msyrs/src/download/jpmaqsdownload.rs

use crate::download::oauth_client::OAuthClient;
use crate::download::requester::DQRequester;
use crate::download::requester::DQTimeseriesRequestArgs;
use crate::download::timeseries::DQTimeSeriesResponse;
use crate::download::timeseries::JPMaQSIndicator;
use std::error::Error;

const DEFAULT_JPMAQS_METRICS: [&str; 4] = ["value", "grading", "eop_lag", "mop_lag"];

fn ticker_to_expressions(ticker: &str) -> Vec<String> {
    DEFAULT_JPMAQS_METRICS
        .iter()
        .map(|metric| format!("DB(JPMAQS,{},{})", ticker, metric))
        .collect::<Vec<String>>()
}

fn construct_expressions(tickers: Vec<String>) -> Vec<String> {
    tickers
        .iter()
        .flat_map(|ticker| ticker_to_expressions(ticker))
        .collect()
}

fn is_jpmaq_expression(expression: &str) -> bool {
    expression.starts_with("DB(JPMAQS,")
        && expression.ends_with(")")
        && expression.split(',').count() == 3
        && expression.split(',').nth(0).unwrap() == "DB(JPMAQS"
        && expression.split(',').nth(2).unwrap().ends_with(")")
}

fn all_jpmaq_expressions(expressions: Vec<String>) -> bool {
    expressions
        .iter()
        .all(|expression| is_jpmaq_expression(expression))
}

#[derive(Debug, Clone)]
pub struct JPMaQSDownload {
    requester: DQRequester,
}

impl Default for JPMaQSDownload {
    fn default() -> Self {
        let requester = DQRequester::default();
        JPMaQSDownload { requester }
    }
}

impl JPMaQSDownload {
    pub fn new(client_id: String, client_secret: String) -> Self {
        let oauth_client = OAuthClient::new(client_id.clone(), client_secret.clone());
        let requester = DQRequester::new(oauth_client);
        JPMaQSDownload { requester }
    }

    pub fn check_connection(&mut self) -> Result<(), Box<dyn Error>> {
        self.requester.check_connection()
    }

    pub fn get_catalogue(&mut self) -> Result<Vec<String>, Box<dyn Error>> {
        let dq_catalogue = self.requester.get_catalogue("JPMAQS", 1000)?;
        Ok(dq_catalogue.all_instruments)
    }

    pub fn get_expressions(
        &mut self,
        expressions: Vec<String>,
    ) -> Result<Vec<DQTimeSeriesResponse>, Box<dyn Error>> {
        let dqts_vec = self.requester.get_timeseries(DQTimeseriesRequestArgs {
            expressions: expressions,
            ..Default::default()
        })?;

        Ok(dqts_vec)
    }

    pub fn get_indicators(
        &mut self,
        tickers: Vec<String>,
    ) -> Result<Vec<JPMaQSIndicator>, Box<dyn Error>> {
        let expressions = construct_expressions(tickers);
        assert!(all_jpmaq_expressions(expressions.clone()));
        let dqts_vec = self.get_expressions(expressions)?;

        println!("Retrieved {} time series", dqts_vec.len());
        let start = std::time::Instant::now();
        let indicators = dqts_vec
            .iter()
            .flat_map(|dqts| dqts.get_timeseries_by_ticker())
            .map(|tsv| JPMaQSIndicator::new(tsv))
            .collect::<Result<Vec<JPMaQSIndicator>, Box<dyn Error>>>()?;
        println!(
            "Converted time series to indicators in {:?}",
            start.elapsed()
        );

        Ok(indicators)
    }
}