Added PriceSeriesConverter

src/TimeSeries/Converters/CumulativeReturnSeriesConverter.ts

@@ -22,7 +22,7 @@
  * */
 
 
-import MorningstarConverter from '../../Shared/MorningstarConverter';
+import TimeSeriesConverter from '../TimeSeriesConverter';
 import { CumulativeReturnSeriesOptions } from '../TimeSeriesOptions';
 import TimeSeriesJSON from '../TimeSeriesJSON';
 
@@ -48,7 +48,7 @@ interface CumulativeReturn {
  * */
 
 
-export class CumulativeReturnSeriesConverter extends MorningstarConverter {
+export class CumulativeReturnSeriesConverter extends TimeSeriesConverter {
 
 
     /* *
@@ -76,6 +76,8 @@ export class CumulativeReturnSeriesConverter extends MorningstarConverter {
 
     public override readonly options: Required<CumulativeReturnSeriesOptions>;
 
+    public override path: string = 'timeseries/cumulativereturn';
+
 
     /* *
      *

src/TimeSeries/Converters/DividendSeriesConverter.ts

@@ -22,7 +22,7 @@
  * */
 
 
-import MorningstarConverter from '../../Shared/MorningstarConverter';
+import TimeSeriesConverter from '../TimeSeriesConverter';
 import { DividendSeriesOptions } from '../TimeSeriesOptions';
 import TimeSeriesJSON from '../TimeSeriesJSON';
 
@@ -49,7 +49,7 @@ interface Dividend {
  * */
 
 
-export class DividendSeriesConverter extends MorningstarConverter {
+export class DividendSeriesConverter extends TimeSeriesConverter {
 
 
     /* *
@@ -77,6 +77,8 @@ export class DividendSeriesConverter extends MorningstarConverter {
 
     public override readonly options: Required<DividendSeriesOptions>;
 
+    public override path: string = 'timeseries/dividend';
+
 
     /* *
      *

src/TimeSeries/Converters/GrowthSeriesConverter.ts

@@ -22,7 +22,7 @@
  * */
 
 
-import MorningstarConverter from '../../Shared/MorningstarConverter';
+import TimeSeriesConverter from '../TimeSeriesConverter';
 import { GrowthSeriesOptions } from '../TimeSeriesOptions';
 import TimeSeriesJSON from '../TimeSeriesJSON';
 
@@ -48,7 +48,7 @@ interface Growth {
  * */
 
 
-export class GrowthSeriesConverter extends MorningstarConverter {
+export class GrowthSeriesConverter extends TimeSeriesConverter {
 
 
     /* *
@@ -76,6 +76,8 @@ export class GrowthSeriesConverter extends MorningstarConverter {
 
     public override readonly options: Required<GrowthSeriesOptions>;
 
+    public override path: string = 'timeseries/growth';
+
 
     /* *
      *

src/TimeSeries/Converters/PriceSeriesConverter.ts

@@ -0,0 +1,177 @@
+/* *
+ *
+ *  (c) 2009-2024 Highsoft AS
+ *
+ *  License: www.highcharts.com/license
+ *
+ *  !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!!
+ *
+ *  Authors:
+ *  - Eskil Gjerde Sviggum
+ *
+ * */
+
+
+'use strict';
+
+
+/* *
+ *
+ *  Imports
+ *
+ * */
+
+
+import TimeSeriesConverter from '../TimeSeriesConverter';
+import { PriceSeriesOptions } from '../TimeSeriesOptions';
+import TimeSeriesJSON from '../TimeSeriesJSON';
+import MorningstarURL from '../../Shared/MorningstarURL';
+
+
+/* *
+ *
+ *  Declarations
+ *
+ * */
+
+
+interface Price {
+    Id: string;
+    EndDate: number;
+    Value: number;
+}
+
+
+/* *
+ *
+ *  Class
+ *
+ * */
+
+
+export class PriceSeriesConverter extends TimeSeriesConverter {
+
+
+    /* *
+     *
+     *  Constructor
+     *
+     * */
+
+
+    public constructor (
+        options: PriceSeriesOptions = { type: 'Price' }
+    ) {
+        super(options);
+
+        this.options = options as Required<PriceSeriesOptions>;
+    }
+
+
+    /* *
+     *
+     *  Properties
+     *
+     * */
+
+
+    public override readonly options: Required<PriceSeriesOptions>;
+
+    public override path: string = 'timeseries/price';
+
+
+    /* *
+     *
+     *  Functions
+     *
+     * */
+
+
+    public parse (
+        options: PriceSeriesOptions
+    ): void {
+        const table = this.table;
+        const userOptions = {
+            ...this.options,
+            ...options
+        };
+        const json = userOptions.json;
+
+        // Validate JSON
+        if (!TimeSeriesJSON.isResponse(json)) {
+            throw new Error('Invalid data');
+        }
+
+        // Cumulate prices by date
+
+        const securityIds: Array<string> = [];
+        const sortedPrices: Array<Price> = [];
+
+        for (const security of json.TimeSeries.Security) {
+
+            if (!security.HistoryDetail) {
+                continue;
+            }
+
+            securityIds.push(security.Id);
+
+            for (const detail of security.HistoryDetail) {
+                sortedPrices.push({
+                    EndDate: Date.parse(detail.EndDate),
+                    Id: security.Id,
+                    Value: parseFloat(detail.Value)
+                });
+            }
+
+        }
+
+        // Sort prices by date
+
+        sortedPrices.sort((a, b) => (
+            a.EndDate === b.EndDate ?
+                0 :
+                a.EndDate < b.EndDate ? -1 : 1
+        ));
+
+        // Reset table
+
+        table.deleteColumns();
+        table.setColumn('Date');
+
+        for (const securityId of securityIds) {
+            table.setColumn(securityId);
+        }
+
+        // Add prices to table
+
+        let currentTableDate: number = 0;
+        let currentTableIndex: number = -1;
+
+        for (const price of sortedPrices) {
+            if (currentTableDate !== price.EndDate) {
+                currentTableDate = price.EndDate;
+                table.setCell('Date', ++currentTableIndex, currentTableDate);
+            }
+            table.setCell(price.Id, currentTableIndex, price.Value);
+        }
+
+    }
+
+    public override decorateURL (url: MorningstarURL) {
+        if (this.options.priceType !== undefined) {
+            url.searchParams.set('priceType', this.options.priceType);
+        }
+    }
+
+
+}
+
+
+/* *
+ *
+ *  Default Export
+ *
+ * */
+
+
+export default PriceSeriesConverter;

