mirror of
https://github.com/0xrsydn/idx-cli.git
synced 2026-11-07 09:45:36 +00:00
refactor: schema-driven architecture, capability traits, hardened error paths
- Split parse.rs into raw_types.rs (serde structs) + map.rs (pure transforms) for MSN and Yahoo - Replace Yahoo fundamentals dynamic HashMap with typed structs (SummaryDetail, DefaultKeyStatistics, etc.) - Introduce capability-based provider traits: QuoteProvider, FundamentalsProvider, HistoryProvider - Add future MSN capability traits: ProfileProvider, EarningsProvider, FinancialsProvider, SentimentProvider, InsightsProvider, NewsProvider (all dead_code until wired to CLI) - Add shared domain types in src/api/types.rs (CompanyProfile, EarningsReport, FinancialStatements, SentimentData, InsightData, NewsItem) - Harden error propagation: Yahoo cookie auth, MSN partial fundamentals, history symbol context, cache clear failures - Strict config parsing: invalid IDX_OUTPUT returns ConfigError instead of silent fallback - Cache schema version enforcement: version mismatch treated as cache miss - Extract fetch_with_cache() helper in cli/stocks.rs - Add MSN retry/backoff parity with Yahoo client - Standardize Option<T> policy through parse/map layers - All 56 tests passing, clippy clean
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Ciphercat
parent
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commit
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17 changed files with 1185 additions and 969 deletions
316
src/api/msn/map.rs
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316
src/api/msn/map.rs
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@ -0,0 +1,316 @@
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use std::collections::BTreeMap;
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use chrono::{Datelike, NaiveDate};
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use super::raw_types::{IndustryMetric, KeyRatios, MsnChart, MsnQuote};
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use super::symbols::{normalized_symbol, ticker_from_symbol};
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use crate::api::types::{Fundamentals, Ohlc, Period, Quote};
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use crate::error::IdxError;
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pub(super) fn parse_quote(symbol: &str, quotes: &[MsnQuote]) -> Result<Quote, IdxError> {
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let quote = quotes.first().ok_or(IdxError::ProviderUnavailable)?;
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let raw_price = quote
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.price
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.ok_or_else(|| IdxError::SymbolNotFound(symbol.to_string()))?;
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let prev_close = quote.price_previous_close.map(round_price);
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let price = round_price(raw_price);
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let change = prev_close
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.map(|previous| price - previous)
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.or_else(|| quote.price_change.map(round_price))
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.unwrap_or(0);
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let ticker = quote
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.symbol
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.as_deref()
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.and_then(ticker_from_symbol)
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.unwrap_or_else(|| ticker_from_symbol(symbol).unwrap_or_default());
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let (week52_position, range_signal) = match (quote.price_52w_low, quote.price_52w_high) {
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(Some(low), Some(high)) if high > low => {
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let position = (raw_price - low) / (high - low);
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let signal = if position > 0.66 {
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Some("upper".to_string())
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} else if position < 0.33 {
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Some("lower".to_string())
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} else {
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Some("middle".to_string())
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};
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(Some(position), signal)
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}
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_ => (None, None),
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};
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Ok(Quote {
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symbol: normalized_symbol(symbol, &ticker),
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price,
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change,
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change_pct: quote.price_change_percent.unwrap_or(0.0),
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volume: round_u64(quote.accumulated_volume).unwrap_or(0),
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market_cap: round_u64(quote.market_cap),
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week52_high: quote.price_52w_high.map(round_price),
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week52_low: quote.price_52w_low.map(round_price),
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week52_position,
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range_signal,
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prev_close,
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avg_volume: round_u64(quote.average_volume),
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})
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}
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pub(super) fn parse_fundamentals(
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ratios: &[KeyRatios],
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quote: Option<&MsnQuote>,
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) -> Result<Fundamentals, IdxError> {
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let ratios = ratios.first().ok_or(IdxError::ProviderUnavailable)?;
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let metrics = if ratios.company_metrics.is_empty() {
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&ratios.industry_metrics
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} else {
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&ratios.company_metrics
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};
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if preferred_metric(metrics).is_none() {
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return Err(IdxError::ProviderUnavailable);
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}
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Ok(Fundamentals {
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trailing_pe: best_metric_value(metrics, |metric| metric.price_to_earnings_ratio),
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forward_pe: best_metric_value(metrics, |metric| metric.forward_price_to_eps),
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price_to_book: best_metric_value(metrics, |metric| metric.price_to_book_ratio),
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return_on_equity: best_metric_value(metrics, |metric| normalize_percentish(metric.roe)),
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profit_margins: best_metric_value(metrics, |metric| {
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normalize_percentish(metric.profit_margin.or(metric.net_margin))
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}),
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return_on_assets: best_metric_value(metrics, |metric| {
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normalize_percentish(metric.roa_ttm.or(metric.return_on_asset_current))
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}),
