: "eps_actual".to_string(),
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@@ -52,14 +52,6 @@ pub fn detect_changes(old: &CompanyEvent, new: &CompanyEvent, today: &str) -> Ve
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changes
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}
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pub fn price_key(p: &CompanyPrice) -> String {
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if p.time.is_empty() {
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format!("{}|{}", p.ticker, p.date)
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} else {
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format!("{}|{}|{}", p.ticker, p.date, p.time)
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}
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}
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pub fn parse_float(s: &str) -> Option<f64> {
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s.replace("--", "").replace(",", "").parse::<f64>().ok()
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}
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@@ -83,7 +75,7 @@ pub fn choose_random<T: Clone>(items: &[T]) -> T {
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}
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/// Extract first valid Yahoo ticker from company
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pub fn extract_first_yahoo_ticker(company: &CompanyCrossPlatformInfo) -> Option<String> {
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pub fn extract_first_yahoo_ticker(company: &CompanyCrossPlatformData) -> Option<String> {
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for tickers in company.isin_tickers_map.values() {
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for ticker in tickers {
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if ticker.starts_with("YAHOO:")
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@@ -113,7 +105,7 @@ pub fn sanitize_company_name(name: &str) -> String {
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/// Load companies from JSONL file
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pub async fn load_companies_from_jsonl(
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path: &std::path::Path
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) -> anyhow::Result<Vec<CompanyCrossPlatformInfo>> {
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) -> anyhow::Result<Vec<CompanyCrossPlatformData>> {
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let content = tokio::fs::read_to_string(path).await?;
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let mut companies = Vec::new();
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@@ -121,7 +113,7 @@ pub async fn load_companies_from_jsonl(
|
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if line.trim().is_empty() {
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continue;
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}
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if let Ok(company) = serde_json::from_str::<CompanyCrossPlatformInfo>(line) {
|
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if let Ok(company) = serde_json::from_str::<CompanyCrossPlatformData>(line) {
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companies.push(company);
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}
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}
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@@ -3,7 +3,6 @@ pub mod types;
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pub mod scraper;
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pub mod storage;
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pub mod helpers;
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pub mod aggregation;
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pub mod update_openfigi;
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pub mod yahoo_company_extraction;
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pub mod page_validation;
|
