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Bugfix/fix historical market data gathering in yahoo finance service (#3737)

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* Switch from historical() to chart()

* Update changelog
This commit is contained in:
Thomas Kaul
2024-09-07 21:21:02 +02:00
committed by GitHub
parent 1204240ed0
commit 8c322b4e81
2 changed files with 43 additions and 20 deletions
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62
apps/api/src/services/data-provider/yahoo-finance/yahoo-finance.service.ts
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@@ -20,6 +20,11 @@ import { Injectable, Logger } from '@nestjs/common';
import { DataSource, SymbolProfile } from '@prisma/client';
import { addDays, format, isSameDay } from 'date-fns';
import yahooFinance from 'yahoo-finance2';
import { ChartResultArray } from 'yahoo-finance2/dist/esm/src/modules/chart';
import {
HistoricalDividendsResult,
HistoricalHistoryResult
} from 'yahoo-finance2/dist/esm/src/modules/historical';
import { Quote } from 'yahoo-finance2/dist/esm/src/modules/quote';
@Injectable()
@@ -60,18 +65,19 @@ export class YahooFinanceService implements DataProviderInterface {
}
try {
const historicalResult = await yahooFinance.historical(
this.yahooFinanceDataEnhancerService.convertToYahooFinanceSymbol(
symbol
),
{
events: 'dividends',
interval: granularity === 'month' ? '1mo' : '1d',
period1: format(from, DATE_FORMAT),
period2: format(to, DATE_FORMAT)
}
const historicalResult = this.convertToDividendResult(
await yahooFinance.chart(
this.yahooFinanceDataEnhancerService.convertToYahooFinanceSymbol(
symbol
),
{
events: 'dividends',
interval: granularity === 'month' ? '1mo' : '1d',
period1: format(from, DATE_FORMAT),
period2: format(to, DATE_FORMAT)
}
)
);
const response: {
[date: string]: IDataProviderHistoricalResponse;
} = {};
@@ -108,15 +114,17 @@ export class YahooFinanceService implements DataProviderInterface {
}
try {
const historicalResult = await yahooFinance.historical(
this.yahooFinanceDataEnhancerService.convertToYahooFinanceSymbol(
symbol
),
{
interval: '1d',
period1: format(from, DATE_FORMAT),
period2: format(to, DATE_FORMAT)
}
const historicalResult = this.convertToHistoricalResult(
await yahooFinance.chart(
this.yahooFinanceDataEnhancerService.convertToYahooFinanceSymbol(
symbol
),
{
interval: '1d',
period1: format(from, DATE_FORMAT),
period2: format(to, DATE_FORMAT)
}
)
);
const response: {
@@ -302,6 +310,20 @@ export class YahooFinanceService implements DataProviderInterface {
return { items };
}
private convertToDividendResult(
result: ChartResultArray
): HistoricalDividendsResult {
return result.events.dividends.map(({ amount: dividends, date }) => {
return { date, dividends };
});
}
private convertToHistoricalResult(
result: ChartResultArray
): HistoricalHistoryResult {
return result.quotes;
}
private async getQuotesWithQuoteSummary(aYahooFinanceSymbols: string[]) {
const quoteSummaryPromises = aYahooFinanceSymbols.map((symbol) => {
return yahooFinance.quoteSummary(symbol).catch(() => {