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revenue_growth: best_metric_value(metrics, |metric| {
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normalize_percentish(metric.revenue_ytd_ytd.or(metric.revenue_growth_rate))
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}),
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earnings_growth: best_metric_value(metrics, |metric| {
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normalize_percentish(
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metric
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.net_income_ytd_ytd_growth_rate
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.or(metric.earnings_growth_rate),
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)
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}),
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debt_to_equity: best_metric_value(metrics, |metric| metric.debt_to_equity_ratio),
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current_ratio: best_metric_value(metrics, |metric| {
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sanitize_current_ratio(metric.current_ratio)
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}),
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enterprise_value: None,
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ebitda: None,
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market_cap: quote.and_then(|item| round_u64(item.market_cap)),
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})
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}
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pub(super) fn parse_history(period: &Period, charts: &[MsnChart]) -> Result<Vec<Ohlc>, IdxError> {
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parse_history_with_drop_count(period, charts).map(|v| v.0)
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}
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pub(super) fn parse_history_with_drop_count(
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period: &Period,
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charts: &[MsnChart],
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) -> Result<(Vec<Ohlc>, usize), IdxError> {
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let chart = charts.first().ok_or(IdxError::ProviderUnavailable)?;
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if !chart.series.has_real_ohlcv() {
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return Err(IdxError::ParseError(
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"msn does not expose real OHLC/volume for this history range".to_string(),
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));
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}
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let timestamps = &chart.series.time_stamps;
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let mut grouped: BTreeMap<NaiveDate, Ohlc> = BTreeMap::new();
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let mut dropped = 0usize;
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for (idx, raw_ts) in timestamps.iter().enumerate() {
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let Some(date) = parse_chart_date(raw_ts) else {
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dropped += 1;
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continue;
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};
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let point = (
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chart.series.open_prices.get(idx).copied(),
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chart.series.prices_high.get(idx).copied(),
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chart.series.prices_low.get(idx).copied(),
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chart.series.prices.get(idx).copied(),
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chart.series.volumes.get(idx).copied(),
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);
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let (Some(open), Some(high), Some(low), Some(close), Some(volume)) = point else {
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dropped += 1;
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continue;
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};
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let candle = Ohlc {
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date,
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open: round_price(open),
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high: round_price(high),
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low: round_price(low),
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close: round_price(close),
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volume: round_u64(Some(volume)).unwrap_or(0),
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};
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grouped
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.entry(date)
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.and_modify(|existing| {
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existing.high = existing.high.max(candle.high);
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existing.low = existing.low.min(candle.low);
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existing.close = candle.close;
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existing.volume = existing.volume.saturating_add(candle.volume);
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})
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.or_insert(candle);
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}
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let mut out: Vec<Ohlc> = grouped.into_values().collect();
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trim_history_to_period(period, &mut out);
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if out.is_empty() {
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return Err(IdxError::ProviderUnavailable);
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}
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Ok((out, dropped))
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}
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fn trim_history_to_period(period: &Period, rows: &mut Vec<Ohlc>) {
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let days: i64 = match period {
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Period::OneDay => return,
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Period::FiveDays => 5,
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Period::OneMonth => 31,
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Period::ThreeMonths => 92,
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Period::SixMonths => 183,
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Period::OneYear => 366,
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Period::TwoYears => 731,
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Period::FiveYears => 1826,
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};
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let Some(last_date) = rows.last().map(|item| item.date) else {
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return;
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};
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let cutoff = last_date - chrono::Duration::days(days.saturating_sub(1));
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rows.retain(|item| item.date >= cutoff);
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}
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fn preferred_metric(metrics: &[IndustryMetric]) -> Option<&IndustryMetric> {
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metrics.iter().max_by_key(|metric| metric_rank(metric))
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}
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fn best_metric_value<T: Copy>(
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metrics: &[IndustryMetric],
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extractor: impl Fn(&IndustryMetric) -> Option<T>,