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|
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@@ -35,7 +35,7 @@ pub async fn build_event_index(paths: &DataPaths) -> anyhow::Result<Vec<EventInd
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let name = path.file_name().and_then(|n| n.to_str()).unwrap_or("");
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if name.starts_with("events_") && name.len() == 17 {
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let content = fs::read_to_string(&path).await?;
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let events: Vec<CompanyEvent> = serde_json::from_str(&content)?;
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let events: Vec<CompanyEventData> = serde_json::from_str(&content)?;
|
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|
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for event in events {
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index.push(EventIndex {
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|
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@@ -3,7 +3,7 @@ use std::collections::HashMap;
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use serde::{Deserialize, Serialize};
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|
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#[derive(Debug, Clone, Serialize, Deserialize, PartialEq)]
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pub struct CompanyEvent {
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pub struct CompanyEventData {
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pub ticker: String,
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pub date: String, // YYYY-MM-DD
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pub time: String, // "AMC", "BMO", "TAS", or ""
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@@ -17,21 +17,7 @@ pub struct CompanyEvent {
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}
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct CompanyPrice {
|
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pub ticker: String,
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pub date: String, // YYYY-MM-DD
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pub time: String, // HH:MM:SS for intraday, "" for daily
|
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pub open: f64,
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pub high: f64,
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pub low: f64,
|
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pub close: f64,
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pub adj_close: f64,
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pub volume: u64,
|
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pub currency: String,
|
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}
|
||||
|
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct CompanyEventChange {
|
||||
pub struct CompanyEventChangeData {
|
||||
pub ticker: String,
|
||||
pub date: String,
|
||||
pub field_changed: String, // "time", "eps_forecast", "eps_actual", "new_event"
|
||||
@@ -40,6 +26,24 @@ pub struct CompanyEventChange {
|
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pub detected_at: String,
|
||||
}
|
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|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct ChartData {
|
||||
pub symbol: String,
|
||||
pub quotes: Vec<Quote>,
|
||||
pub timestamp: i64,
|
||||
}
|
||||
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct Quote {
|
||||
pub timestamp: i64,
|
||||
pub open: Option<f64>,
|
||||
pub high: Option<f64>,
|
||||
pub low: Option<f64>,
|
||||
pub close: Option<f64>,
|
||||
pub volume: Option<u64>,
|
||||
pub adjusted_close: Option<f64>,
|
||||
}
|
||||
|
||||
/// Figi Info based on API calls [https://www.openfigi.com/]
|
||||
/// # Attributes
|
||||
/// isin: ISIN belonging to this legal entity from lei
|
||||
@@ -87,7 +91,7 @@ pub struct YahooCompanyDetails {
|
||||
}
|
||||
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct CompanyCrossPlatformInfo {
