Deprecate finance downloads

optimatika · Sep 7, 2024 · e52116e · e52116e
1 parent 5893489
commit e52116e
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Showing 9 changed files with 76 additions and 5 deletions.
diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -27,6 +27,12 @@ Added / Changed / Deprecated / Fixed / Removed / Security
 
 - Re-implemented `Quadruple`'s divide method using primitives only. (Previously delegated to `BigDecimal`.)
 
+### Deprecated
+
+#### org.ojalgo.data
+
+- Everything related to downloading (historical) financial data is deprecated. It's already broken (due to changes in the external "service") and we're not going to try fix it.
+
 ### Removed
 
 #### org.ojalgo.structure

diff --git a/ojAlgo Functionality Tests.launch b/ojAlgo Functionality Tests.launch
@@ -19,7 +19,7 @@
     <stringAttribute key="org.eclipse.jdt.junit.EXCLUDE_TAGS" value="slow"/>
     <booleanAttribute key="org.eclipse.jdt.junit.HAS_EXCLUDE_TAGS" value="true"/>
     <booleanAttribute key="org.eclipse.jdt.junit.HAS_INCLUDE_TAGS" value="false"/>
-    <stringAttribute key="org.eclipse.jdt.junit.INCLUDE_TAGS" value="new_lp_problem"/>
+    <stringAttribute key="org.eclipse.jdt.junit.INCLUDE_TAGS" value="network"/>
     <booleanAttribute key="org.eclipse.jdt.junit.KEEPRUNNING_ATTR" value="false"/>
     <stringAttribute key="org.eclipse.jdt.junit.TESTNAME" value=""/>
     <stringAttribute key="org.eclipse.jdt.junit.TEST_KIND" value="org.eclipse.jdt.junit.loader.junit5"/>

diff --git a/src/main/java/org/ojalgo/data/domain/finance/series/AlphaVantageFetcher.java b/src/main/java/org/ojalgo/data/domain/finance/series/AlphaVantageFetcher.java
@@ -8,11 +8,16 @@
 import org.ojalgo.type.CalendarDateUnit;
 
 /**
+ * All data downloaders/fetchers are deprecated. They will be removed in a future release, and most likely
+ * they're already broken.
+ * <P>
  * Fetch historical financial time series data from Alpha Vantage: https://www.alphavantage.co
  *
  * @see https://www.alphavantage.co
  * @author stefanvanegmond
+ * @deprecated
  */
+@Deprecated
 public final class AlphaVantageFetcher implements DataFetcher {
 
     private final ServiceClient.Request myRequest;
@@ -42,11 +47,12 @@ public AlphaVantageFetcher(final String symbol, final CalendarDateUnit resolutio
         myRequest.query("symbol", symbol);
         myRequest.query("apikey", apiKey);
         myRequest.query("datatype", "csv");
-        if (fullOutputSize && (resolution == CalendarDateUnit.DAY) && !"demo".equals(apiKey)) {
+        if (fullOutputSize && resolution == CalendarDateUnit.DAY && !"demo".equals(apiKey)) {
             myRequest.query("outputsize", "full");
         }
     }
 
+    @Override
     public InputStream getInputStream() {
         Response<InputStream> response = myRequest.send(BodyHandlers.ofInputStream());
         if (response.isResponseOK()) {
@@ -56,10 +62,12 @@ public InputStream getInputStream() {
         }
     }
 
+    @Override
     public CalendarDateUnit getResolution() {
         return myResolution;
     }
 
+    @Override
     public String getSymbol() {
         return mySymbol;
     }

diff --git a/src/main/java/org/ojalgo/data/domain/finance/series/DataSource.java b/src/main/java/org/ojalgo/data/domain/finance/series/DataSource.java
@@ -86,6 +86,7 @@ public DataSource.Coordinated addYahoo(final String symbol) {
             return this;
         }
 
+        @Override
         public CoordinatedSet<LocalDate> get() {
             switch (myResolution) {
             case YEAR:
@@ -127,10 +128,24 @@ public static Coordinated coordinated(final CalendarDateUnit resolution) {
         return new DataSource.Coordinated().resolution(resolution);
     }
 
+    /**
+     * All data downloaders/fetchers are deprecated. They will be removed in a future release, and most likely
+     * they're already broken.
+     * 
+     * @deprecated
+     */
+    @Deprecated
     public static DataSource newAlphaVantage(final String symbol, final CalendarDateUnit resolution, final String apiKey) {
         return DataSource.newAlphaVantage(symbol, resolution, apiKey, false);
     }
 
