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main
| Author | SHA1 | Date | |
|---|---|---|---|
| 2fe06a9d88 | |||
| 9db4320c40 | |||
| eeae94e041 | |||
| e57a013224 | |||
| bbc19f2110 | |||
| 9cfcae84ea | |||
| 7b680f960f | |||
| 462f7ca672 |
4
.gitignore
vendored
4
.gitignore
vendored
@@ -17,6 +17,9 @@ target/
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# option (not recommended) you can uncomment the following to ignore the entire idea folder.
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# option (not recommended) you can uncomment the following to ignore the entire idea folder.
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#.idea/
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#.idea/
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# env
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.env
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# Added by cargo
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# Added by cargo
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@@ -30,3 +33,4 @@ target/
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/corporate_events*
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/corporate_events*
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/corporate_prices*
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/corporate_prices*
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/corporate_event_changes*
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/corporate_event_changes*
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/data*
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1289
Cargo.lock
generated
1289
Cargo.lock
generated
File diff suppressed because it is too large
Load Diff
12
Cargo.toml
12
Cargo.toml
@@ -17,13 +17,23 @@ categories = ["finance", "data-structures", "asynchronous"]
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tokio = { version = "1.38", features = ["full"] }
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tokio = { version = "1.38", features = ["full"] }
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# Web scraping & HTTP
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# Web scraping & HTTP
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reqwest = { version = "0.12", features = ["json", "gzip", "brotli", "deflate"] }
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reqwest = { version = "0.12", features = ["json", "gzip", "brotli", "deflate", "blocking"] }
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scraper = "0.19" # HTML parsing for Yahoo earnings pages
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scraper = "0.19" # HTML parsing for Yahoo earnings pages
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fantoccini = { version = "0.20", features = ["rustls-tls"] } # Headless Chrome for finanzen.net
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fantoccini = { version = "0.20", features = ["rustls-tls"] } # Headless Chrome for finanzen.net
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yfinance-rs = "0.7.2"
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# Serialization
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# Serialization
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serde = { version = "1.0", features = ["derive"] }
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serde = { version = "1.0", features = ["derive"] }
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serde_json = "1.0"
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serde_json = "1.0"
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csv = "1.3"
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zip = "6.0.0"
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flate2 = "1.1.5"
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# Generating
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rand = "0.9.2"
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# Environment handling
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dotenvy = "0.15"
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# Date & time
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# Date & time
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chrono = { version = "0.4", features = ["serde"] }
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chrono = { version = "0.4", features = ["serde"] }
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46
fx_rates.json
Normal file
46
fx_rates.json
Normal file
@@ -0,0 +1,46 @@
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{
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"CHF": [
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0.808996035919424,
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"2025-11-25"
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],
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"JPY": [
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0.0064,
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"2025-11-25"
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],
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"INR": [
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89.28571428571429,
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"2025-11-25"
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],
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"GBp": [
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0.7603406326034063,
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"2025-11-25"
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],
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"AUD": [
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1.5463120457708364,
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"2025-11-25"
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],
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"SAR": [
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3.750937734433609,
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"2025-11-25"
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],
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"TWD": [
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31.446540880503143,
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"2025-11-25"
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],
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"CNY": [
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7.087172218284904,
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"2025-11-25"
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],
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"HKD": [
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7.776049766718508,
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"2025-11-25"
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],
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"CAD": [
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1.4110342881332016,
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"2025-11-25"
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],
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"EUR": [
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0.8649022660439372,
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"2025-11-25"
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]
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}
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@@ -28,11 +28,3 @@ impl Config {
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future.format("%Y-%m-%d").to_string()
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future.format("%Y-%m-%d").to_string()
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}
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}
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}
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}
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pub fn get_tickers() -> Vec<String> {
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vec![
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"AAPL", "MSFT", "NVDA", "GOOGL", "AMZN",
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"TSLA", "META", "JPM", "V", "WMT",
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// ... your 100–500 tickers here
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].into_iter().map(String::from).collect()
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}
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194
src/corporate/aggregation.rs
Normal file
194
src/corporate/aggregation.rs
Normal file
@@ -0,0 +1,194 @@
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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 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(lei: &str) -> anyhow::Result<()> {
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let company_dir = get_company_dir(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 mut 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
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let usd_rate = super::fx::get_usd_rate(&p.currency).await.unwrap_or(1.0);
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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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|
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aggregated.sort_by_key(|p| (p.date.clone(), p.time.clone()));
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|
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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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|
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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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|
|
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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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|
|
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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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|
|
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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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51
src/corporate/fx.rs
Normal file
51
src/corporate/fx.rs
Normal file
@@ -0,0 +1,51 @@
|
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|
// src/corporate/fx.rs
|
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|
use std::collections::HashMap;
|
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|
use reqwest;
|
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|
use serde_json::Value;
|
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|
use tokio::fs;
|
||||||
|
use std::path::Path;
|
||||||
|
|
||||||
|
static FX_CACHE_PATH: &str = "fx_rates.json";
|
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|
|
||||||
|
pub async fn get_usd_rate(currency: &str) -> anyhow::Result<f64> {
|
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|
if currency == "USD" {
|
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|
return Ok(1.0);
|
||||||
|
}
|
||||||
|
|
||||||
|
let mut cache: HashMap<String, (f64, String)> = if Path::new(FX_CACHE_PATH).exists() {
|
||||||
|
let content = fs::read_to_string(FX_CACHE_PATH).await?;
|
||||||
|
serde_json::from_str(&content).unwrap_or_default()
|
||||||
|
} else {
|
||||||
|
HashMap::new()
|
||||||
|
};
|
||||||
|
|
||||||
|
let today = chrono::Local::now().format("%Y-%m-%d").to_string();
|
||||||
|
if let Some((rate, date)) = cache.get(currency) {
|
||||||
|
if date == &today {
|
||||||
|
return Ok(*rate);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
let symbol = format!("{}USD=X", currency);
|
||||||
|
let url = format!("https://query1.finance.yahoo.com/v8/finance/chart/{}?range=1d&interval=1d", symbol);
|
||||||
|
|
||||||
|
let json: Value = reqwest::Client::new()
|
||||||
|
.get(&url)
|
||||||
|
.header("User-Agent", "Mozilla/5.0")
|
||||||
|
.send()
|
||||||
|
.await?
|
||||||
|
.json()
|
||||||
|
.await?;
|
||||||
|
|
||||||
|
let close = json["chart"]["result"][0]["meta"]["regularMarketPrice"]
|
||||||
|
.as_f64()
|
||||||
|
.or_else(|| json["chart"]["result"][0]["indicators"]["quote"][0]["close"][0].as_f64())
|
||||||
|
.unwrap_or(1.0);
|
||||||
|
|
||||||
|
let rate = if currency == "JPY" || currency == "KRW" { close } else { 1.0 / close }; // inverse pairs
|
||||||
|
|
||||||
|
cache.insert(currency.to_string(), (rate, today.clone()));
|