|
||||
pub struct CompanyCrossPlatformData {
|
||||
pub name: String,
|
||||
pub isin_tickers_map: HashMap<String, Vec<String>>, // ISIN -> Tickers
|
||||
pub sector: Option<String>,
|
||||
@@ -109,18 +113,32 @@ pub struct WarrantInfo {
|
||||
pub warrants: HashMap<String, Vec<FigiInfo>>, // ISIN -> Vec<FigiInfo> (grouped by ISIN)
|
||||
}
|
||||
|
||||
/// Option Info
|
||||
///
|
||||
/// Information for Option securities fetched out of Name in FigiInfo
|
||||
/// example1: "name": "December 25 Calls on ALPHA GA",
|
||||
/// issued by NULL Call Option for underlying company ALPHA GA
|
||||
/// other formats like only on company instead of two, underlying and issuing company are the same, leave issuer_company_name NULL
|
||||
/// Options Info replaced by OptionData
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct OptionInfo {
|
||||
pub underlying_company_name: String, // key in CompanyInfo, key for OptionInfo
|
||||
pub issuer_company_name: Option<String>, // key in CompanyInfo
|
||||
pub option_type: String, // "put" or "call"
|
||||
pub options: HashMap<String, Vec<FigiInfo>>, // ISIN -> Vec<FigiInfo> (grouped by ISIN)
|
||||
pub struct OptionData {
|
||||
pub symbol: String,
|
||||
pub expiration_dates: Vec<i64>,
|
||||
pub strikes: Vec<f64>,
|
||||
pub option: Vec<OptionChain>,
|
||||
pub timestamp: i64,
|
||||
}
|
||||
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct OptionChain {
|
||||
pub expiration_date: i64,
|
||||
pub calls: Vec<OptionContract>,
|
||||
pub puts: Vec<OptionContract>,
|
||||
}
|
||||
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct OptionContract {
|
||||
pub strike: f64,
|
||||
pub last_price: Option<f64>,
|
||||
pub bid: Option<f64>,
|
||||
pub ask: Option<f64>,
|
||||
pub volume: Option<u64>,
|
||||
pub open_interest: Option<u64>,
|
||||
pub implied_volatility: Option<f64>,
|
||||
}
|
||||
|
||||
/// Bond parsed details from ticker/description
|
||||
|
||||
@@ -20,14 +20,14 @@ use anyhow::{anyhow, Result};
|
||||
|
||||
/// Represents a write command to be serialized through the log writer
|
||||
enum LogCommand {
|
||||
Write(CompanyCrossPlatformInfo),
|
||||
Write(CompanyCrossPlatformData),
|
||||
Checkpoint,
|
||||
Shutdown,
|
||||
}
|
||||
|
||||
/// Result from processing a single company
|
||||
struct CompanyProcessResult {
|
||||
company: CompanyCrossPlatformInfo,
|
||||
company: CompanyCrossPlatformData,
|
||||
is_update: bool,
|
||||
}
|
||||
|
||||
@@ -36,7 +36,7 @@ struct CompanyProcessResult {
|
||||
fn company_needs_processing(
|
||||
company_name: &str,
|
||||
company_info: &CompanyInfo,
|
||||
existing_companies: &HashMap<String, CompanyCrossPlatformInfo>,
|
||||
existing_companies: &HashMap<String, CompanyCrossPlatformData>,
|
||||
) -> bool {
|
||||
// If company not in existing data at all, definitely needs processing
|
||||
let Some(existing_entry) = existing_companies.get(company_name) else {
|
||||
@@ -732,7 +732,7 @@ async fn scrape_with_retry(
|
||||
async fn process_single_company_validated(
|
||||
name: String,
|
||||
company_info: CompanyInfo,
|
||||
existing_entry: Option<CompanyCrossPlatformInfo>,
|
||||
existing_entry: Option<CompanyCrossPlatformData>,
|
||||
pool: &Arc<ChromeDriverPool>,
|
||||
shutdown_flag: &Arc<AtomicBool>,
|
||||
) -> anyhow::Result<Option<CompanyProcessResult>> {
|
||||
@@ -867,7 +867,7 @@ async fn process_single_company_validated(
|
||||
}
|
||||
|
||||
if !isin_tickers_map.is_empty() {
|
||||
let company_entry = CompanyCrossPlatformInfo {
|
||||
let company_entry = CompanyCrossPlatformData {
|
||||
name: name.clone(),
|
||||
isin_tickers_map,
|
||||
sector,
|
||||
|
||||
@@ -20,15 +20,15 @@ use tokio::sync::mpsc;
|
||||
/// Result of processing a single company
|
||||
#[derive(Debug, Clone)]
|
||||
pub enum CompanyProcessResult {
|
||||
Valid(CompanyCrossPlatformInfo),
|
||||
Valid(CompanyCrossPlatformData),
|
||||
FilteredLowCap { name: String, market_cap: f64 },
|
||||
FilteredNoPrice { name: String },
|
||||
Failed { company: CompanyCrossPlatformInfo, error: String, is_transient: bool },
|
||||