+    /**
+     * All data downloaders/fetchers are deprecated. They will be removed in a future release, and most likely
+     * they're already broken.
+     * 
+     * @deprecated
+     */
+    @Deprecated
     public static DataSource newAlphaVantage(final String symbol, final CalendarDateUnit resolution, final String apiKey, final boolean fullOutputSize) {
         AlphaVantageFetcher fetcher = new AlphaVantageFetcher(symbol, resolution, apiKey, fullOutputSize);
         AlphaVantageParser parser = new AlphaVantageParser();
@@ -145,12 +160,26 @@ public static <T extends DatePrice> DataSource newFileReader(final File file, fi
         return new DataSource(FinanceDataReader.of(file, parser, resolution), parser);
     }
 
+    /**
+     * All data downloaders/fetchers are deprecated. They will be removed in a future release, and most likely
+     * they're already broken.
+     * 
+     * @deprecated
+     */
+    @Deprecated
     public static DataSource newIEXTrading(final String symbol) {
         IEXTradingFetcher fetcher = new IEXTradingFetcher(symbol);
         IEXTradingParser parser = new IEXTradingParser();
         return new DataSource(fetcher, parser);
     }
 
+    /**
+     * All data downloaders/fetchers are deprecated. They will be removed in a future release, and most likely
+     * they're already broken.
+     * 
+     * @deprecated
+     */
+    @Deprecated
     public static DataSource newYahoo(final YahooSession session, final String symbol, final CalendarDateUnit resolution) {
         YahooSession.Fetcher fetcher = session.newFetcher(symbol, resolution);
         YahooParser parser = new YahooParser();
@@ -215,6 +244,7 @@ public CalendarDateSeries<Double> getCalendarDateSeries(final LocalTime time, fi
         return this.getCalendarDateSeries(myFetcher.getResolution(), time, zoneId);
     }
 
+    @Override
     public KeyValue<String, List<DatePrice>> getHistoricalData() {
 
         String key = myFetcher.getSymbol();
@@ -233,6 +263,7 @@ public KeyValue<String, List<DatePrice>> getHistoricalData() {
         return KeyValue.of(key, value);
     }
 
+    @Override
     public List<DatePrice> getHistoricalPrices() {
         return this.getHistoricalData().getValue();
     }
@@ -253,10 +284,12 @@ public BasicSeries<LocalDate, PrimitiveNumber> getLocalDateSeries(final DenseArr
         return this.getLocalDateSeries(this.getHistoricalPrices(), myFetcher.getResolution());
     }
 
+    @Override
     public BasicSeries<LocalDate, PrimitiveNumber> getPriceSeries() {
         return this.getLocalDateSeries(this.getHistoricalPrices(), myFetcher.getResolution());
     }
 
+    @Override
     public String getSymbol() {
         return myFetcher.getSymbol();
     }

diff --git a/src/main/java/org/ojalgo/data/domain/finance/series/IEXTradingFetcher.java b/src/main/java/org/ojalgo/data/domain/finance/series/IEXTradingFetcher.java
@@ -8,6 +8,9 @@
 import org.ojalgo.type.CalendarDateUnit;
 
 /**
+ * All data downloaders/fetchers are deprecated. They will be removed in a future release, and most likely
+ * they're already broken.
+ * <P>
  * Fetch historical financial time series data from IEX Trading: https://exchange.iex.io / https://iexcloud.io
  * <p>
  * This service has been moved/renamed/repackaged – this {@link DataFetcher} no longer works. Looks to me as
@@ -38,6 +41,7 @@ public IEXTradingFetcher(final String symbol) {
         myRequest = ServiceClient.newRequest().host("cloud.iexapis.com").path("/1.0/stock/" + symbol + "/chart/5y").query("format", "csv");
     }
 
+    @Override
     public InputStream getInputStream() {
         Response<InputStream> response = myRequest.send(BodyHandlers.ofInputStream());
         if (response.isResponseOK()) {
@@ -52,10 +56,12 @@ public InputStream getInputStream() {
      *
      * @see org.ojalgo.data.domain.finance.series.DataFetcher#getResolution()
      */
+    @Override
     public CalendarDateUnit getResolution() {
         return CalendarDateUnit.DAY;
     }
 
+    @Override
     public String getSymbol() {
         return mySymbol;
     }

diff --git a/src/main/java/org/ojalgo/data/domain/finance/series/YahooSession.java b/src/main/java/org/ojalgo/data/domain/finance/series/YahooSession.java
@@ -32,11 +32,16 @@
 import org.ojalgo.type.CalendarDateUnit;
 