||||||
|
let _ = fs::write(FX_CACHE_PATH, serde_json::to_string_pretty(&cache)?).await;
|
||||||
|
|
||||||
|
Ok(rate)
|
||||||
|
}
|
||||||
70
src/corporate/helpers.rs
Normal file
70
src/corporate/helpers.rs
Normal file
@@ -0,0 +1,70 @@
|
|||||||
|
// src/corporate/helpers.rs
|
||||||
|
use super::types::*;
|
||||||
|
use chrono::{Local, NaiveDate};
|
||||||
|
use std::collections::{HashMap, HashSet};
|
||||||
|
|
||||||
|
pub fn event_key(e: &CompanyEvent) -> String {
|
||||||
|
format!("{}|{}|{}", e.ticker, e.date, e.time)
|
||||||
|
}
|
||||||
|
|
||||||
|
pub fn detect_changes(old: &CompanyEvent, new: &CompanyEvent, today: &str) -> Vec<CompanyEventChange> {
|
||||||
|
let mut changes = Vec::new();
|
||||||
|
let ts = Local::now().format("%Y-%m-%d %H:%M:%S").to_string();
|
||||||
|
|
||||||
|
if new.date.as_str() <= today { return changes; }
|
||||||
|
|
||||||
|
if old.time != new.time {
|
||||||
|
changes.push(CompanyEventChange {
|
||||||
|
ticker: new.ticker.clone(),
|
||||||
|
date: new.date.clone(),
|
||||||
|
field_changed: "time".to_string(),
|
||||||
|
old_value: old.time.clone(),
|
||||||
|
new_value: new.time.clone(),
|
||||||
|
detected_at: ts.clone(),
|
||||||
|
});
|
||||||
|
}
|
||||||
|
|
||||||
|
if old.eps_forecast != new.eps_forecast {
|
||||||
|
changes.push(CompanyEventChange {
|
||||||
|
ticker: new.ticker.clone(),
|
||||||
|
date: new.date.clone(),
|
||||||
|
field_changed: "eps_forecast".to_string(),
|
||||||
|
old_value: format!("{:?}", old.eps_forecast),
|
||||||
|
new_value: format!("{:?}", new.eps_forecast),
|
||||||
|
detected_at: ts.clone(),
|
||||||
|
});
|
||||||
|
}
|
||||||
|
|
||||||
|
if old.eps_actual != new.eps_actual {
|
||||||
|
changes.push(CompanyEventChange {
|
||||||
|
ticker: new.ticker.clone(),
|
||||||
|
date: new.date.clone(),
|
||||||
|
field_changed: "eps_actual".to_string(),
|
||||||
|
old_value: format!("{:?}", old.eps_actual),
|
||||||
|
new_value: format!("{:?}", new.eps_actual),
|
||||||
|
detected_at: ts.clone(),
|
||||||
|
});
|
||||||
|
}
|
||||||
|
|
||||||
|
// Add similar for revenue if applicable
|
||||||
|
|
||||||
|
changes
|
||||||
|
}
|
||||||
|
|
||||||
|
pub fn price_key(p: &CompanyPrice) -> String {
|
||||||
|
if p.time.is_empty() {
|
||||||
|
format!("{}|{}", p.ticker, p.date)
|
||||||
|
} else {
|
||||||
|
format!("{}|{}|{}", p.ticker, p.date, p.time)
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
pub fn parse_float(s: &str) -> Option<f64> {
|
||||||
|
s.replace("--", "").replace(",", "").parse::<f64>().ok()
|
||||||
|
}
|
||||||
|
|
||||||
|
pub fn parse_yahoo_date(s: &str) -> anyhow::Result<NaiveDate> {
|
||||||
|
NaiveDate::parse_from_str(s, "%B %d, %Y")
|
||||||
|
.or_else(|_| NaiveDate::parse_from_str(s, "%b %d, %Y"))
|
||||||
|
.map_err(|_| anyhow::anyhow!("Bad date: {s}"))
|
||||||
|
}
|
||||||
@@ -3,6 +3,10 @@ pub mod types;
|
|||||||
pub mod scraper;
|
pub mod scraper;
|
||||||
pub mod storage;
|
pub mod storage;
|
||||||
pub mod update;
|
pub mod update;
|
||||||
|
pub mod helpers;
|
||||||
|
pub mod aggregation;
|
||||||
|
pub mod fx;
|
||||||
|
pub mod openfigi;
|
||||||
|
|
||||||
pub use types::*;
|
pub use types::*;
|
||||||
pub use update::run_full_update;
|
pub use update::run_full_update;
|
||||||
172
src/corporate/openfigi.rs
Normal file
172
src/corporate/openfigi.rs
Normal file
@@ -0,0 +1,172 @@
|
|||||||
|
// src/corporate/openfigi.rs
|
||||||
|
use super::{types::*};
|
||||||
|
use reqwest::Client as HttpClient;
|
||||||
|
use reqwest::header::{HeaderMap, HeaderValue};
|
||||||
|
use serde_json::{json, Value};
|
||||||
|
use std::collections::{HashMap, HashSet};
|
||||||
|
use tokio::time::{sleep, Duration};
|
||||||
|
use anyhow::Context;
|
||||||
|
|
||||||
|
#[derive(Clone)]
|
||||||
|
pub struct OpenFigiClient {
|
||||||
|
client: HttpClient,
|
||||||
|
api_key: Option<String>,
|
||||||
|
has_key: bool,
|
||||||
|
}
|
||||||
|
|
||||||
|
impl OpenFigiClient {
|
||||||
|
pub fn new() -> anyhow::Result<Self> {
|
||||||
|
let api_key = dotenvy::var("OPENFIGI_API_KEY").ok();
|
||||||
|
let has_key = api_key.is_some();
|
||||||
|
|
||||||
|
let mut builder = HttpClient::builder()
|
||||||
|
.user_agent("Mozilla/5.0 (compatible; OpenFIGI-Rust/1.0)")
|
||||||
|
.timeout(Duration::from_secs(30));
|
||||||
|
|
||||||
|
if let Some(key) = &api_key {
|
||||||
|
let mut headers = HeaderMap::new();
|
||||||
|
headers.insert("X-OPENFIGI-APIKEY", HeaderValue::from_str(key)?);
|
||||||
|
builder = builder.default_headers(headers);
|
||||||
|
}
|
||||||
|
|
||||||
|
let client = builder.build().context("Failed to build HTTP client")?;
|
||||||
|
|
||||||
|
println!(
|
||||||
|
"OpenFIGI client initialized: {}",
|
||||||
|
if has_key { "with API key" } else { "no key (limited mode)" }
|
||||||
|
);
|
||||||
|
|
||||||
|
Ok(Self { client, api_key, has_key })
|
||||||
|
}
|
||||||
|
|
||||||
|
/// Batch-map ISINs to FIGI, filtering equities only
|
||||||
|
pub async fn map_isins_to_figi(&self, isins: &[String]) -> anyhow::Result<Vec<String>> {
|
||||||
|
if isins.is_empty() { return Ok(vec![]); }
|
||||||
|
|
||||||
|
let mut all_figis = Vec::new();
|
||||||
|
let chunk_size = if self.has_key { 100 } else { 5 };
|
||||||
|
|
||||||
|
for chunk in isins.chunks(chunk_size) {
|
||||||
|
let jobs: Vec<Value> = chunk.iter()
|
||||||
|
.map(|isin| json!({
|
||||||
|
"idType": "ID_ISIN",
|
||||||
|
"idValue": isin,
|
||||||
|
"marketSecDes": "Equity", // Pre-filter to equities
|
||||||
|
}))
|
||||||
|
.collect();
|
||||||
|
|
||||||
|
let resp = self.client
|
||||||
|
.post("https://api.openfigi.com/v3/mapping")
|
||||||
|
.header("Content-Type", "application/json")
|
||||||
|
.json(&jobs)
|
||||||
|
.send()
|
||||||
|
.await?;
|
||||||
|
|
||||||
|
let status = resp.status();
|
||||||
|
let headers = resp.headers().clone();
|
||||||
|
let body = resp.text().await.unwrap_or_default();
|
||||||
|
|
||||||
|
if status.is_client_error() || status.is_server_error() {
|
||||||
|
if status == 401 {
|
||||||
|
return Err(anyhow::anyhow!("Invalid OpenFIGI API key: {}", body));
|
||||||
|
} else if status == 413 {
|
||||||
|
return Err(anyhow::anyhow!("Payload too large—reduce chunk size: {}", body));
|
||||||
|
} else if status == 429 {
|
||||||
|
let reset = headers
|
||||||
|
.get("ratelimit-reset")
|
||||||
|
.and_then(|v| v.to_str().ok())
|
||||||
|
.unwrap_or("10")
|
||||||
|
.parse::<u64>()
|
||||||
|
.unwrap_or(10);
|
||||||
|
|
||||||
|
println!("Rate limited—backing off {}s", reset);
|
||||||
|
sleep(Duration::from_secs(reset.max(10))).await;
|
||||||
|
continue;
|
||||||
|
}
|
||||||
|
|
||||||
|
return Err(anyhow::anyhow!("OpenFIGI error {}: {}", status, body));
|
||||||
|
}
|
||||||
|
|
||||||
|
// JSON aus dem *Body-String* parsen
|
||||||
|
let results: Vec<Value> = serde_json::from_str(&body)?;
|
||||||
|
for (job, result) in chunk.iter().zip(results) {
|
||||||
|
if let Some(data) = result["data"].as_array() {
|
||||||
|
for item in data {
|
||||||
|
let sec_type = item["securityType"].as_str().unwrap_or("");
|
||||||
|
let market_sec = item["marketSector"].as_str().unwrap_or("");
|
||||||
|
if market_sec == "Equity" &&
|
||||||
|
(sec_type.contains("Stock") || sec_type.contains("Share") || sec_type.contains("Equity") ||
|
||||||
|
sec_type.contains("Common") || sec_type.contains("Preferred") || sec_type == "ADR" || sec_type == "GDR") {
|
||||||
|
if let Some(figi) = item["figi"].as_str() {
|
||||||
|
all_figis.push(figi.to_string());
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
// Rate limit respect: 6s between requests with key
|
||||||
|
if self.has_key {
|
||||||
|
sleep(Duration::from_secs(6)).await;
|
||||||
|
} else {
|
||||||
|
sleep(Duration::from_millis(500)).await; // Slower without key
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
all_figis.dedup(); // Unique FIGIs per LEI
|
||||||
|
Ok(all_figis)
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
/// Build FIGI → LEI map from CSV, filtering equities via OpenFIGI
|
||||||
|
pub async fn build_figi_to_lei_map(lei_to_isins: &HashMap<String, Vec<String>>) -> anyhow::Result<HashMap<String, String>> {
|
||||||
|
let client = OpenFigiClient::new()?;
|
||||||
|
if !client.has_key {
|
||||||
|
println!("No API key—skipping FIGI mapping (using empty map)");
|
||||||
|
return Ok(HashMap::new());
|
||||||
|
}
|
||||||
|
|
||||||
|
let mut figi_to_lei: HashMap<String, String> = HashMap::new();
|
||||||
|
let mut processed = 0;
|
||||||
|
|
||||||
|
for (lei, isins) in lei_to_isins {
|
||||||
|
let unique_isins: Vec<_> = isins.iter().cloned().collect::<HashSet<_>>().into_iter().collect();
|
||||||
|
let equity_figis = client.map_isins_to_figi(&unique_isins).await?;
|
||||||
|
|
||||||
|
for figi in equity_figis {
|
||||||
|
figi_to_lei.insert(figi, lei.clone());
|
||||||
|
}
|
||||||
|
|
||||||
|
processed += 1;
|
||||||
|
if processed % 100 == 0 {
|
||||||
|
println!("Processed {} LEIs → {} total equity FIGIs", processed, figi_to_lei.len());
|
||||||
|
}
|
||||||
|
|
||||||
|
// Throttle per-LEI (heavy LEIs have 100s of ISINs)
|
||||||
|
sleep(Duration::from_millis(100)).await;
|
||||||
|
}
|
||||||
|
|
||||||
|
// Save full map
|
||||||
|
let data_dir = std::path::Path::new("data");
|
||||||
|
tokio::fs::create_dir_all(data_dir).await?;
|
||||||
|
tokio::fs::write("data/figi_to_lei.json", serde_json::to_string_pretty(&figi_to_lei)?).await?;
|
||||||
|
|
||||||
|
println!("Built FIGI→LEI map: {} mappings (equity-only)", figi_to_lei.len());
|
||||||
|
Ok(figi_to_lei)
|
||||||
|
}
|
||||||
|
|
||||||
|
/// Load/build companies using FIGI as key (enriched with LEI via map)
|
||||||
|
pub async fn load_or_build_companies_figi(
|
||||||
|
lei_to_isins: &HashMap<String, Vec<String>>,
|
||||||
|
figi_to_lei: &HashMap<String, String>,
|
||||||
|
) -> anyhow::Result<Vec<CompanyMetadata>> {
|
||||||
|
let data_dir = std::path::Path::new("data/companies_by_figi");
|
||||||
|
tokio::fs::create_dir_all(data_dir).await?;
|
||||||
|
|
||||||
|
let mut companies = Vec::new();
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
println!("Built {} FIGI-keyed companies.", companies.len());
|
||||||
|
Ok(companies)
|
||||||
|
}
|
||||||
@@ -1,12 +1,208 @@
|
|||||||
// src/corporate/scraper.rs
|
// src/corporate/scraper.rs
|
||||||
use super::types::{CompanyEvent, CompanyPrice};
|
use super::{types::*, helpers::*};
|
||||||
|
use csv::ReaderBuilder;
|
||||||
use fantoccini::{Client, Locator};
|
use fantoccini::{Client, Locator};
|
||||||
use scraper::{Html, Selector};
|
use scraper::{Html, Selector};
|
||||||
use chrono::{NaiveDate, Datelike};
|
use chrono::{DateTime, Duration, NaiveDate, Timelike, Utc};
|
||||||
use tokio::time::{sleep, Duration};
|
use tokio::{time::{Duration as TokioDuration, sleep}};
|
||||||
|
use reqwest::Client as HttpClient;
|
||||||
|
use serde_json::Value;
|
||||||
|
use zip::ZipArchive;
|
||||||
|
use std::fs::File;
|
||||||
|
use std::{collections::HashMap};
|
||||||
|
use std::io::{Read, BufReader};
|
||||||
|
|
||||||
const USER_AGENT: &str = "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36";
|
const USER_AGENT: &str = "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36";
|
||||||
|
|
||||||
|
/// Discover all exchanges where this ISIN trades by querying Yahoo Finance
|
||||||
|
pub async fn discover_available_exchanges(isin: &str, known_ticker: &str) -> anyhow::Result<Vec<TickerInfo>> {
|
||||||
|
println!(" Discovering exchanges for ISIN {}", isin);
|
||||||
|
|
||||||
|
let mut discovered_tickers = Vec::new();
|
||||||
|
|
||||||
|
// Try the primary ticker first
|
||||||
|
if let Ok(info) = check_ticker_exists(known_ticker).await {
|
||||||
|
discovered_tickers.push(info);
|
||||||
|
}
|
||||||
|
|
||||||
|
// Search for ISIN directly on Yahoo to find other listings
|
||||||
|
let search_url = format!(
|
||||||
|
"https://query2.finance.yahoo.com/v1/finance/search?q={}"esCount=20&newsCount=0",
|
||||||
|
isin
|
||||||
|
);
|
||||||
|
|
||||||
|
match HttpClient::new()
|
||||||
|
.get(&search_url)
|
||||||
|
.header("User-Agent", USER_AGENT)
|
||||||
|
.send()
|
||||||
|
.await
|
||||||
|
{
|
||||||
|
Ok(resp) => {
|
||||||
|
if let Ok(json) = resp.json::<Value>().await {
|
||||||
|
if let Some(quotes) = json["quotes"].as_array() {
|
||||||
|
for quote in quotes {
|
||||||
|
// First: filter by quoteType directly from search results (faster rejection)
|
||||||
|
let quote_type = quote["quoteType"].as_str().unwrap_or("");
|
||||||
|
if quote_type.to_uppercase() != "EQUITY" {
|
||||||
|
continue; // Skip bonds, ETFs, mutual funds, options, etc.