Failed { company: CompanyCrossPlatformData, error: String, is_transient: bool },
|
||||
}
|
||||
|
||||
/// Represents a write command to be serialized through the log writer
|
||||
enum LogCommand {
|
||||
Write(CompanyCrossPlatformInfo),
|
||||
Write(CompanyCrossPlatformData),
|
||||
Checkpoint,
|
||||
Shutdown,
|
||||
}
|
||||
@@ -81,7 +81,7 @@ pub async fn companies_yahoo_cleansed_no_data(paths: &DataPaths) -> Result<usize
|
||||
|
||||
total_count += 1;
|
||||
|
||||
let company: CompanyCrossPlatformInfo = match serde_json::from_str(&line) {
|
||||
let company: CompanyCrossPlatformData = match serde_json::from_str(&line) {
|
||||
Ok(c) => c,
|
||||
Err(e) => {
|
||||
logger::log_warn(&format!(" Failed to parse company on line {}: {}", total_count, e)).await;
|
||||
@@ -194,7 +194,7 @@ pub async fn companies_yahoo_cleansed_low_profile(
|
||||
logger::log_info(" Cleansing companies with low Yahoo profile...").await;
|
||||
|
||||
// === RECOVERY PHASE: Load checkpoint + replay log ===
|
||||
let mut existing_companies: HashMap<String, CompanyCrossPlatformInfo> = HashMap::new();
|
||||
let mut existing_companies: HashMap<String, CompanyCrossPlatformData> = HashMap::new();
|
||||
let mut processed_names: std::collections::HashSet<String> = std::collections::HashSet::new();
|
||||
|
||||
if checkpoint_path.exists() {
|
||||
@@ -206,7 +206,7 @@ pub async fn companies_yahoo_cleansed_low_profile(
|
||||
continue; // Skip incomplete lines
|
||||
}
|
||||
|
||||
match serde_json::from_str::<CompanyCrossPlatformInfo>(line) {
|
||||
match serde_json::from_str::<CompanyCrossPlatformData>(line) {
|
||||
Ok(company) => {
|
||||
processed_names.insert(company.name.clone());
|
||||
existing_companies.insert(company.name.clone(), company);
|
||||
@@ -229,7 +229,7 @@ pub async fn companies_yahoo_cleansed_low_profile(
|
||||
continue; // Skip incomplete lines
|
||||
}
|
||||
|
||||
match serde_json::from_str::<CompanyCrossPlatformInfo>(line) {
|
||||
match serde_json::from_str::<CompanyCrossPlatformData>(line) {
|
||||
Ok(company) => {
|
||||
processed_names.insert(company.name.clone());
|
||||
existing_companies.insert(company.name.clone(), company);
|
||||
@@ -251,7 +251,7 @@ pub async fn companies_yahoo_cleansed_low_profile(
|
||||
logger::log_info(&format!("Loaded {} companies from input", input_companies.len())).await;
|
||||
|
||||
// === BUILD PENDING LIST (smart skip logic) ===
|
||||
let mut pending: Vec<CompanyCrossPlatformInfo> = input_companies
|
||||
let mut pending: Vec<CompanyCrossPlatformData> = input_companies
|
||||
.into_iter()
|
||||
.filter(|company| company_needs_processing(company, &existing_companies))
|
||||
.collect();
|
||||
@@ -608,7 +608,7 @@ pub async fn companies_yahoo_cleansed_low_profile(
|
||||
|
||||
/// Helper function to spawn a validation task (reduces code duplication)
|
||||
fn spawn_validation_task(
|
||||
company: CompanyCrossPlatformInfo,
|
||||
company: CompanyCrossPlatformData,
|
||||
yahoo_pool: &Arc<YahooClientPool>,
|
||||
paths: &Arc<DataPaths>,
|
||||
write_tx: &mpsc::Sender<LogCommand>,
|
||||
@@ -688,7 +688,7 @@ fn spawn_validation_task(
|
||||
|
||||
/// Process a single company with full error categorization
|
||||
async fn process_company_with_validation(
|
||||
company: &CompanyCrossPlatformInfo,
|
||||
company: &CompanyCrossPlatformData,
|
||||
yahoo_pool: &Arc<YahooClientPool>,
|
||||
paths: &DataPaths,
|
||||
) -> CompanyProcessResult {
|
||||
@@ -897,8 +897,8 @@ async fn save_company_core_data(
|
||||
|
||||
/// Check if a company needs processing (validation check)
|
||||
fn company_needs_processing(
|
||||
company: &CompanyCrossPlatformInfo,
|
||||
existing_companies: &HashMap<String, CompanyCrossPlatformInfo>,
|
||||
company: &CompanyCrossPlatformData,
|
||||
existing_companies: &HashMap<String, CompanyCrossPlatformData>,
|
||||
) -> bool {
|
||||
// If company exists in cleaned output, skip it
|
||||
!existing_companies.contains_key(&company.name)
|
||||
|
||||
@@ -29,7 +29,7 @@ enum LogCommand {
|
||||
|
||||
/// Type alias for enrichment function
|
||||
type EnrichmentFn = Arc<
|
||||