src/TimeSeries/Converters/RatingSeriesConverter.ts

@@ -22,7 +22,7 @@
  * */
 
 
-import MorningstarConverter from '../../Shared/MorningstarConverter';
+import TimeSeriesConverter from '../TimeSeriesConverter';
 import { RatingSeriesOptions } from '../TimeSeriesOptions';
 import TimeSeriesJSON from '../TimeSeriesJSON';
 
@@ -48,7 +48,7 @@ interface Rating {
  * */
 
 
-export class RatingSeriesConverter extends MorningstarConverter {
+export class RatingSeriesConverter extends TimeSeriesConverter {
 
 
     /* *
@@ -76,6 +76,8 @@ export class RatingSeriesConverter extends MorningstarConverter {
 
     public override readonly options: Required<RatingSeriesOptions>;
 
+    public override path: string = 'timeseries/rating';
+
 
     /* *
      *

src/TimeSeries/Converters/index.ts

@@ -26,6 +26,7 @@ import CumulativeReturnSeriesConverter from './CumulativeReturnSeriesConverter';
 import GrowthSeriesConverter from './GrowthSeriesConverter';
 import DividendSeriesConverter from './DividendSeriesConverter';
 import RatingSeriesConverter from './RatingSeriesConverter';
+import PriceSeriesConverter from './PriceSeriesConverter';
 
 
 /* *
@@ -39,6 +40,7 @@ export * from './CumulativeReturnSeriesConverter';
 export * from './GrowthSeriesConverter';
 export * from './DividendSeriesConverter';
 export * from './RatingSeriesConverter';
+export * from './PriceSeriesConverter';
 
 
 /* *
@@ -52,5 +54,6 @@ export default {
     CumulativeReturnSeriesConverter,
     GrowthSeriesConverter,
     DividendSeriesConverter,
-    RatingSeriesConverter
+    RatingSeriesConverter,
+    PriceSeriesConverter
 };

src/TimeSeries/TimeSeriesConnector.ts

@@ -26,12 +26,13 @@ import External from '../Shared/External';
 import GrowthSeriesConverter from './Converters/GrowthSeriesConverter';
 import MorningstarAPI from '../Shared/MorningstarAPI';
 import MorningstarConnector from '../Shared/MorningstarConnector';
-import MorningstarConverter from '../Shared/MorningstarConverter';
 import MorningstarURL from '../Shared/MorningstarURL';
 import CumulativeReturnSeriesConverter from './Converters/CumulativeReturnSeriesConverter';
 import DividendSeriesConverter from './Converters/DividendSeriesConverter';
 import TimeSeriesOptions from './TimeSeriesOptions';
 import TimeSeriesRatingConverter from './Converters/RatingSeriesConverter';
+import PriceSeriesConverter from './Converters/PriceSeriesConverter';
+import TimeSeriesConverter from './TimeSeriesConverter';
 
 
 /* *
@@ -63,31 +64,34 @@ export class TimeSeriesConnector extends MorningstarConnector {
                     ...options.converter,
                     ...options.series
                 });
-                this.path = 'timeseries/cumulativereturn';
                 break;
 
             case 'Dividend':
                 this.converter = new DividendSeriesConverter({
                     ...options.converter,
                     ...options.series
                 });
-                this.path = 'timeseries/dividend';
                 break;
 
             case 'Growth':
                 this.converter = new GrowthSeriesConverter({
                     ...options.converter,
                     ...options.series
                 });
-                this.path = 'timeseries/growth';
                 break;
 
             case 'Rating':
                 this.converter = new TimeSeriesRatingConverter({
                     ...options.converter,
                     ...options.series
                 });
-                this.path = 'timeseries/rating';
+                break;
+
+            case 'Price':
+                this.converter = new PriceSeriesConverter({
+                    ...options.converter,
+                    ...options.series
+                });
                 break;
 
             default:
@@ -107,15 +111,12 @@ export class TimeSeriesConnector extends MorningstarConnector {
      * */
 
 
-    public override readonly converter: MorningstarConverter;
+    public override readonly converter: TimeSeriesConverter;
 
 
     public override readonly options: TimeSeriesOptions;
 
 
-    public readonly path: string;
-
-
     /* *
      *
      *  Functions
@@ -138,7 +139,7 @@ export class TimeSeriesConnector extends MorningstarConnector {
         }
 
         const api = this.api = this.api || new MorningstarAPI(options.api);
-        const url = new MorningstarURL('/ecint/v1/' + this.path, api.baseURL);
+        const url = new MorningstarURL('/ecint/v1/' + this.converter.path, api.baseURL);
 
         url.setSecuritiesOptions(securities);
 
@@ -158,6 +159,8 @@ export class TimeSeriesConnector extends MorningstarConnector {
             url.searchParams.set('tax', tax);
         }
 
+        this.converter.decorateURL(url);
+
         const response = await api.fetch(url);
         const json = await response.json() as unknown;