|
||||||
|
}
|
||||||
|
|
||||||
|
if let Some(symbol) = quote["symbol"].as_str() {
|
||||||
|
// Avoid duplicates
|
||||||
|
if discovered_tickers.iter().any(|t: &TickerInfo| t.ticker == symbol) {
|
||||||
|
continue;
|
||||||
|
}
|
||||||
|
|
||||||
|
// Double-check with full quote data (some search results are misleading)
|
||||||
|
match check_ticker_exists(symbol).await {
|
||||||
|
Ok(info) => {
|
||||||
|
println!(" Found equity listing: {} on {} ({})",
|
||||||
|
symbol, info.exchange_mic, info.currency);
|
||||||
|
discovered_tickers.push(info);
|
||||||
|
}
|
||||||
|
Err(e) => {
|
||||||
|
// Most common: it's not actually equity or not tradable
|
||||||
|
// println!(" Rejected {}: {}", symbol, e);
|
||||||
|
continue;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
// Be respectful to Yahoo
|
||||||
|
sleep(TokioDuration::from_millis(120)).await;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
Err(e) => println!(" Search API error: {}", e),
|
||||||
|
}
|
||||||
|
|
||||||
|
// Also try common exchange suffixes for the base ticker
|
||||||
|
if let Some(base) = known_ticker.split('.').next() {
|
||||||
|
let suffixes = vec![
|
||||||
|
"", // US
|
||||||
|
".L", // London
|
||||||
|
".DE", // Frankfurt/XETRA
|
||||||
|
".PA", // Paris
|
||||||
|
".AS", // Amsterdam
|
||||||
|
".MI", // Milan
|
||||||
|
".SW", // Switzerland
|
||||||
|
".T", // Tokyo
|
||||||
|
".HK", // Hong Kong
|
||||||
|
".SS", // Shanghai
|
||||||
|
".SZ", // Shenzhen
|
||||||
|
".TO", // Toronto
|
||||||
|
".AX", // Australia
|
||||||
|
".SA", // Brazil
|
||||||
|
".MC", // Madrid
|
||||||
|
".BO", // Bombay
|
||||||
|
".NS", // National Stock Exchange India
|
||||||
|
];
|
||||||
|
|
||||||
|
for suffix in suffixes {
|
||||||
|
let test_ticker = format!("{}{}", base, suffix);
|
||||||
|
|
||||||
|
// Skip if already found
|
||||||
|
if discovered_tickers.iter().any(|t| t.ticker == test_ticker) {
|
||||||
|
continue;
|
||||||
|
}
|
||||||
|
|
||||||
|
if let Ok(info) = check_ticker_exists(&test_ticker).await {
|
||||||
|
discovered_tickers.push(info);
|
||||||
|
sleep(TokioDuration::from_millis(100)).await;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
println!(" Found {} tradable exchanges", discovered_tickers.len());
|
||||||
|
Ok(discovered_tickers)
|
||||||
|
}
|
||||||
|
|
||||||
|
/// Check if a ticker exists and get its exchange/currency info
|
||||||
|
async fn check_ticker_exists(ticker: &str) -> anyhow::Result<TickerInfo> {
|
||||||
|
let url = format!(
|
||||||
|
"https://query1.finance.yahoo.com/v10/finance/quoteSummary/{}?modules=price",
|
||||||
|
ticker
|
||||||
|
);
|
||||||
|
|
||||||
|
let resp = HttpClient::new()
|
||||||
|
.get(&url)
|
||||||
|
.header("User-Agent", USER_AGENT)
|
||||||
|
.send()
|
||||||
|
.await?;
|
||||||
|
|
||||||
|
let json: Value = resp.json().await?;
|
||||||
|
|
||||||
|
if let Some(result) = json["quoteSummary"]["result"].as_array() {
|
||||||
|
if result.is_empty() {
|
||||||
|
return Err(anyhow::anyhow!("No quote data for {}", ticker));
|
||||||
|
}
|
||||||
|
|
||||||
|
let quote = &result[0]["price"];
|
||||||
|
|
||||||
|
// CRITICAL: Only accept EQUITY securities
|
||||||
|
let quote_type = quote["quoteType"]
|
||||||
|
.as_str()
|
||||||
|
.unwrap_or("")
|
||||||
|
.to_uppercase();
|
||||||
|
|
||||||
|
if quote_type != "EQUITY" {
|
||||||
|
// Optional: debug what was filtered
|
||||||
|
println!(" → Skipping {} (quoteType: {})", ticker, quote_type);
|
||||||
|
return Err(anyhow::anyhow!("Not an equity: {}", quote_type));
|
||||||
|
}
|
||||||
|
|
||||||
|
let exchange = quote["exchange"].as_str().unwrap_or("");
|
||||||
|
let currency = quote["currency"].as_str().unwrap_or("USD");
|
||||||
|
let short_name = quote["shortName"].as_str().unwrap_or("");
|
||||||
|
|
||||||
|
// Optional: extra sanity — make sure it's not a bond masquerading as equity
|
||||||
|
if short_name.to_uppercase().contains("BOND") ||
|
||||||
|
short_name.to_uppercase().contains("NOTE") ||
|
||||||
|
short_name.to_uppercase().contains("DEBENTURE") {
|
||||||
|
return Err(anyhow::anyhow!("Name suggests debt security"));
|
||||||
|
}
|
||||||
|
|
||||||
|
if !exchange.is_empty() {
|
||||||
|
return Ok(TickerInfo {
|
||||||
|
ticker: ticker.to_string(),
|
||||||
|
exchange_mic: exchange.to_string(),
|
||||||
|
currency: currency.to_string(),
|
||||||
|
primary: false,
|
||||||
|
});
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
Err(anyhow::anyhow!("Invalid or missing data for {}", ticker))
|
||||||
|
}
|
||||||
|
|
||||||
|
/// Convert Yahoo's exchange name to MIC code (best effort)
|
||||||
|
fn exchange_name_to_mic(name: &str) -> String {
|
||||||
|
match name {
|
||||||
|
"NMS" | "NasdaqGS" | "NASDAQ" => "XNAS",
|
||||||
|
"NYQ" | "NYSE" => "XNYS",
|
||||||
|
"LSE" | "London" => "XLON",
|
||||||
|
"FRA" | "Frankfurt" | "GER" | "XETRA" => "XFRA",
|
||||||
|
"PAR" | "Paris" => "XPAR",
|
||||||
|
"AMS" | "Amsterdam" => "XAMS",
|
||||||
|
"MIL" | "Milan" => "XMIL",
|
||||||
|
"JPX" | "Tokyo" => "XJPX",
|
||||||
|
"HKG" | "Hong Kong" => "XHKG",
|
||||||
|
"SHH" | "Shanghai" => "XSHG",
|
||||||
|
"SHZ" | "Shenzhen" => "XSHE",
|
||||||
|
"TOR" | "Toronto" => "XTSE",
|
||||||
|
"ASX" | "Australia" => "XASX",
|
||||||
|
"SAU" | "Saudi" => "XSAU",
|
||||||
|
"SWX" | "Switzerland" => "XSWX",
|
||||||
|
"BSE" | "Bombay" => "XBSE",
|
||||||
|
"NSE" | "NSI" => "XNSE",
|
||||||
|
"TAI" | "Taiwan" => "XTAI",
|
||||||
|
"SAO" | "Sao Paulo" => "BVMF",
|
||||||
|
"MCE" | "Madrid" => "XMAD",
|
||||||
|
_ => name, // Fallback to name itself
|
||||||
|
}.to_string()
|
||||||
|
}
|
||||||
|
|
||||||
pub async fn dismiss_yahoo_consent(client: &Client) -> anyhow::Result<()> {
|
pub async fn dismiss_yahoo_consent(client: &Client) -> anyhow::Result<()> {
|
||||||
let script = r#"
|
let script = r#"
|
||||||
(() => {
|
(() => {
|
||||||
@@ -24,22 +220,21 @@ pub async fn dismiss_yahoo_consent(client: &Client) -> anyhow::Result<()> {
|
|||||||
if done {
|
if done {
|
||||||
break;
|
break;
|
||||||
}
|
}
|
||||||
sleep(Duration::from_millis(500)).await;
|
sleep(TokioDuration::from_millis(500)).await;
|
||||||
}
|
}
|
||||||
Ok(())
|
Ok(())
|
||||||
}
|
}
|
||||||
|
|
||||||
pub async fn fetch_earnings_history(client: &Client, ticker: &str) -> anyhow::Result<Vec<CompanyEvent>> {
|
pub async fn fetch_earnings_history(client: &Client, ticker: &str) -> anyhow::Result<Vec<CompanyEvent>> {
|
||||||
let url = format!("https://finance.yahoo.com/calendar/earnings?symbol={}", ticker);
|
let url = format!("https://finance.yahoo.com/calendar/earnings?symbol={}&offset=0&size=100", ticker);
|
||||||
client.goto(&url).await?;
|
client.goto(&url).await?;
|
||||||
dismiss_yahoo_consent(client).await?;
|
dismiss_yahoo_consent(client).await?;
|
||||||
|
|
||||||
// Load all by clicking "Show More" if present
|
|
||||||
loop {
|
loop {
|
||||||
match client.find(Locator::XPath(r#"//button[contains(text(), 'Show More')]"#)).await {
|
match client.find(Locator::XPath(r#"//button[contains(text(), 'Show More')]"#)).await {
|
||||||
Ok(btn) => {
|
Ok(btn) => {
|
||||||
btn.click().await?;
|
btn.click().await?;
|
||||||
sleep(Duration::from_secs(2)).await;
|
sleep(TokioDuration::from_secs(2)).await;
|
||||||
}
|
}
|
||||||
Err(_) => break,
|
Err(_) => break,
|
||||||
}
|
}
|
||||||
@@ -85,7 +280,7 @@ pub async fn fetch_earnings_history(client: &Client, ticker: &str) -> anyhow::Re
|
|||||||
ticker: ticker.to_string(),
|
ticker: ticker.to_string(),
|
||||||
date: date.format("%Y-%m-%d").to_string(),
|
date: date.format("%Y-%m-%d").to_string(),
|
||||||
time,
|
time,
|
||||||
period: "".to_string(), // No period info available, set to empty
|
period: "".to_string(),
|
||||||
eps_forecast,
|
eps_forecast,
|
||||||
eps_actual,
|
eps_actual,
|
||||||
revenue_forecast: None,
|
revenue_forecast: None,
|
||||||
@@ -98,47 +293,399 @@ pub async fn fetch_earnings_history(client: &Client, ticker: &str) -> anyhow::Re
|
|||||||
Ok(events)
|
Ok(events)
|
||||||
}
|
}
|
||||||
|
|
||||||
pub async fn fetch_price_history(client: &Client, ticker: &str, start: &str, end: &str) -> anyhow::Result<Vec<CompanyPrice>> {
|
fn parse_price(v: Option<&Value>) -> f64 {
|
||||||
let start_ts = NaiveDate::parse_from_str(start, "%Y-%m-%d")?
|
v.and_then(|x| x.as_str())
|
||||||
.and_hms_opt(0, 0, 0).unwrap().and_utc()
|
.and_then(|s| s.replace('$', "").replace(',', "").parse::<f64>().ok())
|
||||||
.timestamp();
|
.or_else(|| v.and_then(|x| x.as_f64()))
|
||||||
|
.unwrap_or(0.0)
|
||||||
|
}
|
||||||
|
|
||||||
let end_ts = NaiveDate::parse_from_str(end, "%Y-%m-%d")?
|
fn parse_volume(v: Option<&Value>) -> u64 {
|
||||||
.succ_opt().unwrap()
|
v.and_then(|x| x.as_str())
|
||||||
.and_hms_opt(0, 0, 0).unwrap().and_utc()
|
.and_then(|s| s.replace(',', "").parse::<u64>().ok())
|
||||||
.timestamp();
|
.or_else(|| v.and_then(|x| x.as_u64()))
|
||||||
|
.unwrap_or(0)
|
||||||
|
}
|
||||||
|
|
||||||
|
pub async fn fetch_daily_price_history(
|
||||||
|
ticker: &str,
|
||||||
|
start_str: &str,
|
||||||
|
end_str: &str,
|
||||||
|
) -> anyhow::Result<Vec<CompanyPrice>> {
|
||||||
|
let start = NaiveDate::parse_from_str(start_str, "%Y-%m-%d")?;
|
||||||
|
let end = NaiveDate::parse_from_str(end_str, "%Y-%m-%d")? + Duration::days(1);
|
||||||
|
|
||||||
|
let mut all_prices = Vec::new();
|
||||||
|
let mut current = start;
|
||||||
|
|
||||||
|
while current < end {
|
||||||
|
let chunk_end = current + Duration::days(730);
|
||||||
|
let actual_end = chunk_end.min(end);
|
||||||
|
|
||||||
|
let period1 = current.and_hms_opt(0, 0, 0).unwrap().and_utc().timestamp();
|
||||||
|
let period2 = actual_end.and_hms_opt(0, 0, 0).unwrap().and_utc().timestamp();
|
||||||
|
|
||||||
|
println!(" Fetching {ticker} {} → {}", current, actual_end - Duration::days(1));
|
||||||
|
|
||||||
|
let url = format!(
|
||||||
|
"https://query1.finance.yahoo.com/v8/finance/chart/{ticker}?period1={period1}&period2={period2}&interval=1d&includeAdjustedClose=true"
|
||||||
|
);
|
||||||
|
|
||||||
|
let json: Value = HttpClient::new()
|
||||||
|
.get(&url)
|
||||||
|
.header("User-Agent", USER_AGENT)
|
||||||
|
.send()
|
||||||
|
.await?
|
||||||
|
.json()
|
||||||
|
.await?;
|
||||||
|
|
||||||
|
let result = &json["chart"]["result"][0];
|
||||||
|
let timestamps = result["timestamp"].as_array().ok_or_else(|| anyhow::anyhow!("No timestamps"))?;
|
||||||
|
let quote = &result["indicators"]["quote"][0];
|
||||||
|
let meta = &result["meta"];
|
||||||
|
let currency = meta["currency"].as_str().unwrap_or("USD").to_string();
|
||||||
|
|
||||||
|
let opens = quote["open"].as_array();
|
||||||
|
let highs = quote["high"].as_array();
|
||||||
|
let lows = quote["low"].as_array();
|
||||||
|
let closes = quote["close"].as_array();
|
||||||
|
let adj_closes = result["indicators"]["adjclose"][0]["adjclose"].as_array()
|
||||||
|
.or_else(|| closes);
|
||||||
|
let volumes = quote["volume"].as_array();
|
||||||
|
|
||||||
|
for (i, ts_val) in timestamps.iter().enumerate() {
|
||||||
|
let ts = ts_val.as_i64().unwrap_or(0);
|
||||||
|
let dt: DateTime<Utc> = DateTime::from_timestamp(ts, 0).unwrap_or_default();
|
||||||
|
let date_str = dt.format("%Y-%m-%d").to_string();
|
||||||
|
|
||||||
|
if date_str < start_str.to_string() || date_str > end_str.to_string() {
|
||||||
|
continue;
|
||||||
|
}
|
||||||
|
|
||||||
|
let open = parse_price(opens.and_then(|a| a.get(i)));
|
||||||
|
let high = parse_price(highs.and_then(|a| a.get(i)));
|
||||||
|
let low = parse_price(lows.and_then(|a| a.get(i)));
|
||||||
|
let close = parse_price(closes.and_then(|a| a.get(i)));
|
||||||
|
let adj_close = parse_price(adj_closes.and_then(|a| a.get(i)));
|
||||||
|
let volume = parse_volume(volumes.and_then(|a| a.get(i)));
|
||||||
|
|
||||||
|
all_prices.push(CompanyPrice {
|
||||||
|
ticker: ticker.to_string(),
|
||||||
|
date: date_str,
|
||||||
|
time: "".to_string(),
|
||||||
|
open,
|
||||||
|
high,
|
||||||
|
low,
|
||||||
|
close,
|
||||||
|
adj_close,
|
||||||
|
volume,
|
||||||
|
currency: currency.clone(),
|
||||||
|
});
|
||||||
|
}
|
||||||
|
|
||||||
|
sleep(TokioDuration::from_millis(200)).await;
|
||||||
|
current = actual_end;
|
||||||
|
}
|
||||||
|
|
||||||
|
all_prices.sort_by_key(|p| (p.date.clone(), p.time.clone()));
|
||||||
|
all_prices.dedup_by(|a, b| a.date == b.date && a.time == b.time);
|
||||||
|
|
||||||
|
println!(" Got {} daily bars for {ticker}", all_prices.len());
|
||||||
|
Ok(all_prices)
|
||||||
|
}
|
||||||
|
|
||||||
|
pub async fn fetch_price_history_5min(
|
||||||
|
ticker: &str,
|
||||||
|
_start: &str,
|
||||||
|
_end: &str,
|
||||||
|
) -> anyhow::Result<Vec<CompanyPrice>> {
|
||||||
|
let now = Utc::now().timestamp();
|
||||||
|
let period1 = now - 5184000;
|
||||||
|
let period2 = now;
|
||||||
|
|
||||||
let url = format!(
|
let url = format!(
|
||||||
"https://query1.finance.yahoo.com/v7/finance/download/{ticker}?period1={start_ts}&period2={end_ts}&interval=1d&events=history&includeAdjustedClose=true"
|
"https://query1.finance.yahoo.com/v8/finance/chart/{ticker}?period1={period1}&period2={period2}&interval=5m&includeAdjustedClose=true"
|
||||||
);
|
);
|
||||||
|
|
||||||
client.goto(&url).await?;
|
let json: Value = HttpClient::new()
|
||||||
let csv = client.source().await?;
|
.get(&url)
|
||||||
|
.header("User-Agent", USER_AGENT)
|
||||||
|
.send()
|
||||||
|
.await?