dyn Fn(CompanyCrossPlatformInfo, Arc<YahooClientPool>, DataPaths)
|
||||
dyn Fn(CompanyCrossPlatformData, Arc<YahooClientPool>, DataPaths)
|
||||
-> Pin<Box<dyn Future<Output = anyhow::Result<()>> + Send>>
|
||||
+ Send
|
||||
+ Sync
|
||||
@@ -104,7 +104,7 @@ pub async fn enrich_companies_with_events(
|
||||
logger::log_info(&format!("Found {} companies to process", total_companies)).await;
|
||||
|
||||
// Filter companies that need enrichment
|
||||
let pending_companies: Vec<CompanyCrossPlatformInfo> = companies
|
||||
let pending_companies: Vec<CompanyCrossPlatformData> = companies
|
||||
.into_iter()
|
||||
.filter(|company| !enriched_companies.contains(&company.name))
|
||||
.collect();
|
||||
@@ -140,7 +140,7 @@ pub async fn enrich_companies_with_events(
|
||||
let failed_count = Arc::new(AtomicUsize::new(0));
|
||||
|
||||
// Log writer channel with batching and fsync
|
||||
let (log_tx, mut log_rx) = mpsc::channel::<LogCommand>(1000);
|
||||
let (log_tx, log_rx) = mpsc::channel::<LogCommand>(1000);
|
||||
|
||||
// Spawn log writer task
|
||||
let log_writer_handle = spawn_log_writer(
|
||||
@@ -283,7 +283,7 @@ async fn track_events_completion(
|
||||
|
||||
/// Enrich a single company with event data
|
||||
async fn enrich_company_with_events(
|
||||
company: &CompanyCrossPlatformInfo,
|
||||
company: &CompanyCrossPlatformData,
|
||||
yahoo_pool: &Arc<YahooClientPool>,
|
||||
paths: &DataPaths,
|
||||
) -> anyhow::Result<()> {
|
||||
@@ -438,7 +438,7 @@ pub async fn enrich_companies_with_option(
|
||||
logger::log_info(&format!("Found {} companies to process", total_companies)).await;
|
||||
|
||||
// Filter companies that need enrichment
|
||||
let pending_companies: Vec<CompanyCrossPlatformInfo> = companies
|
||||
let pending_companies: Vec<CompanyCrossPlatformData> = companies
|
||||
.into_iter()
|
||||
.filter(|company| !enriched_companies.contains(&company.name))
|
||||
.collect();
|
||||
@@ -474,7 +474,7 @@ pub async fn enrich_companies_with_option(
|
||||
let failed_count = Arc::new(AtomicUsize::new(0));
|
||||
|
||||
// Log writer channel with batching and fsync
|
||||
let (log_tx, mut log_rx) = mpsc::channel::<LogCommand>(1000);
|
||||
let (log_tx, log_rx) = mpsc::channel::<LogCommand>(1000);
|
||||
|
||||
// Spawn log writer task
|
||||
let log_writer_handle = spawn_log_writer(
|
||||
@@ -605,7 +605,7 @@ async fn track_option_completion(
|
||||
|
||||
/// Enrich a single company with option data
|
||||
async fn enrich_company_with_option(
|
||||
company: &CompanyCrossPlatformInfo,
|
||||
company: &CompanyCrossPlatformData,
|
||||
yahoo_pool: &Arc<YahooClientPool>,
|
||||
paths: &DataPaths,
|
||||
) -> anyhow::Result<()> {
|
||||
@@ -697,7 +697,7 @@ pub async fn enrich_companies_with_chart(
|
||||
logger::log_info(&format!("Found {} companies to process", total_companies)).await;
|
||||
|
||||
// Filter companies that need enrichment
|
||||
let pending_companies: Vec<CompanyCrossPlatformInfo> = companies
|
||||
let pending_companies: Vec<CompanyCrossPlatformData> = companies
|
||||
.into_iter()
|
||||
.filter(|company| !enriched_companies.contains(&company.name))
|
||||
.collect();
|
||||
@@ -733,7 +733,7 @@ pub async fn enrich_companies_with_chart(
|
||||
let failed_count = Arc::new(AtomicUsize::new(0));
|
||||
|
||||
// Log writer channel with batching and fsync
|
||||
let (log_tx, mut log_rx) = mpsc::channel::<LogCommand>(1000);
|
||||
let (log_tx, log_rx) = mpsc::channel::<LogCommand>(1000);
|
||||
|
||||
// Spawn log writer task
|
||||
let log_writer_handle = spawn_log_writer(
|
||||
@@ -864,7 +864,7 @@ async fn track_chart_completion(
|
||||
|
||||
/// Enrich a single company with chart data
|
||||
async fn enrich_company_with_chart(
|
||||
company: &CompanyCrossPlatformInfo,
|
||||
company: &CompanyCrossPlatformData,
|
||||
yahoo_pool: &Arc<YahooClientPool>,
|
||||
paths: &DataPaths,
|
||||
) -> anyhow::Result<()> {
|
||||
@@ -1005,7 +1005,7 @@ fn spawn_log_writer(
|
||||
/// - `shutdown_flag`: Flag to signal shutdown
|
||||
/// - `enrichment_fn`: The specific enrichment function to call (events, option, chart, etc.)