 /**
+ * All data downloaders/fetchers are deprecated. They will be removed in a future release, and most likely
+ * they're already broken.
+ * <P>
  * Fetch historical financial time series data from Yahoo Finance: https://finance.yahoo.com
  *
  * @see https://finance.yahoo.com
  * @author apete
+ * @deprecated
  */
+@Deprecated
 public final class YahooSession {
 
     public static final class Fetcher implements DataFetcher {
@@ -52,6 +57,7 @@ public static final class Fetcher implements DataFetcher {
             myResolution = resolution;
         }
 
+        @Override
         public InputStream getInputStream() {
 
             // https://query1.finance.yahoo.com/v7/finance/download/AAPL?period1=345427200&period2=1663718400&interval=1d&events=history&includeAdjustedClose=true
@@ -88,10 +94,12 @@ public InputStream getInputStream() {
             }
         }
 
+        @Override
         public CalendarDateUnit getResolution() {
             return myResolution;
         }
 
+        @Override
         public String getSymbol() {
             return mySymbol;
         }

diff --git a/src/main/java/org/ojalgo/data/domain/finance/series/YahooSessionOld.java b/src/main/java/org/ojalgo/data/domain/finance/series/YahooSessionOld.java
@@ -34,6 +34,9 @@
 import org.ojalgo.type.CalendarDateUnit;
 
 /**
+ * All data downloaders/fetchers are deprecated. They will be removed in a future release, and most likely
+ * they're already broken.
+ * <P>
  * Old, deprecated and non-functioning, version of {@link YahooSession}. Keeping it for a while as
  * documentation of how it had to be done previously.
  *
@@ -61,6 +64,7 @@ static final class Fetcher implements DataFetcher {
 
         }
 
+        @Override
         public InputStream getInputStream() {
 
             if (debug) {
@@ -70,7 +74,7 @@ public InputStream getInputStream() {
             }
 
             String crumb = mySession.getParameterValue(CRUMB);
-            if ((crumb == null) || (crumb.length() <= 0)) {
+            if (crumb == null || crumb.length() <= 0) {
                 // No crumb, and assume no cookie either
 
                 Request challengeRequest = YahooSessionOld.buildChallengeRequest(mySession, mySymbol);
@@ -81,15 +85,15 @@ public InputStream getInputStream() {
                     challengeResponse.print(BasicLogger.DEBUG);
                 }
 
-                if ((challengeResponse.toString() != null) && !challengeRequest.equals(challengeResponse.getRequest())) {
+                if (challengeResponse.toString() != null && !challengeRequest.equals(challengeResponse.getRequest())) {
                     // Was redirect (to ask for consent)
 
                     YahooSessionOld.scrapeChallengeResponse(mySession, challengeResponse);
 
                     Request consentRequest = YahooSessionOld.buildConsentRequest(mySession, challengeRequest);
                     Response consentResponse = consentRequest.response();
 
-                    if ((consentResponse.toString() != null) && debug) {
+                    if (consentResponse.toString() != null && debug) {
                         consentRequest.print(BasicLogger.DEBUG);
                         consentResponse.print(BasicLogger.DEBUG);
                     }
@@ -119,10 +123,12 @@ public InputStream getInputStream() {
             return response.getInputStream();
         }
 
+        @Override
         public CalendarDateUnit getResolution() {
             return myResolution;
         }
 
+        @Override
         public String getSymbol() {
             return mySymbol;
         }

diff --git a/src/test/java/org/ojalgo/data/domain/finance/series/AlphaVantageDataSourceTest.java b/src/test/java/org/ojalgo/data/domain/finance/series/AlphaVantageDataSourceTest.java
@@ -22,6 +22,7 @@
  */
 package org.ojalgo.data.domain.finance.series;
 
+import org.junit.jupiter.api.Disabled;
 import org.junit.jupiter.api.Tag;
 import org.junit.jupiter.api.Test;
 import org.ojalgo.TestUtils;
@@ -31,6 +32,7 @@
  * @author stefanvanegmond
  */
 @Tag("network")
+@Disabled
 public class AlphaVantageDataSourceTest extends FinanceSeriesTests {
 
     public AlphaVantageDataSourceTest() {

diff --git a/src/test/java/org/ojalgo/data/domain/finance/series/YahooDataSourceTest.java b/src/test/java/org/ojalgo/data/domain/finance/series/YahooDataSourceTest.java
@@ -22,6 +22,7 @@
  */
 package org.ojalgo.data.domain.finance.series;
 
+import org.junit.jupiter.api.Disabled;
 import org.junit.jupiter.api.Tag;
 import org.junit.jupiter.api.Test;
 import org.ojalgo.TestUtils;
@@ -33,6 +34,7 @@
  * @author apete
  */
 @Tag("network")
+@Disabled
 public class YahooDataSourceTest extends FinanceSeriesTests {
 
     private static YahooSession SESSION = new YahooSession();