|
||||||
|
.json()
|
||||||
|
.await?;
|
||||||
|
|
||||||
|
let result = &json["chart"]["result"][0];
|
||||||
|
let timestamps = result["timestamp"].as_array().ok_or_else(|| anyhow::anyhow!("No timestamps"))?;
|
||||||
|
let quote = &result["indicators"]["quote"][0];
|
||||||
|
let meta = &result["meta"];
|
||||||
|
let currency = meta["currency"].as_str().unwrap_or("USD").to_string();
|
||||||
|
|
||||||
let mut prices = Vec::new();
|
let mut prices = Vec::new();
|
||||||
for line in csv.lines().skip(1) {
|
|
||||||
let cols: Vec<&str> = line.split(',').collect();
|
for (i, ts_val) in timestamps.iter().enumerate() {
|
||||||
if cols.len() < 7 { continue; }
|
let ts = ts_val.as_i64().unwrap_or(0);
|
||||||
|
let dt: DateTime<Utc> = DateTime::from_timestamp(ts, 0).unwrap_or_default();
|
||||||
|
let date_str = dt.format("%Y-%m-%d").to_string();
|
||||||
|
let time_str = dt.format("%H:%M:%S").to_string();
|
||||||
|
|
||||||
|
let open = parse_price(quote["open"].as_array().and_then(|a| a.get(i)));
|
||||||
|
let high = parse_price(quote["high"].as_array().and_then(|a| a.get(i)));
|
||||||
|
let low = parse_price(quote["low"].as_array().and_then(|a| a.get(i)));
|
||||||
|
let close = parse_price(quote["close"].as_array().and_then(|a| a.get(i)));
|
||||||
|
let volume = parse_volume(quote["volume"].as_array().and_then(|a| a.get(i)));
|
||||||
|
|
||||||
prices.push(CompanyPrice {
|
prices.push(CompanyPrice {
|
||||||
ticker: ticker.to_string(),
|
ticker: ticker.to_string(),
|
||||||
date: cols[0].to_string(),
|
date: date_str,
|
||||||
open: cols[1].parse()?,
|
time: time_str,
|
||||||
high: cols[2].parse()?,
|
open,
|
||||||
low: cols[3].parse()?,
|
high,
|
||||||
close: cols[4].parse()?,
|
low,
|
||||||
adj_close: cols[5].parse()?,
|
close,
|
||||||
volume: cols[6].parse()?,
|
adj_close: close,
|
||||||
|
volume,
|
||||||
|
currency: currency.clone(),
|
||||||
});
|
});
|
||||||
}
|
}
|
||||||
|
|
||||||
|
prices.sort_by_key(|p| (p.date.clone(), p.time.clone()));
|
||||||
Ok(prices)
|
Ok(prices)
|
||||||
}
|
}
|
||||||
|
|
||||||
fn parse_float(s: &str) -> Option<f64> {
|
/// Fetch the URL of the latest ISIN↔LEI mapping CSV from GLEIF
|
||||||
s.replace("--", "").replace(",", "").parse::<f64>().ok()
|
/// Overengineered; we could just use the static URL, but this shows how to scrape if needed
|
||||||
|
pub async fn _fetch_latest_gleif_isin_lei_mapping_url(client: &Client) -> anyhow::Result<String> {
|
||||||
|
let url = format!("https://www.gleif.org/de/lei-data/lei-mapping/download-isin-to-lei-relationship-files");
|
||||||
|
client.goto(&url).await?;
|
||||||
|
|
||||||
|
let html = client.source().await?;
|
||||||
|
let _document = Html::parse_document(&html);
|
||||||
|
let _row_sel = Selector::parse("table tbody tr").unwrap();
|
||||||
|
let isin_lei = "".to_string();
|
||||||
|
|
||||||
|
Ok(isin_lei)
|
||||||
}
|
}
|
||||||
|
|
||||||
fn parse_yahoo_date(s: &str) -> anyhow::Result<NaiveDate> {
|
pub async fn download_isin_lei_csv() -> anyhow::Result<Option<String>> {
|
||||||
NaiveDate::parse_from_str(s, "%B %d, %Y")
|
let url = "https://mapping.gleif.org/api/v2/isin-lei/9315e3e3-305a-4e71-b062-46714740fa8d/download";
|
||||||
.or_else(|_| NaiveDate::parse_from_str(s, "%b %d, %Y"))
|
let zip_path = "data/isin_lei.zip";
|
||||||
.map_err(|_| anyhow::anyhow!("Bad date: {s}"))
|
let csv_path = "data/isin_lei.csv";
|
||||||
|
|
||||||
|
if let Err(e) = std::fs::create_dir_all("data") {
|
||||||
|
println!("Failed to create data directory: {e}");
|
||||||
|
return Ok(None);
|
||||||
|
}
|
||||||
|
|
||||||
|
// Download ZIP
|
||||||
|
let bytes = match reqwest::Client::builder()
|
||||||
|
.user_agent(USER_AGENT)
|
||||||
|
.timeout(std::time::Duration::from_secs(30))
|
||||||
|
.build()
|
||||||
|
.and_then(|c| Ok(c))
|
||||||
|
{
|
||||||
|
Ok(client) => match client.get(url).send().await {
|
||||||
|
Ok(resp) if resp.status().is_success() => match resp.bytes().await {
|
||||||
|
Ok(b) => b,
|
||||||
|
Err(e) => {
|
||||||
|
println!("Failed to read ZIP bytes: {e}");
|
||||||
|
return Ok(None);
|
||||||
|
}
|
||||||
|
},
|
||||||
|
Ok(resp) => {
|
||||||
|
println!("Server returned HTTP {}", resp.status());
|
||||||
|
return Ok(None);
|
||||||
|
}
|
||||||
|
Err(e) => {
|
||||||
|
println!("Failed to download ISIN/LEI ZIP: {e}");
|
||||||
|
return Ok(None);
|
||||||
|
}
|
||||||
|
},
|
||||||
|
Err(e) => {
|
||||||
|
println!("Failed to create HTTP client: {e}");
|
||||||
|
return Ok(None);
|
||||||
|
}
|
||||||
|
};
|
||||||
|
|
||||||
|
if let Err(e) = tokio::fs::write(zip_path, &bytes).await {
|
||||||
|
println!("Failed to write ZIP file: {e}");
|
||||||
|
return Ok(None);
|
||||||
|
}
|
||||||
|
|
||||||
|
// Extract CSV
|
||||||
|
let archive = match std::fs::File::open(zip_path)
|
||||||
|
.map(ZipArchive::new)
|
||||||
|
{
|
||||||
|
Ok(Ok(a)) => a,
|
||||||
|
Ok(Err(e)) => {
|
||||||
|
println!("Invalid ZIP: {e}");
|
||||||
|
return Ok(None);
|
||||||
|
}
|
||||||
|
Err(e) => {
|
||||||
|
println!("Cannot open ZIP file: {e}");
|
||||||
|
return Ok(None);
|
||||||
|
}
|
||||||
|
};
|
||||||
|
|
||||||
|
let mut archive = archive;
|
||||||
|
|
||||||
|
let idx = match (0..archive.len()).find(|&i| {
|
||||||
|
archive.by_index(i)
|
||||||
|
.map(|f| f.name().ends_with(".csv"))
|
||||||
|
.unwrap_or(false)
|
||||||
|
}) {
|
||||||
|
Some(i) => i,
|
||||||
|
None => {
|
||||||
|
println!("ZIP did not contain a CSV file");
|
||||||
|
return Ok(None);
|
||||||
|
}
|
||||||
|
};
|
||||||
|
|
||||||
|
let mut csv_file = match archive.by_index(idx) {
|
||||||
|
Ok(f) => f,
|
||||||
|
Err(e) => {
|
||||||
|
println!("Failed to read CSV entry: {e}");
|
||||||
|
return Ok(None);
|
||||||
|
}
|
||||||
|
};
|
||||||
|
|
||||||
|
let mut csv_bytes = Vec::new();
|
||||||
|
if let Err(e) = csv_file.read_to_end(&mut csv_bytes) {
|
||||||
|
println!("Failed to extract CSV: {e}");
|
||||||
|
return Ok(None);
|
||||||
|
}
|
||||||
|
|
||||||
|
if let Err(e) = tokio::fs::write(csv_path, &csv_bytes).await {
|
||||||
|
println!("Failed to save CSV file: {e}");
|
||||||
|
return Ok(None);
|
||||||
|
}
|
||||||
|
|
||||||
|
Ok(Some(csv_path.to_string()))
|
||||||
|
}
|
||||||
|
|
||||||
|
|
||||||
|
pub async fn load_isin_lei_csv() -> anyhow::Result<HashMap<String, Vec<String>>> {
|
||||||
|
// 1. Download + extract the CSV (this is now async)
|
||||||
|
let csv_path = match download_isin_lei_csv().await? {
|
||||||
|
Some(p) => p,
|
||||||
|
None => {
|
||||||
|
println!("ISIN/LEI download failed; continuing with empty map");
|
||||||
|
return Ok(HashMap::new());
|
||||||
|
}
|
||||||
|
};
|
||||||
|
|
||||||
|
// 2. Open and parse the CSV synchronously (fast enough, ~8M lines is fine)
|
||||||
|
let file = match std::fs::File::open(&csv_path) {
|
||||||
|
Ok(f) => f,
|
||||||
|
Err(e) => {
|
||||||
|
println!("Cannot open CSV '{}': {}", csv_path, e);
|
||||||
|
return Ok(HashMap::new());
|
||||||
|
}
|
||||||
|
};
|
||||||
|
|
||||||
|
let mut rdr = csv::ReaderBuilder::new()
|
||||||
|
.has_headers(false)
|
||||||
|
.from_reader(std::io::BufReader::new(file));
|
||||||
|
|
||||||
|
let mut map: HashMap<String, Vec<String>> = HashMap::new();
|
||||||
|
|
||||||
|
for result in rdr.records() {
|
||||||
|
let record = match result {
|
||||||
|
Ok(r) => r,
|
||||||
|
Err(e) => {
|
||||||
|
println!("CSV parse error: {}", e);
|
||||||
|
continue;
|
||||||
|
}
|
||||||
|
};
|
||||||
|
|
||||||
|
if record.len() < 2 { continue; }
|
||||||
|
|
||||||
|
let lei = record[0].to_string();
|
||||||
|
let isin = record[1].to_string();
|
||||||
|
map.entry(lei).or_default().push(isin);
|
||||||
|
}
|
||||||
|
|
||||||
|
println!("Loaded ISIN↔LEI map with {} LEIs and {} total ISINs",
|
||||||
|
map.len(),
|
||||||
|
map.values().map(|v| v.len()).sum::<usize>()
|
||||||
|
);
|
||||||
|
|
||||||
|
Ok(map)
|
||||||
|
}
|
||||||
|
|
||||||
|
pub async fn get_primary_isin_and_name(
|
||||||
|
client: &Client, // Pass your existing Selenium client
|
||||||
|
ticker: &str,
|
||||||
|
) -> anyhow::Result<PrimaryInfo> {
|
||||||
|
// Navigate to the actual quote page (always works)
|
||||||
|
let quote_url = format!("https://finance.yahoo.com/quote/{}", ticker);
|
||||||
|
client.goto("e_url).await?;
|
||||||
|
|
||||||
|
// Dismiss overlays/banners (your function + guce-specific)
|
||||||
|
reject_yahoo_cookies(client).await?;
|
||||||
|
|
||||||
|
// Wait for page to load (key data elements)
|
||||||
|
sleep(TokioDuration::from_millis(2000)).await;
|
||||||
|
|
||||||
|
// Get page HTML and parse
|
||||||
|
let html = client.source().await?;
|
||||||
|
let document = Html::parse_document(&html);
|
||||||
|
|
||||||
|
// Selectors for key fields (tested on real Yahoo pages Nov 2025)
|
||||||
|
let name_sel = Selector::parse("h1[data-testid='qsp-price-header']").unwrap_or_else(|_| Selector::parse("h1").unwrap());
|
||||||
|
let isin_sel = Selector::parse("[data-testid='qsp-symbol'] + div [data-field='isin']").unwrap_or_else(|_| Selector::parse("[data-field='isin']").unwrap());
|
||||||
|
let exchange_sel = Selector::parse("[data-testid='qsp-market'] span").unwrap_or_else(|_| Selector::parse(".TopNav__Exchange").unwrap());
|
||||||
|
let currency_sel = Selector::parse("[data-testid='qsp-price'] span:contains('USD')").unwrap_or_else(|_| Selector::parse(".TopNav__Currency").unwrap()); // Adjust for dynamic
|
||||||
|
|
||||||
|
let name_elem = document.select(&name_sel).next().map(|e| e.text().collect::<String>().trim().to_string());
|
||||||
|
let isin_elem = document.select(&isin_sel).next().map(|e| e.text().collect::<String>().trim().to_uppercase());
|
||||||
|
let exchange_elem = document.select(&exchange_sel).next().map(|e| e.text().collect::<String>().trim().to_string());
|
||||||
|
let currency_elem = document.select(¤cy_sel).next().map(|e| e.text().collect::<String>().trim().to_string());
|
||||||
|
|
||||||
|
let name = name_elem.unwrap_or_else(|| ticker.to_string());
|
||||||
|
let isin = isin_elem.unwrap_or_default();
|
||||||
|
let exchange_mic = exchange_elem.unwrap_or_default();
|
||||||
|
let currency = currency_elem.unwrap_or_else(|| "USD".to_string());
|
||||||
|
|
||||||
|
// Validate ISIN
|
||||||
|
let valid_isin = if isin.len() == 12 && isin.chars().all(|c| c.is_alphanumeric()) {
|
||||||
|
isin
|
||||||
|
} else {
|
||||||
|
"".to_string()
|
||||||
|
};
|
||||||
|
|
||||||
|
println!(" → Scraped {}: {} | ISIN: {} | Exchange: {}", ticker, name, valid_isin, exchange_mic);
|
||||||
|
|
||||||
|
Ok(PrimaryInfo {
|
||||||
|
isin: valid_isin,
|
||||||
|
name,
|
||||||
|
exchange_mic,
|
||||||
|
currency,
|
||||||
|
})
|
||||||
|
}
|
||||||
|
|
||||||
|
pub async fn reject_yahoo_cookies(client: &Client) -> anyhow::Result<()> {
|
||||||
|
for _ in 0..10 {
|
||||||
|
let clicked: bool = client
|
||||||
|
.execute(
|
||||||
|
r#"(() => {
|
||||||
|
const btn = document.querySelector('#consent-page .reject-all');
|
||||||
|
if (btn) {
|
||||||
|
btn.click();
|
||||||
|
return true;
|
||||||
|
}
|
||||||
|
return false;
|
||||||
|
})()"#,
|
||||||
|
vec![],
|
||||||
|
)
|
||||||
|
.await?
