ohlc/main.go

package ohlc

import (
	"encoding/json"
	"fmt"
	"os"
	"sort"
	"time"
)

// exchangeTimezone returns the exchange's IANA zone (from meta), falling back
// to the most recent gmtoffset, then UTC. The old code formatted dates in the
// machine's local timezone, which shifts dates by a day for any exchange in
// a different zone.
func exchangeTimezone(result map[string]interface{}) *time.Location {
	if meta, ok := result["meta"].(map[string]interface{}); ok {
		if name, ok := meta["exchangeTimezoneName"].(string); ok && name != "" {
			if loc, err := time.LoadLocation(name); err == nil {
				return loc
			}
		}
		if off, ok := meta["gmtoffset"].(float64); ok {
			return time.FixedZone("gmt", int(off))
		}
	}
	return time.UTC
}

// eventRow is one dividend/capital-gain/split, flattened for sorting.
type eventRow struct {
	epoch  float64
	date   string
	amount float64
	ratio  string // splits only
}

// eventRows flattens an events map, sorts rows by date (JSON object iteration
// order is random, so sorting is required for stable output) and formats each
// date in the exchange zone. kind is used in error messages.
func eventRows(name, kind string, events map[string]interface{}, loc *time.Location) []eventRow {
	rows := make([]eventRow, 0, len(events))
	for _, v := range events {
		v2, ok := v.(map[string]interface{})
		if !ok {
			fmt.Println(name + ": Bad format (" + kind + ")")
			return nil
		}
		t, ok := v2["date"].(float64)
		if !ok {
			fmt.Println(name + ": Bad format (" + kind + " date)")
			return nil
		}
		r := eventRow{epoch: t, date: time.Unix(int64(t), 0).In(loc).Format("2006-01-02")}
		if v2["amount"] != nil {
			r.amount = v2["amount"].(float64)
		} else if kind != "split" {
			fmt.Println(name + ": Bad format (" + kind + " amount)")
			return nil
		}
		if v2["splitRatio"] != nil {
			r.ratio = v2["splitRatio"].(string)
		} else if kind == "split" {
			fmt.Println(name + ": Bad format (split ratio)")
			return nil
		}
		rows = append(rows, r)
	}
	sort.Slice(rows, func(i, j int) bool { return rows[i].epoch < rows[j].epoch })
	return rows
}

func Conv(name string) {
	text, err := os.ReadFile(name + ".json")
	if err != nil {
		fmt.Printf("%s: %s\n", name, err)
		return
	}

	var i interface{}
	err = json.Unmarshal(text, &i)
	if err != nil {
		fmt.Printf("%s: %s\n", name, err)
		return
	}

	j, ok := i.(map[string]interface{})
	if !ok {
		fmt.Println(name + ": Bad format")
		return
	}

	j, ok = j["chart"].(map[string]interface{})
	if !ok {
		fmt.Println(name + ": Bad format (chart)")
		return
	}

	x, ok := j["result"].([]interface{})
	if !ok {
		fmt.Println(name + ": Bad format (result)")
		return
	}

	result, ok := x[0].(map[string]interface{})
	if !ok {
		fmt.Println(name + ": Bad format (result[0])")
		return
	}

	timestamp, ok := result["timestamp"].([]interface{})
	if !ok {
		fmt.Println(name + ": Bad format (timestamp)")
		return
	}

	indicators, ok := result["indicators"].(map[string]interface{})
	if !ok {
		fmt.Println(name + ": Bad format (indicators)")
		return
	}

	events, ok := result["events"].(map[string]interface{})

	dividends, ok := events["dividends"].(map[string]interface{})

	capgains, ok := events["capitalGains"].(map[string]interface{})

	splits, ok := events["splits"].(map[string]interface{})

	x, ok = indicators["quote"].([]interface{})
	if !ok {
		fmt.Println(name + ": Bad format (quote)")
		return
	}

	quote, ok := x[0].(map[string]interface{})
	if !ok {
		fmt.Println(name + ": Bad format (quote[0])")
		return
	}

	x, ok = indicators["adjclose"].([]interface{})
	if !ok {
		fmt.Println(name + ": Bad format (adjclose)")
		return
	}

	a, ok := x[0].(map[string]interface{})
	if !ok {
		fmt.Println(name + ": Bad format (adjclose[0])")
		return
	}

	adjclose, ok := a["adjclose"].([]interface{})
	if !ok {
		fmt.Println(name + ": Bad format (adjclose[adjclose])")
		return
	}

	open, ok := quote["open"].([]interface{})
	if !ok {
		fmt.Println(name + ": Bad format (open)")
		return
	}

	high, ok := quote["high"].([]interface{})
	if !ok {
		fmt.Println(name + ": Bad format (high)")
		return
	}

	low, ok := quote["low"].([]interface{})
	if !ok {
		fmt.Println(name + ": Bad format (low)")
		return
	}

	close, ok := quote["close"].([]interface{})
	if !ok {
		fmt.Println(name + ": Bad format (close)")
		return
	}

	volume, ok := quote["volume"].([]interface{})
	if !ok {
		fmt.Println(name + ": Bad format (volume)")
		return
	}

	loc := exchangeTimezone(result)

	out, err := os.Create(name + "-history.csv")
	if err != nil {
		fmt.Printf("%s: %s\n", name, err)
		os.Exit(-1)
	}
	defer out.Close()

	out.WriteString("Date,Open,High,Low,Close,Adj Close,Volume\n")
	// Yahoo occasionally emits the same timestamp twice; keep the last one.
	seen := make(map[int64]int, len(timestamp))
	for k, v := range timestamp {
		seen[int64(v.(float64))] = k
	}
	for k, v := range timestamp {
		if seen[int64(v.(float64))] != k {
			continue
		}
		if open[k] == nil {
			continue
		}
		vol := 0
		if volume[k] != nil {
			vol = int(volume[k].(float64))
		}
		out.WriteString(fmt.Sprintf("%s,%f,%f,%f,%f,%f,%d\n",
			time.Unix(int64(v.(float64)), 0).In(loc).Format("2006-01-02"),
			open[k], high[k], low[k], close[k],
			adjclose[k], vol))
	}
	if dividends != nil {
		out, err = os.Create(name + "-dividend.csv")
		if err != nil {
			fmt.Printf("%s: %s\n", name, err)
			os.Exit(-1)
		}

		defer out.Close()

		out.WriteString("Date,Dividends\n")
		for _, r := range eventRows(name, "dividend", dividends, loc) {
			out.WriteString(fmt.Sprintf("%s,%f\n", r.date, r.amount))
		}
	}

	if capgains != nil {
		out, err = os.Create(name + "-capitalGain.csv")
		if err != nil {
			fmt.Printf("%s: %s\n", name, err)
			os.Exit(-1)
		}

		defer out.Close()

		out.WriteString("Date,Capital Gains\n")
		for _, r := range eventRows(name, "capital gain", capgains, loc) {
			out.WriteString(fmt.Sprintf("%s,%f\n", r.date, r.amount))
		}
	}

	if splits != nil {
		out, err = os.Create(name + "-split.csv")
		if err != nil {
			fmt.Printf("%s: %s\n", name, err)
			os.Exit(-1)
		}

		defer out.Close()

		out.WriteString("Date,Stock Splits\n")
		for _, r := range eventRows(name, "split", splits, loc) {
			out.WriteString(fmt.Sprintf("%s,%s\n", r.date, r.ratio))
		}
	}
}