|
||||
fn spawn_enrichment_task(
|
||||
company: CompanyCrossPlatformInfo,
|
||||
company: CompanyCrossPlatformData,
|
||||
yahoo_pool: Arc<YahooClientPool>,
|
||||
paths: DataPaths,
|
||||
processed_count: Arc<AtomicUsize>,
|
||||
|
||||
@@ -517,7 +517,7 @@ async fn process_lei_figi_file_batched(
|
||||
|
||||
let mut common_batch: Vec<CompanyInfo> = Vec::new();
|
||||
let mut warrants_batch: Vec<WarrantInfo> = Vec::new();
|
||||
let mut options_batch: Vec<OptionInfo> = Vec::new();
|
||||
let mut options_batch: Vec<OptionData> = Vec::new();
|
||||
let mut corporate_bonds_batch: Vec<CorporateBondInfo> = Vec::new();
|
||||
let mut government_bonds_batch: Vec<GovernmentBondInfo> = Vec::new();
|
||||
|
||||
@@ -538,7 +538,7 @@ async fn process_lei_figi_file_batched(
|
||||
|
||||
// Group by security type
|
||||
let (common_stocks, warrant_securities, option_securities, corporate_bonds_securities, government_bonds_securities) =
|
||||
group_by_security_type(&figis);
|
||||
group_securities(&figis);
|
||||
|
||||
// Collect entries for batching and update existing keys
|
||||
if !common_stocks.is_empty() {
|
||||
@@ -738,7 +738,7 @@ fn prepare_warrant_entries(
|
||||
fn prepare_option_entries(
|
||||
option_securities: &[FigiInfo],
|
||||
existing_keys: &HashSet<String>,
|
||||
) -> Vec<OptionInfo> {
|
||||
) -> Vec<OptionData> {
|
||||
let mut entries = Vec::new();
|
||||
|
||||
for figi in option_securities {
|
||||
@@ -753,7 +753,7 @@ fn prepare_option_entries(
|
||||
continue;
|
||||
}
|
||||
|
||||
let option_info = OptionInfo {
|
||||
let option_info = OptionData {
|
||||
underlying_company_name: underlying.clone(),
|
||||
issuer_company_name: issuer,
|
||||
option_type: option_type.clone(),
|
||||
@@ -898,7 +898,7 @@ fn prepare_government_bond_entries(
|
||||
}
|
||||
|
||||
/// Groups FigiInfo list by security type
|
||||
fn group_by_security_type(figis: &[FigiInfo]) -> (Vec<FigiInfo>, Vec<FigiInfo>, Vec<FigiInfo>, Vec<FigiInfo>, Vec<FigiInfo>) {
|
||||
fn group_securities(figis: &[FigiInfo]) -> (Vec<FigiInfo>, Vec<FigiInfo>, Vec<FigiInfo>, Vec<FigiInfo>, Vec<FigiInfo>) {
|
||||
let mut common_stocks:Vec<FigiInfo> = Vec::new();
|
||||
let mut warrants:Vec<FigiInfo> = Vec::new();
|
||||
let mut options:Vec<FigiInfo> = Vec::new();
|
||||
|
||||
@@ -303,7 +303,7 @@ pub async fn get_all_tickers_from_companies_jsonl(paths: &DataPaths) -> anyhow::
|
||||
let content = tokio::fs::read_to_string(companies_file).await?;
|
||||
let mut tickers = Vec::new();
|
||||
for line in content.lines() {
|
||||
let company: CompanyCrossPlatformInfo = serde_json::from_str(line)?;
|
||||
let company: CompanyCrossPlatformData = serde_json::from_str(line)?;
|
||||
for (_isin, ticker_vec) in company.isin_tickers_map {
|
||||
tickers.extend(ticker_vec);
|
||||
}
|
||||
@@ -314,7 +314,7 @@ pub async fn get_all_tickers_from_companies_jsonl(paths: &DataPaths) -> anyhow::
|
||||
pub async fn fetch_earnings_with_pool(
|
||||
pool: &Arc<ChromeDriverPool>,
|
||||
ticker: &str,
|
||||
) -> anyhow::Result<Vec<CompanyEvent>> {
|
||||
) -> anyhow::Result<Vec<CompanyEventData>> {
|
||||
let ticker = ticker.to_string();
|
||||
let url = format!("https://finance.yahoo.com/calendar/earnings?symbol={}&offset=0&size=100", ticker);
|
||||
|
||||
@@ -329,7 +329,7 @@ pub async fn fetch_earnings_with_pool(
|