|
||||||
|
.as_bool()
|
||||||
|
.unwrap_or(false);
|
||||||
|
|
||||||
|
if clicked { break; }
|
||||||
|
sleep(TokioDuration::from_millis(500)).await;
|
||||||
|
}
|
||||||
|
|
||||||
|
println!("Rejected Yahoo cookies if button existed");
|
||||||
|
Ok(())
|
||||||
}
|
}
|
||||||
@@ -1,11 +1,13 @@
|
|||||||
// src/corporate/storage.rs
|
// src/corporate/storage.rs
|
||||||
use super::types::{CompanyEvent, CompanyPrice};
|
use super::{types::*, helpers::*, scraper::get_primary_isin_and_name};
|
||||||
use std::collections::{HashMap, HashSet};
|
use crate::config;
|
||||||
use tokio::fs;
|
|
||||||
use chrono::{Local, NaiveDate};
|
|
||||||
|
|
||||||
/// Load all events from disk into a HashMap<ticker|date, event>
|
use tokio::fs;
|
||||||
async fn load_all_events_map() -> anyhow::Result<HashMap<String, CompanyEvent>> {
|
use chrono::{Datelike, NaiveDate};
|
||||||
|
use std::collections::{HashMap, HashSet};
|
||||||
|
use std::path::{Path, PathBuf};
|
||||||
|
|
||||||
|
pub async fn load_existing_events() -> anyhow::Result<HashMap<String, CompanyEvent>> {
|
||||||
let mut map = HashMap::new();
|
let mut map = HashMap::new();
|
||||||
let dir = std::path::Path::new("corporate_events");
|
let dir = std::path::Path::new("corporate_events");
|
||||||
if !dir.exists() {
|
if !dir.exists() {
|
||||||
@@ -16,11 +18,12 @@ async fn load_all_events_map() -> anyhow::Result<HashMap<String, CompanyEvent>>
|
|||||||
while let Some(entry) = entries.next_entry().await? {
|
while let Some(entry) = entries.next_entry().await? {
|
||||||
let path = entry.path();
|
let path = entry.path();
|
||||||
if path.extension().and_then(|s| s.to_str()) == Some("json") {
|
if path.extension().and_then(|s| s.to_str()) == Some("json") {
|
||||||
let content = fs::read_to_string(&path).await?;
|
let name = path.file_name().and_then(|n| n.to_str()).unwrap_or("");
|
||||||
if let Ok(events) = serde_json::from_str::<Vec<CompanyEvent>>(&content) {
|
if name.starts_with("events_") && name.len() == 17 {
|
||||||
|
let content = fs::read_to_string(&path).await?;
|
||||||
|
let events: Vec<CompanyEvent> = serde_json::from_str(&content)?;
|
||||||
for event in events {
|
for event in events {
|
||||||
let key = format!("{}|{}", event.ticker, event.date);
|
map.insert(event_key(&event), event);
|
||||||
map.insert(key, event);
|
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
@@ -28,37 +31,222 @@ async fn load_all_events_map() -> anyhow::Result<HashMap<String, CompanyEvent>>
|
|||||||
Ok(map)
|
Ok(map)
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Merge new events with existing ones and save back to disk
|
pub async fn save_optimized_events(events: HashMap<String, CompanyEvent>) -> anyhow::Result<()> {
|
||||||
pub async fn merge_and_save_events(ticker: &str, new_events: Vec<CompanyEvent>) -> anyhow::Result<()> {
|
|
||||||
let mut existing = load_all_events_map().await?;
|
|
||||||
|
|
||||||
// Insert or update
|
|
||||||
for event in new_events {
|
|
||||||
let key = format!("{}|{}", event.ticker, event.date);
|
|
||||||
existing.insert(key, event);
|
|
||||||
}
|
|
||||||
|
|
||||||
// Convert back to Vec and save (simple single file for now)
|
|
||||||
let all_events: Vec<CompanyEvent> = existing.into_values().collect();
|
|
||||||
let dir = std::path::Path::new("corporate_events");
|
let dir = std::path::Path::new("corporate_events");
|
||||||
fs::create_dir_all(dir).await?;
|
fs::create_dir_all(dir).await?;
|
||||||
let path = dir.join("all_events.json");
|
|
||||||
let json = serde_json::to_string_pretty(&all_events)?;
|
let mut entries = fs::read_dir(dir).await?;
|
||||||
fs::write(&path, json).await?;
|
while let Some(entry) = entries.next_entry().await? {
|
||||||
|
let path = entry.path();
|
||||||
|
let name = path.file_name().and_then(|n| n.to_str()).unwrap_or("");
|
||||||
|
if name.starts_with("events_") && path.extension().map(|e| e == "json").unwrap_or(false) {
|
||||||
|
fs::remove_file(&path).await?;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
let mut sorted: Vec<_> = events.into_values().collect();
|
||||||
|
sorted.sort_by_key(|e| (e.ticker.clone(), e.date.clone()));
|
||||||
|
|
||||||
|
let mut by_month: HashMap<String, Vec<CompanyEvent>> = HashMap::new();
|
||||||
|
for e in sorted {
|
||||||
|
if let Ok(d) = NaiveDate::parse_from_str(&e.date, "%Y-%m-%d") {
|
||||||
|
let key = format!("{}-{:02}", d.year(), d.month());
|
||||||
|
by_month.entry(key).or_default().push(e);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
for (month, list) in by_month {
|
||||||
|
let path = dir.join(format!("events_{}.json", month));
|
||||||
|
fs::write(&path, serde_json::to_string_pretty(&list)?).await?;
|
||||||
|
}
|
||||||
Ok(())
|
Ok(())
|
||||||
}
|
}
|
||||||
|
|
||||||
/// Save price history for a single ticker (overwrite old file)
|
pub async fn save_changes(changes: &[CompanyEventChange]) -> anyhow::Result<()> {
|
||||||
pub async fn save_prices_for_ticker(ticker: &str, prices: Vec<CompanyPrice>) -> anyhow::Result<()> {
|
if changes.is_empty() { return Ok(()); }
|
||||||
let dir = std::path::Path::new("corporate_prices");
|
let dir = std::path::Path::new("corporate_event_changes");
|
||||||
fs::create_dir_all(dir).await?;
|
fs::create_dir_all(dir).await?;
|
||||||
let path = dir.join(format!("{}.json", ticker));
|
|
||||||
|
|
||||||
// Optional: sort by date
|
let mut by_month: HashMap<String, Vec<CompanyEventChange>> = HashMap::new();
|
||||||
let mut prices = prices;
|
for c in changes {
|
||||||
prices.sort_by_key(|p| p.date.clone());
|
if let Ok(d) = NaiveDate::parse_from_str(&c.date, "%Y-%m-%d") {
|
||||||
|
let key = format!("{}-{:02}", d.year(), d.month());
|
||||||
|
by_month.entry(key).or_default().push(c.clone());
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
for (month, list) in by_month {
|
||||||
|
let path = dir.join(format!("changes_{}.json", month));
|
||||||
|
let mut all = if path.exists() {
|
||||||
|
let s = fs::read_to_string(&path).await?;
|
||||||
|
serde_json::from_str(&s).unwrap_or_default()
|
||||||
|
} else { vec![] };
|
||||||
|
all.extend(list);
|
||||||
|
fs::write(&path, serde_json::to_string_pretty(&all)?).await?;
|
||||||
|
}
|
||||||
|
Ok(())
|
||||||
|
}
|
||||||
|
|
||||||
|
pub async fn save_prices_for_ticker(ticker: &str, timeframe: &str, mut prices: Vec<CompanyPrice>) -> anyhow::Result<()> {
|
||||||
|
let base_dir = Path::new("corporate_prices");
|
||||||
|
let company_dir = base_dir.join(ticker.replace(".", "_"));
|
||||||
|
let timeframe_dir = company_dir.join(timeframe);
|
||||||
|
|
||||||
|
fs::create_dir_all(&timeframe_dir).await?;
|
||||||
|
let path = timeframe_dir.join("prices.json");
|
||||||
|
|
||||||
|
prices.sort_by_key(|p| (p.date.clone(), p.time.clone()));
|
||||||
|
|
||||||
let json = serde_json::to_string_pretty(&prices)?;
|
let json = serde_json::to_string_pretty(&prices)?;
|
||||||
fs::write(&path, json).await?;
|
fs::write(&path, json).await?;
|
||||||
Ok(())
|
Ok(())
|
||||||
}
|
}
|
||||||
|
|
||||||
|
pub async fn _load_companies() -> Result<Vec<CompanyMetadata>, anyhow::Error> {
|
||||||
|
let path = Path::new("src/data/companies.json");
|
||||||
|
if !path.exists() {
|
||||||
|
println!("Missing companies.json file at src/data/companies.json");
|
||||||
|
return Ok(vec![]);
|
||||||
|
}
|
||||||
|
let content = fs::read_to_string(path).await?;
|
||||||
|
let companies: Vec<CompanyMetadata> = serde_json::from_str(&content)?;
|
||||||
|
Ok(companies)
|
||||||
|
}
|
||||||
|
|
||||||
|
pub fn get_company_dir(lei: &str) -> PathBuf {
|
||||||
|
PathBuf::from("corporate_prices").join(lei)
|
||||||
|
}
|
||||||
|
|
||||||
|
pub async fn ensure_company_dirs(isin: &str) -> anyhow::Result<()> {
|
||||||
|
let base = get_company_dir(isin);
|
||||||
|
let paths = [
|
||||||
|
base.clone(),
|
||||||
|
base.join("5min"),
|
||||||
|
base.join("daily"),
|
||||||
|
base.join("aggregated").join("5min"),
|
||||||
|
base.join("aggregated").join("daily"),
|
||||||
|
];
|
||||||
|
for p in paths {
|
||||||
|
fs::create_dir_all(&p).await?;
|
||||||
|
}
|
||||||
|
Ok(())
|
||||||
|
}
|
||||||
|
|
||||||
|
pub async fn save_company_metadata(company: &CompanyMetadata) -> anyhow::Result<()> {
|
||||||
|
let dir = get_company_dir(&company.lei);
|
||||||
|
fs::create_dir_all(&dir).await?;
|
||||||
|
let path = dir.join("metadata.json");
|
||||||
|
fs::write(&path, serde_json::to_string_pretty(company)?).await?;
|
||||||
|
Ok(())
|
||||||
|
}
|
||||||
|
|
||||||
|
pub async fn load_company_metadata(lei: &str) -> anyhow::Result<CompanyMetadata> {
|
||||||
|
let path = get_company_dir(lei).join("metadata.json");
|
||||||
|
let content = fs::read_to_string(path).await?;
|
||||||
|
Ok(serde_json::from_str(&content)?)
|
||||||
|
}
|
||||||
|
|
||||||
|
pub async fn save_available_exchanges(isin: &str, exchanges: Vec<AvailableExchange>) -> anyhow::Result<()> {
|
||||||
|
let dir = get_company_dir(isin);
|
||||||
|
fs::create_dir_all(&dir).await?;
|
||||||
|
let path = dir.join("available_exchanges.json");
|
||||||
|
fs::write(&path, serde_json::to_string_pretty(&exchanges)?).await?;
|
||||||
|
Ok(())
|
||||||
|
}
|
||||||
|
|
||||||
|
pub async fn load_available_exchanges(lei: &str) -> anyhow::Result<Vec<AvailableExchange>> {
|
||||||
|
let path = get_company_dir(lei).join("available_exchanges.json");
|
||||||
|
if path.exists() {
|
||||||
|
let content = fs::read_to_string(&path).await?;
|
||||||
|
Ok(serde_json::from_str(&content)?)
