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