||||
}).await
|
||||
}
|
||||
|
||||
pub async fn extract_earnings_events(client: &Client, ticker: &str) -> Result<Vec<CompanyEvent>> {
|
||||
pub async fn extract_earnings_events(client: &Client, ticker: &str) -> Result<Vec<CompanyEventData>> {
|
||||
// Wait for the table to load
|
||||
let table = client
|
||||
.wait()
|
||||
@@ -403,7 +403,7 @@ pub async fn extract_earnings_events(client: &Client, ticker: &str) -> Result<Ve
|
||||
None
|
||||
};
|
||||
|
||||
events.push(CompanyEvent {
|
||||
events.push(CompanyEventData {
|
||||
ticker: ticker.to_string(),
|
||||
date,
|
||||
time,
|
||||
|
||||
@@ -3,7 +3,8 @@ use crate::config::Config;
|
||||
use crate::util::directories::DataPaths;
|
||||
use crate::util::integrity::{DataStage, StateManager, directory_reference};
|
||||
use crate::util::logger;
|
||||
use crate::scraper::yahoo::{YahooClientPool, ChartData};
|
||||
use crate::scraper::yahoo::{YahooClientPool};
|
||||
use crate::corporate::types::*;
|
||||
|
||||
use std::result::Result::Ok;
|
||||
use chrono::{TimeZone, Utc};
|
||||
|
||||
@@ -2,6 +2,7 @@
|
||||
use super::docker_vpn_proxy::DockerVpnProxyPool;
|
||||
use crate::config::Config;
|
||||
use crate::util::logger;
|
||||
use crate::corporate::types::*;
|
||||
use anyhow::{Context, Result, anyhow};
|
||||
use serde::{Deserialize, Serialize};
|
||||
use serde_json::Value;
|
||||
@@ -191,51 +192,6 @@ pub struct QuoteSummary {
|
||||
pub timestamp: i64,
|
||||
}
|
||||
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct ChartData {
|
||||
pub symbol: String,
|
||||
pub quotes: Vec<Quote>,
|
||||
pub timestamp: i64,
|
||||
}
|
||||
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct Quote {
|
||||
pub timestamp: i64,
|
||||
pub open: Option<f64>,
|
||||
pub high: Option<f64>,
|
||||
pub low: Option<f64>,
|
||||
pub close: Option<f64>,
|
||||
pub volume: Option<u64>,
|
||||
pub adjusted_close: Option<f64>,
|
||||
}
|
||||
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct OptionData {
|
||||
pub symbol: String,
|
||||
pub expiration_dates: Vec<i64>,
|
||||
pub strikes: Vec<f64>,
|
||||
pub option: Vec<OptionChain>,
|
||||
pub timestamp: i64,
|
||||
}
|
||||
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct OptionChain {
|
||||
pub expiration_date: i64,
|
||||
pub calls: Vec<OptionContract>,
|
||||
pub puts: Vec<OptionContract>,
|
||||
}
|
||||
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct OptionContract {
|
||||
pub strike: f64,
|
||||
pub last_price: Option<f64>,
|
||||
pub bid: Option<f64>,
|
||||
pub ask: Option<f64>,
|
||||
pub volume: Option<u64>,
|
||||
pub open_interest: Option<u64>,
|
||||
pub implied_volatility: Option<f64>,
|
||||
}
|
||||
|
||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||
pub struct SearchResult {
|
||||
pub symbol: String,
|
||||
@@ -279,8 +235,8 @@ impl YahooClient {
|
||||
|
||||
let client = ClientBuilder::new()
|
||||
.proxy(proxy)
|
||||
.timeout(Duration::from_secs(30)) // CHANGED: Reduced from 90s to 30s
|
||||
.connect_timeout(Duration::from_secs(10)) // CHANGED: Reduced from 30s to 10s
|
||||
.timeout(Duration::from_secs(30))
|
||||
.connect_timeout(Duration::from_secs(10))
|
||||
.pool_max_idle_per_host(2)
|
||||
.pool_idle_timeout(Duration::from_secs(60))
|
||||
.cookie_store(true)
|
||||
|
||||
Reference in New Issue
Block a user