|
||||||
|
} else {
|
||||||
|
Ok(vec![])
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
pub async fn save_prices_by_source(
|
||||||
|
lei: &str,
|
||||||
|
source_ticker: &str,
|
||||||
|
timeframe: &str,
|
||||||
|
prices: Vec<CompanyPrice>,
|
||||||
|
) -> anyhow::Result<()> {
|
||||||
|
let source_safe = source_ticker.replace(".", "_").replace("/", "_");
|
||||||
|
let dir = get_company_dir(lei).join(timeframe).join(&source_safe);
|
||||||
|
fs::create_dir_all(&dir).await?;
|
||||||
|
let path = dir.join("prices.json");
|
||||||
|
let mut prices = prices;
|
||||||
|
prices.sort_by_key(|p| (p.date.clone(), p.time.clone()));
|
||||||
|
fs::write(&path, serde_json::to_string_pretty(&prices)?).await?;
|
||||||
|
Ok(())
|
||||||
|
}
|
||||||
|
|
||||||
|
/// Update available_exchanges.json with fetch results
|
||||||
|
pub async fn update_available_exchange(
|
||||||
|
isin: &str,
|
||||||
|
ticker: &str,
|
||||||
|
exchange_mic: &str,
|
||||||
|
has_daily: bool,
|
||||||
|
has_5min: bool,
|
||||||
|
) -> anyhow::Result<()> {
|
||||||
|
let mut exchanges = load_available_exchanges(isin).await?;
|
||||||
|
|
||||||
|
if let Some(entry) = exchanges.iter_mut().find(|e| e.ticker == ticker) {
|
||||||
|
// Update existing entry
|
||||||
|
entry.record_success(has_daily, has_5min);
|
||||||
|
} else {
|
||||||
|
// Create new entry - need to get currency from somewhere
|
||||||
|
// Try to infer from the ticker or use a default
|
||||||
|
let currency = infer_currency_from_ticker(ticker);
|
||||||
|
let mut new_entry = AvailableExchange::new(
|
||||||
|
ticker.to_string(),
|
||||||
|
exchange_mic.to_string(),
|
||||||
|
currency,
|
||||||
|
);
|
||||||
|
new_entry.record_success(has_daily, has_5min);
|
||||||
|
exchanges.push(new_entry);
|
||||||
|
}
|
||||||
|
|
||||||
|
save_available_exchanges(isin, exchanges).await
|
||||||
|
}
|
||||||
|
|
||||||
|
/// Add a newly discovered exchange before fetching
|
||||||
|
pub async fn add_discovered_exchange(
|
||||||
|
isin: &str,
|
||||||
|
ticker_info: &TickerInfo,
|
||||||
|
) -> anyhow::Result<()> {
|
||||||
|
let mut exchanges = load_available_exchanges(isin).await?;
|
||||||
|
|
||||||
|
// Only add if not already present
|
||||||
|
if !exchanges.iter().any(|e| e.ticker == ticker_info.ticker) {
|
||||||
|
let new_entry = AvailableExchange::new(
|
||||||
|
ticker_info.ticker.clone(),
|
||||||
|
ticker_info.exchange_mic.clone(),
|
||||||
|
ticker_info.currency.clone(),
|
||||||
|
);
|
||||||
|
exchanges.push(new_entry);
|
||||||
|
save_available_exchanges(isin, exchanges).await?;
|
||||||
|
}
|
||||||
|
|
||||||
|
Ok(())
|
||||||
|
}
|
||||||
|
|
||||||
|
/// Infer currency from ticker suffix
|
||||||
|
fn infer_currency_from_ticker(ticker: &str) -> String {
|
||||||
|
if ticker.ends_with(".L") { return "GBP".to_string(); }
|
||||||
|
if ticker.ends_with(".PA") { return "EUR".to_string(); }
|
||||||
|
if ticker.ends_with(".DE") { return "EUR".to_string(); }
|
||||||
|
if ticker.ends_with(".AS") { return "EUR".to_string(); }
|
||||||
|
if ticker.ends_with(".MI") { return "EUR".to_string(); }
|
||||||
|
if ticker.ends_with(".SW") { return "CHF".to_string(); }
|
||||||
|
if ticker.ends_with(".T") { return "JPY".to_string(); }
|
||||||
|
if ticker.ends_with(".HK") { return "HKD".to_string(); }
|
||||||
|
if ticker.ends_with(".SS") { return "CNY".to_string(); }
|
||||||
|
if ticker.ends_with(".SZ") { return "CNY".to_string(); }
|
||||||
|
if ticker.ends_with(".TO") { return "CAD".to_string(); }
|
||||||
|
if ticker.ends_with(".AX") { return "AUD".to_string(); }
|
||||||
|
if ticker.ends_with(".SA") { return "BRL".to_string(); }
|
||||||
|
if ticker.ends_with(".MC") { return "EUR".to_string(); }
|
||||||
|
if ticker.ends_with(".BO") || ticker.ends_with(".NS") { return "INR".to_string(); }
|
||||||
|
|
||||||
|
"USD".to_string() // Default
|
||||||
|
}
|
||||||
@@ -19,20 +19,86 @@ pub struct CompanyEvent {
|
|||||||
pub struct CompanyPrice {
|
pub struct CompanyPrice {
|
||||||
pub ticker: String,
|
pub ticker: String,
|
||||||
pub date: String, // YYYY-MM-DD
|
pub date: String, // YYYY-MM-DD
|
||||||
|
pub time: String, // HH:MM:SS for intraday, "" for daily
|
||||||
pub open: f64,
|
pub open: f64,
|
||||||
pub high: f64,
|
pub high: f64,
|
||||||
pub low: f64,
|
pub low: f64,
|
||||||
pub close: f64,
|
pub close: f64,
|
||||||
pub adj_close: f64,
|
pub adj_close: f64,
|
||||||
pub volume: u64,
|
pub volume: u64,
|
||||||
|
pub currency: String,
|
||||||
}
|
}
|
||||||
|
|
||||||
#[derive(Debug, Clone, Serialize, Deserialize)]
|
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||||
pub struct CompanyEventChange {
|
pub struct CompanyEventChange {
|
||||||
pub ticker: String,
|
pub ticker: String,
|
||||||
pub date: String,
|
pub date: String,
|
||||||
pub field: String, // "time", "eps_forecast", "eps_actual", "new_event"
|
pub field_changed: String, // "time", "eps_forecast", "eps_actual", "new_event"
|
||||||
pub old_value: String,
|
pub old_value: String,
|
||||||
pub new_value: String,
|
pub new_value: String,
|
||||||
pub detected_at: String,
|
pub detected_at: String,
|
||||||
}
|
}
|
||||||
|
|
||||||
|
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||||
|
pub struct TickerInfo {
|
||||||
|
pub ticker: String,
|
||||||
|
pub exchange_mic: String,
|
||||||
|
pub currency: String,
|
||||||
|
pub isin: String, // ISIN belonging to this legal entity (primary + ADR + GDR)
|
||||||
|
}
|
||||||
|
|
||||||
|
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||||
|
pub struct CompanyMetadata {
|
||||||
|
pub lei: String,
|
||||||
|
pub figi: Option<String>,
|
||||||
|
pub name: String,
|
||||||
|
pub primary_isin: String, // The most liquid / preferred one (used for folder fallback)
|
||||||
|
pub tickers: Vec<TickerInfo>,
|
||||||
|
}
|
||||||
|
|
||||||
|
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||||
|
pub struct PrimaryInfo {
|
||||||
|
pub isin: String,
|
||||||
|
pub name: String,
|
||||||
|
pub exchange_mic: String,
|
||||||
|
pub currency: String,
|
||||||
|
}
|
||||||
|
|
||||||
|
#[derive(Debug, Clone, Serialize, Deserialize)]
|
||||||
|
pub struct AvailableExchange {
|
||||||
|
pub exchange_mic: String,
|
||||||
|
pub ticker: String,
|
||||||
|
pub has_daily: bool,
|
||||||
|
pub has_5min: bool,
|
||||||
|
pub last_successful_fetch: Option<String>, // YYYY-MM-DD
|
||||||
|
#[serde(default)]
|
||||||
|
pub currency: String,
|
||||||
|
#[serde(default)]
|
||||||
|
pub discovered_at: Option<String>, // When this exchange was first discovered
|
||||||
|
#[serde(default)]
|
||||||
|
pub fetch_count: u32, // How many times successfully fetched
|
||||||
|
}
|
||||||
|
|
||||||
|
impl AvailableExchange {
|
||||||
|
pub fn new(ticker: String, exchange_mic: String, currency: String) -> Self {
|
||||||
|
Self {
|
||||||
|
exchange_mic,
|
||||||
|
ticker,
|
||||||
|
has_daily: false,
|
||||||
|
has_5min: false,
|
||||||
|
last_successful_fetch: None,
|
||||||
|
currency,
|
||||||
|
discovered_at: Some(chrono::Local::now().format("%Y-%m-%d").to_string()),
|
||||||
|
fetch_count: 0,
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
pub fn record_success(&mut self, has_daily: bool, has_5min: bool) {
|
||||||
|
let today = chrono::Local::now().format("%Y-%m-%d").to_string();
|
||||||
|
|
||||||
|
self.has_daily |= has_daily;
|
||||||
|
self.has_5min |= has_5min;
|
||||||
|
self.last_successful_fetch = Some(today);
|
||||||
|
self.fetch_count += 1;
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -1,31 +1,233 @@
|
|||||||
// src/corporate/update.rs
|
// src/corporate/update.rs
|
||||||
use super::{scraper::*, storage::*, types::*};
|
use super::{scraper::*, storage::*, helpers::*, types::*, aggregation::*, openfigi::*};
|
||||||
use crate::config::Config;
|
use crate::config::Config;
|
||||||
|
|
||||||
use chrono::Local;
|
use chrono::Local;
|
||||||
use std::collections::{HashMap, HashSet};
|
use std::collections::HashMap;
|
||||||
|
|
||||||
|
pub async fn run_full_update(client: &fantoccini::Client, config: &Config) -> anyhow::Result<()> {
|
||||||
|
println!("Starting LEI-based corporate update");
|
||||||
|
|
||||||
pub async fn run_full_update(client: &fantoccini::Client, tickers: Vec<String>, config: &Config) -> anyhow::Result<()> {
|
// 1. Download fresh GLEIF ISIN↔LEI mapping on every run
|
||||||
println!("Updating {} tickers (prices from {})", tickers.len(), config.corporate_start_date);
|
let lei_to_isins: HashMap<String, Vec<String>> = match load_isin_lei_csv().await {
|
||||||
|
Ok(map) => map,
|
||||||
|
Err(e) => {
|
||||||
|
println!("Warning: Failed to load ISIN↔LEI mapping: {}", e);
|
||||||
|
HashMap::new()
|
||||||
|
}
|
||||||
|
};
|
||||||
|
|
||||||
|
let figi_to_lei: HashMap<String, String> = match build_figi_to_lei_map(&lei_to_isins).await {
|
||||||
|
Ok(map) => map,
|
||||||
|
Err(e) => {
|
||||||
|
println!("Warning: Failed to build FIGI→LEI map: {}", e);
|
||||||
|
HashMap::new()
|
||||||
|
}
|
||||||
|
};
|
||||||
|
|
||||||
let today = chrono::Local::now().format("%Y-%m-%d").to_string();
|
let today = chrono::Local::now().format("%Y-%m-%d").to_string();
|
||||||
|
let mut existing_events = load_existing_events().await?;
|
||||||
|
|
||||||
for ticker in tickers {
|
let mut companies: Vec<CompanyMetadata> = match load_or_build_companies_figi(&lei_to_isins, &figi_to_lei).await {
|
||||||
print!(" → {:6} ", ticker);
|
Ok(comps) => comps,
|
||||||
|
Err(e) => {
|
||||||
|
println!("Error loading/building company metadata: {}", e);
|
||||||
|
return Err(e);
|
||||||
|
}
|
||||||
|
}; // Vec<CompanyMetadata> with lei, isins, tickers
|
||||||
|
|
||||||
// Earnings
|
for mut company in companies {
|
||||||
if let Ok(events) = fetch_earnings_history(client, &ticker).await {
|
println!("\nProcessing company: {} (LEI: {})", company.name, company.lei);
|
||||||
merge_and_save_events(&ticker, events.clone()).await?;
|
|
||||||
println!("{} earnings", events.len());
|
// === Enrich with ALL ISINs known to GLEIF (includes ADRs, GDRs, etc.) ===
|
||||||
|
if let Some(all_isins) = lei_to_isins.get(&company.lei) {
|
||||||
|
let mut seen = company.isins.iter().cloned().collect::<std::collections::HashSet<_>>();
|
||||||
|
for isin in all_isins {
|
||||||
|
if !seen.contains(isin) {
|
||||||
|
company.isins.push(isin.clone());
|
||||||
|
seen.insert(isin.clone());
|
||||||
|
}
|
||||||
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
// Prices – now using config.corporate_start_date
|
// Ensure company directory exists (now uses LEI)
|
||||||
if let Ok(prices) = fetch_price_history(client, &ticker, &config.corporate_start_date, &today).await {
|
//let figi_dir = format!("data/companies_by_figi/{}/", company.primary_figi);
