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@ -10,6 +10,7 @@ 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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@ -18,7 +19,6 @@ import { |
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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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@ -162,56 +162,50 @@ export class YahooFinanceService implements DataProviderInterface { |
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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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response[symbol][format(historicalItem.date, DATE_FORMAT)] = { |
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marketPrice: historicalItem.close, |
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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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Thomas
3 years ago