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Feature/extend get historical in financial modeling prep service (#4229)

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* Extend get historical

* Update changelog
This commit is contained in:
Thomas Kaul
2025-01-22 19:32:59 +01:00
committed by GitHub
parent 04d7792b8b
commit 39ac6f352f
2 changed files with 36 additions and 20 deletions
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55
apps/api/src/services/data-provider/financial-modeling-prep/financial-modeling-prep.service.ts
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@@ -29,6 +29,7 @@ import { isISIN } from 'class-validator';
import { countries } from 'countries-list';
import {
addDays,
addYears,
format,
isAfter,
isBefore,
@@ -273,30 +274,44 @@ export class FinancialModelingPrepService implements DataProviderInterface {
}: GetHistoricalParams): Promise<{
[symbol: string]: { [date: string]: IDataProviderHistoricalResponse };
}> {
const MAX_YEARS_PER_REQUEST = 5;
const result: {
[symbol: string]: { [date: string]: IDataProviderHistoricalResponse };
} = {
[symbol]: {}
};
let currentFrom = from;
try {
const { historical } = await fetch(
`${this.URL}/historical-price-full/${symbol}?apikey=${this.apiKey}`,
{
signal: AbortSignal.timeout(requestTimeout)
}
).then((res) => res.json());
while (isBefore(currentFrom, to) || isSameDay(currentFrom, to)) {
const currentTo = isBefore(
addYears(currentFrom, MAX_YEARS_PER_REQUEST),
to
)
? addYears(currentFrom, MAX_YEARS_PER_REQUEST)
: to;
const result: {
[symbol: string]: { [date: string]: IDataProviderHistoricalResponse };
} = {
[symbol]: {}
};
const { historical } = await fetch(
`${this.URL}/historical-price-full/${symbol}?apikey=${this.apiKey}&from=${format(currentFrom, DATE_FORMAT)}&to=${format(currentTo, DATE_FORMAT)}`,
{
signal: AbortSignal.timeout(requestTimeout)
}
).then((res) => res.json());
for (const { adjClose, date } of historical) {
if (
(isSameDay(parseDate(date), from) ||
isAfter(parseDate(date), from)) &&
isBefore(parseDate(date), to)
) {
result[symbol][date] = {
marketPrice: adjClose
};
for (const { adjClose, date } of historical) {
if (
(isSameDay(parseDate(date), currentFrom) ||
isAfter(parseDate(date), currentFrom)) &&
isBefore(parseDate(date), currentTo)
) {
result[symbol][date] = {
marketPrice: adjClose
};
}
}
currentFrom = addYears(currentFrom, MAX_YEARS_PER_REQUEST);
}
return result;