|
||||||
save_prices_for_ticker(&ticker, prices).await?;
|
ensure_company_dirs(&company.lei).await?;
|
||||||
|
save_company_metadata(&company).await?;
|
||||||
|
|
||||||
|
// === STEP 1: Discover additional exchanges using each known ISIN ===
|
||||||
|
let mut all_tickers = company.tickers.clone();
|
||||||
|
|
||||||
|
if let Some(primary_ticker) = company.tickers.iter().find(|t| t.primary) {
|
||||||
|
println!(" Discovering additional exchanges across {} ISIN(s)...", company.isins.len());
|
||||||
|
|
||||||
|
for isin in &company.isins {
|
||||||
|
println!(" → Checking ISIN: {}", isin);
|
||||||
|
match discover_available_exchanges(isin, &primary_ticker.ticker).await {
|
||||||
|
Ok(discovered) => {
|
||||||
|
if discovered.is_empty() {
|
||||||
|
println!(" – No new exchanges found for {}", isin);
|
||||||
|
} else {
|
||||||
|
for disc in discovered {
|
||||||
|
if !all_tickers.iter().any(|t| t.ticker == disc.ticker && t.exchange_mic == disc.exchange_mic) {
|
||||||
|
println!(" New equity listing → {} ({}) via ISIN {}",
|
||||||
|
disc.ticker, disc.exchange_mic, isin);
|
||||||
|
all_tickers.push(disc);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
Err(e) => println!(" Discovery failed for {}: {}", isin, e),
|
||||||
|
}
|
||||||
|
tokio::time::sleep(tokio::time::Duration::from_millis(300)).await;
|
||||||
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
tokio::time::sleep(tokio::time::Duration::from_millis(250)).await;
|
// Save updated metadata if we found new listings
|
||||||
|
if all_tickers.len() > company.tickers.len() {
|
||||||
|
company.tickers = all_tickers.clone();
|
||||||
|
save_company_metadata(&company).await?;
|
||||||
|
println!(" Updated metadata: {} total tickers", all_tickers.len());
|
||||||
|
}
|
||||||
|
|
||||||
|
// === STEP 2: Fetch data from ALL available tickers ===
|
||||||
|
for ticker_info in &all_tickers {
|
||||||
|
let ticker = &ticker_info.ticker;
|
||||||
|
println!(" → Fetching: {} ({})", ticker, ticker_info.exchange_mic);
|
||||||
|
|
||||||
|
let mut daily_success = false;
|
||||||
|
let mut intraday_success = false;
|
||||||
|
|
||||||
|
// Earnings: only fetch from primary ticker to avoid duplicates
|
||||||
|
if ticker_info.primary {
|
||||||
|
if let Ok(new_events) = fetch_earnings_history(client, ticker).await {
|
||||||
|
let result = process_batch(&new_events, &mut existing_events, &today);
|
||||||
|
save_changes(&result.changes).await?;
|
||||||
|
println!(" Earnings events: {}", new_events.len());
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
// Daily prices
|
||||||
|
if let Ok(prices) = fetch_daily_price_history(ticker, &config.corporate_start_date, &today).await {
|
||||||
|
if !prices.is_empty() {
|
||||||
|
save_prices_by_source(&company.lei, ticker, "daily", prices).await?;
|
||||||
|
daily_success = true;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
// 5-minute intraday (last 60 days)
|
||||||
|
let sixty_days_ago = (chrono::Local::now() - chrono::Duration::days(60))
|
||||||
|
.format("%Y-%m-%d")
|
||||||
|
.to_string();
|
||||||
|
|
||||||
|
if let Ok(prices) = fetch_price_history_5min(ticker, &sixty_days_ago, &today).await {
|
||||||
|
if !prices.is_empty() {
|
||||||
|
save_prices_by_source(&company.lei, ticker, "5min", prices).await?;
|
||||||
|
intraday_success = true;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
// Update available_exchanges.json (now under LEI folder)
|
||||||
|
update_available_exchange(
|
||||||
|
&company.lei,
|
||||||
|
ticker,
|
||||||
|
&ticker_info.exchange_mic,
|
||||||
|
daily_success,
|
||||||
|
intraday_success,
|
||||||
|
).await?;
|
||||||
|
|
||||||
|
tokio::time::sleep(tokio::time::Duration::from_millis(800)).await;
|
||||||
|
}
|
||||||
|
|
||||||
|
// === STEP 3: Aggregate all sources into unified USD prices ===
|
||||||
|
println!(" Aggregating multi-source price data (FX-adjusted)...");
|
||||||
|
if let Err(e) = aggregate_best_price_data(&company.lei).await {
|
||||||
|
println!(" Aggregation failed: {}", e);
|
||||||
|
} else {
|
||||||
|
println!(" Aggregation complete");
|
||||||
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
|
// Final save of optimized earnings events
|
||||||
|
save_optimized_events(existing_events).await?;
|
||||||
|
println!("\nCorporate update complete (LEI-based)");
|
||||||
|
|
||||||
Ok(())
|
Ok(())
|
||||||
}
|
}
|
||||||
|
|
||||||
|
async fn enrich_companies_with_leis(
|
||||||
|
companies: &mut Vec<CompanyMetadata>,
|
||||||
|
lei_to_isins: &HashMap<String, Vec<String>>,
|
||||||
|
) {
|
||||||
|
for company in companies.iter_mut() {
|
||||||
|
if company.lei.is_empty() {
|
||||||
|
// Try to find LEI by any known ISIN
|
||||||
|
for isin in &company.isins {
|
||||||
|
for (lei, isins) in lei_to_isins {
|
||||||
|
if isins.contains(isin) {
|
||||||
|
company.lei = lei.clone();
|
||||||
|
println!("Found real LEI {} for {}", lei, company.name);
|
||||||
|
break;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
if !company.lei.is_empty() { break; }
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
// Fallback: generate fake LEI if still missing
|
||||||
|
if company.lei.is_empty() {
|
||||||
|
company.lei = format!("FAKE{:019}", rand::random::<u64>());
|
||||||
|
println!("No real LEI found → using fake for {}", company.name);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
pub struct ProcessResult {
|
||||||
|
pub changes: Vec<CompanyEventChange>,
|
||||||
|
}
|
||||||
|
|
||||||
|
pub fn process_batch(
|
||||||
|
new_events: &[CompanyEvent],
|
||||||
|
existing: &mut HashMap<String, CompanyEvent>,
|
||||||
|
today: &str,
|
||||||
|
) -> ProcessResult {
|
||||||
|
let mut changes = Vec::new();
|
||||||
|
|
||||||
|
for new in new_events {
|
||||||
|
let key = event_key(new);
|
||||||
|
|
||||||
|
if let Some(old) = existing.get(&key) {
|
||||||
|
changes.extend(detect_changes(old, new, today));
|
||||||
|
existing.insert(key, new.clone());
|
||||||
|
continue;
|
||||||
|
}
|
||||||
|
|
||||||
|
// Check for time change on same date
|
||||||
|
let date_key = format!("{}|{}", new.ticker, new.date);
|
||||||
|
let mut found_old = None;
|
||||||
|
for (k, e) in existing.iter() {
|
||||||
|
if format!("{}|{}", e.ticker, e.date) == date_key && k != &key {
|
||||||
|
found_old = Some((k.clone(), e.clone()));
|
||||||
|
break;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
if let Some((old_key, old_event)) = found_old {
|
||||||
|
if new.date.as_str() > today {
|
||||||
|
changes.push(CompanyEventChange {
|
||||||
|
ticker: new.ticker.clone(),
|
||||||
|
date: new.date.clone(),
|
||||||
|
field_changed: "time".to_string(),
|
||||||
|
old_value: old_event.time.clone(),
|
||||||
|
new_value: new.time.clone(),
|
||||||
|
detected_at: Local::now().format("%Y-%m-%d %H:%M:%S").to_string(),
|
||||||
|
});
|
||||||
|
}
|
||||||
|
existing.remove(&old_key);
|
||||||
|
}
|
||||||
|
|
||||||
|
existing.insert(key, new.clone());
|
||||||
|
}
|
||||||
|
|
||||||
|
ProcessResult { changes }
|
||||||
|
}
|
||||||
58
src/data/companies.json
Normal file
58
src/data/companies.json
Normal file
@@ -0,0 +1,58 @@
|
|||||||
|
[
|
||||||
|
{
|
||||||
|
"lei": "8I5D5ASD7N5Z5P2K9M3J",
|
||||||
|
"isins": ["US46625H1005"],
|
||||||
|
"primary_isin": "US46625H1005",
|
||||||
|
"name": "JPMorgan Chase & Co.",
|
||||||
|
"tickers": [
|
||||||
|
{ "ticker": "JPM", "exchange_mic": "XNYS", "currency": "USD", "primary": true },
|
||||||
|
{ "ticker": "JPM-PC", "exchange_mic": "XNYS", "currency": "USD", "primary": false }
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"lei": "5493001KJTIIGC8Y1R12",
|
||||||
|
"isins": ["US5949181045"],
|
||||||
|
"primary_isin": "US5949181045",
|
||||||
|
"name": "Microsoft Corporation",
|
||||||
|
"tickers": [
|
||||||
|
{ "ticker": "MSFT", "exchange_mic": "XNAS", "currency": "USD", "primary": true }
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"lei": "529900T8BM49AURSDO55",
|
||||||
|
"isins": ["CNE000001P37"],
|
||||||
|
"primary_isin": "CNE000001P37",
|
||||||
|
"name": "Industrial and Commercial Bank of China",
|
||||||
|
"tickers": [
|
||||||
|
{ "ticker": "601398.SS", "exchange_mic": "XSHG", "currency": "CNY", "primary": true },
|
||||||
|
{ "ticker": "1398.HK", "exchange_mic": "XHKG", "currency": "HKD", "primary": false }
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"lei": "519900X5W8K6C1FZ3B57",
|
||||||
|
"isins": ["JP3702200000"],
|
||||||
|
"primary_isin": "JP3702200000",
|
||||||
|
"name": "Toyota Motor Corporation",
|
||||||
|
"tickers": [
|
||||||
|
{ "ticker": "7203.T", "exchange_mic": "XJPX", "currency": "JPY", "primary": true },
|
||||||
|
{ "ticker": "TM", "exchange_mic": "XNYS", "currency": "USD", "primary": false }
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"lei": "529900T8BM49AURSDO56",
|
||||||
|
"isins": ["HK0000069689"],
|
||||||
|
"primary_isin": "HK0000069689",
|
||||||
|
"name": "Tencent Holdings Limited",
|
||||||
|
"tickers": [
|
||||||
|
{ "ticker": "0700.HK", "exchange_mic": "XHKG", "currency": "HKD", "primary": true },
|
||||||
|
{ "ticker": "TCEHY", "exchange_mic": "OTCM", "currency": "USD", "primary": false }
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"lei": "8I5D5Q1L7N5Z5P2K9M3J",
|
||||||
|
"isins": ["US90953F1049"],
|
||||||
|
"primary_isin": "US90953F1049",
|
||||||
|
"name": "Test Bonds Filter",
|
||||||
|
"tickers": [{ "ticker": "JPM", "exchange_mic": "XNYS", "currency": "USD", "primary": true }]
|
||||||
|
}
|
||||||
|
]
|
||||||
260
src/data/exchanges.json
Normal file
260
src/data/exchanges.json
Normal file
@@ -0,0 +1,260 @@
|
|||||||
|
{
|
||||||
|
"exchanges": [
|
||||||
|
{
|
||||||
|
"mic": "XNYS",
|
||||||
|
"name": "New York Stock Exchange",
|
||||||
|
"country": "United States",
|
||||||
|
"city": "New York City",
|
||||||
|
"market_cap_trillion_usd": 30.92,
|
||||||
|
"timezone": "America/New_York",
|
||||||
|
"tz_offset": "-05:00",
|
||||||
|
"dst": "Mar–Nov",
|
||||||
|
"open_local": "09:30",
|
||||||
|
"close_local": "16:00",
|
||||||
|
"lunch_break": false,
|
||||||
|
"open_utc": "14:30",
|
||||||
|
"close_utc": "21:00",
|
||||||
|
"currency": "USD"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"mic": "XNAS",
|
||||||
|
"name": "Nasdaq",
|
||||||
|
"country": "United States",
|
||||||
|
"city": "New York City",
|
||||||
|
"market_cap_trillion_usd": 31.96,
|
||||||
|
"timezone": "America/New_York",
|
||||||
|
"tz_offset": "-05:00",
|
||||||
|
"dst": "Mar–Nov",
|
||||||
|
"open_local": "09:30",
|
||||||
|
"close_local": "16:00",
|
||||||
|
"lunch_break": false,
|
||||||
|
"open_utc": "14:30",
|
||||||
|
"close_utc": "21:00",
|
||||||
|
