Co-authored-by: Natercio Moniz <[email protected]> Co-committed-by: Natercio Moniz <[email protected]>
This commit was merged in pull request #26.
This commit is contained in:
-55
@@ -618,58 +618,3 @@ an absolute waiver of all civil liability in connection with the
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Program, unless a warranty or assumption of liability accompanies a
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copy of the Program in return for a fee.
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END OF TERMS AND CONDITIONS
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How to Apply These Terms to Your New Programs
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If you develop a new program, and you want it to be of the greatest
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possible use to the public, the best way to achieve this is to make it
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free software which everyone can redistribute and change under these terms.
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To do so, attach the following notices to the program. It is safest
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to attach them to the start of each source file to most effectively
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state the exclusion of warranty; and each file should have at least
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the "copyright" line and a pointer to where the full notice is found.
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<one line to give the program's name and a brief idea of what it does.>
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Copyright (C) <year> <name of author>
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This program is free software: you can redistribute it and/or modify
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it under the terms of the GNU General Public License as published by
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the Free Software Foundation, either version 3 of the License, or
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(at your option) any later version.
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This program is distributed in the hope that it will be useful,
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but WITHOUT ANY WARRANTY; without even the implied warranty of
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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GNU General Public License for more details.
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You should have received a copy of the GNU General Public License
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along with this program. If not, see <https://www.gnu.org/licenses/>.
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Also add information on how to contact you by electronic and paper mail.
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If the program does terminal interaction, make it output a short
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notice like this when it starts in an interactive mode:
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<program> Copyright (C) <year> <name of author>
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This program comes with ABSOLUTELY NO WARRANTY; for details type `show w'.
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This is free software, and you are welcome to redistribute it
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under certain conditions; type `show c' for details.
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The hypothetical commands `show w' and `show c' should show the appropriate
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parts of the General Public License. Of course, your program's commands
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might be different; for a GUI interface, you would use an "about box".
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You should also get your employer (if you work as a programmer) or school,
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if any, to sign a "copyright disclaimer" for the program, if necessary.
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For more information on this, and how to apply and follow the GNU GPL, see
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<https://www.gnu.org/licenses/>.
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The GNU General Public License does not permit incorporating your program
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into proprietary programs. If your program is a subroutine library, you
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may consider it more useful to permit linking proprietary applications with
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the library. If this is what you want to do, use the GNU Lesser General
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Public License instead of this License. But first, please read
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<https://www.gnu.org/licenses/why-not-lgpl.html>.
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@@ -25,7 +25,7 @@ var (
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format = pflag.StringP("format", "f", "table", "Output format: table or csv")
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ofAPIKey = pflag.String("open-figi-api-key", "", "An OpenFIGI API key for faster report generation (better rate api rate limits)")
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// TODO: improve documentation on selectors
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selectors = pflag.StringSlice("selectors", nil, "Only process entries that conform to all the selectors:")
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selectors = pflag.StringSlice("selectors", nil, "Only process entries that conform to all the selectors: code, assetCountry")
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)
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func main() {
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@@ -51,13 +51,11 @@ func run(ctx context.Context) error {
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slog.SetDefault(slog.New(slog.NewTextHandler(os.Stderr, &slog.HandlerOptions{Level: logLevel})))
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if platform == nil || len(*platform) == 0 {
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slog.Error("--platform flag is required")
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os.Exit(1)
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return fmt.Errorf("--platform flag is required")
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}
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if lang == nil || len(*lang) == 0 {
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slog.Error("--language flag is required")
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os.Exit(1)
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return fmt.Errorf("--language flag is required")
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}
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reader, err := getReader(*platform, *ofAPIKey)
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+15
-5
@@ -68,7 +68,8 @@ func BuildReport(ctx context.Context, reader RecordReader, writer ReportWriter,
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case <-ctx.Done():
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return ctx.Err()
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case <-progTicker.C:
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slog.InfoContext(ctx, "Progress update",
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slog.InfoContext(
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ctx, "Progress update",
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slog.Int64("total_records", buysCount+sellsCount),
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slog.Int64("sell_records", sellsCount),
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slog.Int64("buy_records", buysCount),
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@@ -108,10 +109,13 @@ func BuildReport(ctx context.Context, reader RecordReader, writer ReportWriter,
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// processRecord either adds buys to the queue or consumes buys from the queue when processing a
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// sell record.
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// Selectors are only applied on sells for performance reasons. It's much cheaper to just accumulate
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// buys and only actually inspect a record once a sell happens due to potential network requests to
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//
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// NOTE: Selectors are only applied when processing sell records for performance reasons. It's much
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// cheaper to just accumulate buys and only actually inspect any records once a sell happens. This
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// avoids potential network requests to for every single record.
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func processRecord(ctx context.Context, q *FillerQueue, rec Record, sel Selector, writer ReportWriter) error {
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slog.Debug("Report: processing record",
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slog.Debug(
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"Report: processing record",
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slog.String("symbol", rec.Symbol()),
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slog.String("side", rec.Kind().String()),
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)
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@@ -122,7 +126,8 @@ func processRecord(ctx context.Context, q *FillerQueue, rec Record, sel Selector
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case KindSell:
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if !sel(rec) {
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slog.Debug("Report: skipping record",
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slog.Debug(
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"Report: skipping record",
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slog.String("symbol", rec.Symbol()),
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slog.String("side", rec.Kind().String()),
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)
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@@ -137,6 +142,11 @@ func processRecord(ctx context.Context, q *FillerQueue, rec Record, sel Selector
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return ErrInsufficientBoughtVolume
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}
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// Since we don't apply selectors while processing buys we need to apply them here.
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if !sel(buy) {
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continue
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}
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matchedQty, filled := buy.Fill(unmatchedQty)
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if filled {
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@@ -16,12 +16,15 @@ func And(a, b Selector) Selector {
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}
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}
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// OnlyNature will only select records with the given Nature n (G01, G20, etc...).
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func OnlyNature(n Nature) Selector {
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return func(r Record) bool {
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return r.Nature() == n
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}
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}
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// OnlyAssetCountry will only select records with the given ISO code c (620 for Portugal, 196 for
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// Cyprus, etc...).
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func OnlyAssetCountry(c int64) Selector {
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return func(r Record) bool {
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return r.AssetCountry() == c
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@@ -0,0 +1,24 @@
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Copyright (c) 2019 Biter, biter2004@yandex.ru. All rights reserved.
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Redistribution and use in source and binary forms, with or without
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modification, are permitted provided that the following conditions are
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met:
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* Redistributions of source code must retain the above copyright
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notice, this list of conditions and the following disclaimer.
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* Redistributions in binary form must reproduce the above
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copyright notice, this list of conditions and the following disclaimer
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in the documentation and/or other materials provided with the
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distribution.
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THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
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"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
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LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
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A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
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OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
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SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
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LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
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DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
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THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
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OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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@@ -0,0 +1,21 @@
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MIT License
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Copyright (c) 2018 jedib0t
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in all
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copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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SOFTWARE.
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