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) -> Option<T> {
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metrics
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.iter()
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.filter_map(|metric| extractor(metric).map(|value| (metric_rank(metric), value)))
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.max_by_key(|(rank, _)| *rank)
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.map(|(_, value)| value)
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}
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fn metric_rank(metric: &IndustryMetric) -> (i32, i32) {
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(
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metric
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.year
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.as_deref()
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.and_then(|year| year.parse::<i32>().ok())
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.unwrap_or(i32::MIN),
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metric_period_priority(metric.fiscal_period_type.as_deref()),
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)
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}
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fn metric_period_priority(period: Option<&str>) -> i32 {
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match period.map(|value| value.trim()) {
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Some(value) if value.eq_ignore_ascii_case("TTM") => 7,
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Some(value)
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if value.eq_ignore_ascii_case("ANNUAL")
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|| value.eq_ignore_ascii_case("FY")
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|| value.eq_ignore_ascii_case("YEAR") =>
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{
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6
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}
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Some(value) if value.eq_ignore_ascii_case("Q4") => 5,
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Some(value) if value.eq_ignore_ascii_case("Q3") => 4,
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Some(value) if value.eq_ignore_ascii_case("Q2") => 3,
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Some(value) if value.eq_ignore_ascii_case("Q1") => 2,
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Some(value) if value.eq_ignore_ascii_case("NTM") => 1,
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_ => 0,
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}
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}
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fn normalize_percentish(value: Option<f64>) -> Option<f64> {
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value.and_then(|number| {
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if !number.is_finite() {
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None
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} else if number.abs() > 1.0 {
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Some(number / 100.0)
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} else {
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Some(number)
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}
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})
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}
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fn sanitize_current_ratio(value: Option<f64>) -> Option<f64> {
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value.and_then(|number| {
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if !number.is_finite() || number < 0.01 {
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None
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} else {
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Some(number)
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}
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})
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}
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fn parse_chart_date(raw: &str) -> Option<NaiveDate> {
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if let Ok(date) = chrono::DateTime::parse_from_rfc3339(raw) {
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return Some(date.date_naive());
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}
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if let Ok(timestamp) = raw.parse::<i64>() {
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return chrono::DateTime::from_timestamp(timestamp, 0).map(|dt| dt.date_naive());
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}
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NaiveDate::parse_from_str(raw, "%Y-%m-%d").ok()
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}
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fn round_price(value: f64) -> i64 {
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value.round() as i64
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}
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fn round_u64(value: Option<f64>) -> Option<u64> {
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value.and_then(|number| {
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if !number.is_finite() || number.is_sign_negative() {
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None
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} else {
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Some(number.round() as u64)
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}
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})
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}
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#[allow(dead_code)]
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#[derive(Clone, Copy)]
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pub(super) enum ResampleInterval {
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Week,
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Month,
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}
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#[allow(dead_code)]
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pub(super) fn resample_history(rows: &[Ohlc], interval: ResampleInterval) -> Vec<Ohlc> {
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let mut grouped: BTreeMap<(i32, u32), Ohlc> = BTreeMap::new();
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for row in rows {
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let key = match interval {
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ResampleInterval::Week => {
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let iso = row.date.iso_week();
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(iso.year(), iso.week())
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}
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ResampleInterval::Month => (row.date.year(), row.date.month()),
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};
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grouped
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.entry(key)
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.and_modify(|existing| {
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existing.high = existing.high.max(row.high);
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existing.low = existing.low.min(row.low);
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existing.close = row.close;
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existing.volume = existing.volume.saturating_add(row.volume);
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existing.date = row.date;
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})
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.or_insert_with(|| row.clone());
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}
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grouped.into_values().collect()
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}
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