"currency": "USD"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"mic": "XSHG",
|
||||||
|
"name": "Shanghai Stock Exchange",
|
||||||
|
"country": "China",
|
||||||
|
"city": "Shanghai",
|
||||||
|
"market_cap_trillion_usd": 7.96,
|
||||||
|
"timezone": "Asia/Shanghai",
|
||||||
|
"tz_offset": "+08:00",
|
||||||
|
"dst": null,
|
||||||
|
"open_local": "09:30",
|
||||||
|
"close_local": "15:00",
|
||||||
|
"lunch_break": "11:30–13:00",
|
||||||
|
"open_utc": "01:30",
|
||||||
|
"close_utc": "07:00",
|
||||||
|
"currency": "CNY"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"mic": "XJPX",
|
||||||
|
"name": "Japan Exchange Group (Tokyo Stock Exchange)",
|
||||||
|
"country": "Japan",
|
||||||
|
"city": "Tokyo",
|
||||||
|
"market_cap_trillion_usd": 7.06,
|
||||||
|
"timezone": "Asia/Tokyo",
|
||||||
|
"tz_offset": "+09:00",
|
||||||
|
"dst": null,
|
||||||
|
"open_local": "09:00",
|
||||||
|
"close_local": "15:00",
|
||||||
|
"lunch_break": "11:30–12:30",
|
||||||
|
"open_utc": "00:00",
|
||||||
|
"close_utc": "06:00",
|
||||||
|
"currency": "JPY"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"mic": "XHKG",
|
||||||
|
"name": "Hong Kong Stock Exchange",
|
||||||
|
"country": "Hong Kong",
|
||||||
|
"city": "Hong Kong",
|
||||||
|
"market_cap_trillion_usd": 6.41,
|
||||||
|
"timezone": "Asia/Hong_Kong",
|
||||||
|
"tz_offset": "+08:00",
|
||||||
|
"dst": null,
|
||||||
|
"open_local": "09:30",
|
||||||
|
"close_local": "16:00",
|
||||||
|
"lunch_break": "12:00–13:00",
|
||||||
|
"open_utc": "01:30",
|
||||||
|
"close_utc": "08:00",
|
||||||
|
"currency": "HKD"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"mic": "XAMS",
|
||||||
|
"name": "Euronext Amsterdam",
|
||||||
|
"country": "Netherlands",
|
||||||
|
"city": "Amsterdam",
|
||||||
|
"market_cap_trillion_usd": 5.61,
|
||||||
|
"timezone": "Europe/Amsterdam",
|
||||||
|
"tz_offset": "+01:00",
|
||||||
|
"dst": "Mar–Oct",
|
||||||
|
"open_local": "09:00",
|
||||||
|
"close_local": "17:30",
|
||||||
|
"lunch_break": false,
|
||||||
|
"open_utc": "08:00",
|
||||||
|
"close_utc": "16:30",
|
||||||
|
"currency": "EUR"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"mic": "XBSE",
|
||||||
|
"name": "Bombay Stock Exchange",
|
||||||
|
"country": "India",
|
||||||
|
"city": "Mumbai",
|
||||||
|
"market_cap_trillion_usd": 5.25,
|
||||||
|
"timezone": "Asia/Kolkata",
|
||||||
|
"tz_offset": "+05:30",
|
||||||
|
"dst": null,
|
||||||
|
"open_local": "09:15",
|
||||||
|
"close_local": "15:30",
|
||||||
|
"lunch_break": false,
|
||||||
|
"open_utc": "03:45",
|
||||||
|
"close_utc": "10:00",
|
||||||
|
"currency": "INR"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"mic": "XNSE",
|
||||||
|
"name": "National Stock Exchange of India",
|
||||||
|
"country": "India",
|
||||||
|
"city": "Mumbai",
|
||||||
|
"market_cap_trillion_usd": 5.32,
|
||||||
|
"timezone": "Asia/Kolkata",
|
||||||
|
"tz_offset": "+05:30",
|
||||||
|
"dst": null,
|
||||||
|
"open_local": "09:15",
|
||||||
|
"close_local": "15:d30",
|
||||||
|
"lunch_break": false,
|
||||||
|
"open_utc": "03:45",
|
||||||
|
"close_utc": "10:00",
|
||||||
|
"currency": "INR"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"mic": "XSHE",
|
||||||
|
"name": "Shenzhen Stock Exchange",
|
||||||
|
"country": "China",
|
||||||
|
"city": "Shenzhen",
|
||||||
|
"market_cap_trillion_usd": 5.11,
|
||||||
|
"timezone": "Asia/Shanghai",
|
||||||
|
"tz_offset": "+08:00",
|
||||||
|
"dst": null,
|
||||||
|
"open_local": "09:30",
|
||||||
|
"close_local": "15:00",
|
||||||
|
"lunch_break": "11:30–13:00",
|
||||||
|
"open_utc": "01:30",
|
||||||
|
"close_utc": "07:00",
|
||||||
|
"currency": "CNY"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"mic": "XTSE",
|
||||||
|
"name": "Toronto Stock Exchange",
|
||||||
|
"country": "Canada",
|
||||||
|
"city": "Toronto",
|
||||||
|
"market_cap_trillion_usd": 4.00,
|
||||||
|
"timezone": "America/Toronto",
|
||||||
|
"tz_offset": "-05:00",
|
||||||
|
"dst": "Mar–Nov",
|
||||||
|
"open_local": "09:30",
|
||||||
|
"close_local": "16:00",
|
||||||
|
"lunch_break": false,
|
||||||
|
"open_utc": "14:30",
|
||||||
|
"close_utc": "21:00",
|
||||||
|
"currency": "CAD"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"mic": "XLON",
|
||||||
|
"name": "London Stock Exchange",
|
||||||
|
"country": "United Kingdom",
|
||||||
|
"city": "London",
|
||||||
|
"market_cap_trillion_usd": 3.14,
|
||||||
|
"timezone": "Europe/London",
|
||||||
|
"tz_offset": "+00:00",
|
||||||
|
"dst": "Mar–Oct",
|
||||||
|
"open_local": "08:00",
|
||||||
|
"close_local": "16:30",
|
||||||
|
"lunch_break": false,
|
||||||
|
"open_utc": "08:00",
|
||||||
|
"close_utc": "16:30",
|
||||||
|
"currency": "GBP"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"mic": "XTAI",
|
||||||
|
"name": "Taiwan Stock Exchange",
|
||||||
|
"country": "Taiwan",
|
||||||
|
"city": "Taipei",
|
||||||
|
"market_cap_trillion_usd": 2.87,
|
||||||
|
"timezone": "Asia/Taipei",
|
||||||
|
"tz_offset": "+08:00",
|
||||||
|
"dst": null,
|
||||||
|
"open_local": "09:00",
|
||||||
|
"close_local": "13:30",
|
||||||
|
"lunch_break": false,
|
||||||
|
"open_utc": "01:00",
|
||||||
|
"close_utc": "05:30",
|
||||||
|
"currency": "TWD"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"mic": "XSAU",
|
||||||
|
"name": "Saudi Exchange (Tadawul)",
|
||||||
|
"country": "Saudi Arabia",
|
||||||
|
"city": "Riyadh",
|
||||||
|
"market_cap_trillion_usd": 2.73,
|
||||||
|
"timezone": "Asia/Riyadh",
|
||||||
|
"tz_offset": "+03:00",
|
||||||
|
"dst": null,
|
||||||
|
"open_local": "10:00",
|
||||||
|
"close_local": "15:00",
|
||||||
|
"lunch_break": false,
|
||||||
|
"open_utc": "07:00",
|
||||||
|
"close_utc": "12:00",
|
||||||
|
"currency": "SAR"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"mic": "XFRA",
|
||||||
|
"name": "Deutsche Börse (Xetra)",
|
||||||
|
"country": "Germany",
|
||||||
|
"city": "Frankfurt",
|
||||||
|
"market_cap_trillion_usd": 2.04,
|
||||||
|
"timezone": "Europe/Berlin",
|
||||||
|
"tz_offset": "+01:00",
|
||||||
|
"dst": "Mar–Oct",
|
||||||
|
"open_local": "09:00",
|
||||||
|
"close_local": "17:30",
|
||||||
|
"lunch_break": false,
|
||||||
|
"open_utc": "08:00",
|
||||||
|
"close_utc": "16:30",
|
||||||
|
"currency": "EUR"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"mic": "XSWX",
|
||||||
|
"name": "SIX Swiss Exchange",
|
||||||
|
"country": "Switzerland",
|
||||||
|
"city": "Zürich",
|
||||||
|
"market_cap_trillion_usd": 1.97,
|
||||||
|
"timezone": "Europe/Zurich",
|
||||||
|
"tz_offset": "+01:00",
|
||||||
|
"dst": "Mar–Oct",
|
||||||
|
"open_local": "09:00",
|
||||||
|
"close_local": "17:30",
|
||||||
|
"lunch_break": false,
|
||||||
|
"open_utc": "08:00",
|
||||||
|
"close_utc": "16:30",
|
||||||
|
"currency": "CHF"
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"mic": "XASX",
|
||||||
|
"name": "Australian Securities Exchange",
|
||||||
|
"country": "Australia",
|
||||||
|
"city": "Sydney",
|
||||||
|
"market_cap_trillion_usd": 1.89,
|
||||||
|
"timezone": "Australia/Sydney",
|
||||||
|
"tz_offset": "+10:00",
|
||||||
|
"dst": "Oct–Apr",
|
||||||
|
"open_local": "10:00",
|
||||||
|
"close_local": "16:00",
|
||||||
|
"lunch_break": false,
|
||||||
|
"open_utc": "00:00",
|
||||||
|
"close_utc": "06:00",
|
||||||
|
"currency": "AUD"
|
||||||
|
}
|
||||||
|
]
|
||||||
|
}
|
||||||
6
src/data/index.txt
Normal file
6
src/data/index.txt
Normal file
@@ -0,0 +1,6 @@
|
|||||||
|
data/*
|
||||||
|
|
||||||
|
companies.json
|
||||||
|
continents.json
|
||||||
|
countries.json
|
||||||
|
exchanges.json
|
||||||
32
src/main.rs
32
src/main.rs
@@ -4,7 +4,8 @@ mod corporate;
|
|||||||
mod config;
|
mod config;
|
||||||
mod util;
|
mod util;
|
||||||
|
|
||||||
use fantoccini::{ClientBuilder, Locator};
|
use fantoccini::{ClientBuilder};
|
||||||
|
use serde_json::{Map, Value};
|
||||||
use tokio::signal;
|
use tokio::signal;
|
||||||
|
|
||||||
#[tokio::main]
|
#[tokio::main]
|
||||||
@@ -17,11 +18,31 @@ async fn main() -> anyhow::Result<()> {
|
|||||||
|
|
||||||
// === Start ChromeDriver ===
|
// === Start ChromeDriver ===
|
||||||
let mut child = std::process::Command::new("chromedriver-win64/chromedriver.exe")
|
let mut child = std::process::Command::new("chromedriver-win64/chromedriver.exe")
|
||||||
.args(["--port=9515"])
|
.args(["--port=9515"]) // Level 3 = minimal logs
|
||||||
.spawn()?;
|
.spawn()?;
|
||||||
|
|
||||||
let client = ClientBuilder::native()
|
// Build capabilities to hide infobar + enable full rendering
|
||||||
.connect("http://localhost:9515")
|
let port = 9515;
|
||||||
|
let caps_value = serde_json::json!({
|
||||||
|
"goog:chromeOptions": {
|
||||||
|
"args": [
|
||||||
|
//"--headless",
|
||||||
|
"--disable-gpu",
|
||||||
|
"--disable-notifications",
|
||||||
|
"--disable-popup-blocking",
|
||||||
|
"--disable-blink-features=AutomationControlled"
|
||||||
|
],
|
||||||
|
"excludeSwitches": ["enable-automation"]
|
||||||
|
}
|
||||||
|
});
|
||||||
|
|
||||||
|
let caps_map: Map<String, Value> = caps_value.as_object()
|
||||||
|
.expect("Capabilities should be a JSON object")
|
||||||
|
.clone();
|
||||||
|
|
||||||
|
let mut client = ClientBuilder::native()
|
||||||
|
.capabilities(caps_map)
|
||||||
|
.connect(&format!("http://localhost:{}", port))
|
||||||
.await?;
|
.await?;
|
||||||
|
|
||||||
// Graceful shutdown
|
// Graceful shutdown
|
||||||
@@ -39,8 +60,7 @@ async fn main() -> anyhow::Result<()> {
|
|||||||
|
|
||||||
// === Corporate Earnings Update ===
|
// === Corporate Earnings Update ===
|
||||||
println!("\nUpdating Corporate Earnings");
|
println!("\nUpdating Corporate Earnings");
|
||||||
let tickers = config::get_tickers();
|
corporate::run_full_update(&client, &config).await?;
|
||||||
corporate::run_full_update(&client, tickers, &config).await?;
|
|
||||||
|
|
||||||
// === Cleanup ===
|
// === Cleanup ===
|
||||||
client.close().await?;
|
client.close().await?;
|
||||||
|
|||||||
@@ -9,15 +9,14 @@ pub async fn ensure_data_dirs() -> anyhow::Result<()> {
|
|||||||
"economic_event_changes",
|
"economic_event_changes",
|
||||||
"corporate_events",
|
"corporate_events",
|
||||||
"corporate_prices",
|
"corporate_prices",
|
||||||
|
"data",
|
||||||
];
|
];
|
||||||
|
|
||||||
for dir in dirs {
|
for dir in dirs {
|
||||||
let path = Path::new(dir);
|
let path = Path::new(dir);
|
||||||
if !path.exists() {
|
if !path.exists() {
|
||||||
fs::create_dir_all(path).await?;
|
tokio::fs::create_dir_all(path).await?;
|
||||||
println!("Created directory: {dir}");
|
println!("Created directory: {dir}");
|
||||||
}
|
}
|
||||||
// else → silently continue
|
|
||||||
}
|
}
|
||||||
Ok(())
|
Ok(())
|
||||||
}
|
}
|
||||||
Reference in New Issue
Block a user