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scanner.go
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scanner.go
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package stock_screener
import (
"github.com/d1l1x/stock-screener/providers"
"github.com/spf13/viper"
"go.uber.org/zap"
)
var log, _ = zap.NewProduction()
//var log = zap.Must(zap.NewDevelopment())
type Scanner struct {
Filters []func(bars *providers.BarHistory) bool
Ranking func([]Asset)
Assets []Asset
LookBackPeriod int
provider providers.DataProvider
}
type Asset struct {
Symbol string
Name string
Id string
}
func NewScanner(assets []Asset, lookBackPeriod int, filters []func(*providers.BarHistory) bool, ranking func([]Asset)) *Scanner {
return &Scanner{
Assets: assets,
Ranking: ranking,
LookBackPeriod: lookBackPeriod,
Filters: filters,
}
}
func (s *Scanner) Init(provider providers.Provider, providerConfigPath string) error {
log.Info("Init scanner")
if s.Filters == nil {
log.Warn("No filters defined")
}
viper.SetConfigFile(providerConfigPath)
if err := viper.ReadInConfig(); err != nil {
log.Fatal("Error reading provider config file", zap.Error(err))
}
var dp providers.DataProvider
switch provider {
case providers.Fmp:
var config providers.FMPConfig
if err := viper.Unmarshal(&config); err != nil {
log.Fatal("", zap.Error(err))
}
dp = providers.NewFmpProvider(config)
default:
log.Fatal("Unknown data provider")
}
s.provider = dp
return nil
}
func (s *Scanner) Scan() []Asset {
defer log.Sync()
log.Info("Start scanning")
errChan := make(chan error, len(s.Assets))
var assetsToConsider []Asset
// filter all assets
for i, asset := range s.Assets {
go func(idx int, a Asset) {
bars, err := s.provider.GetHistBars(a.Symbol, s.LookBackPeriod)
if err != nil {
errChan <- err
return
}
passed := true
if s.Filters != nil {
for _, filter := range s.Filters {
if !filter(bars) {
passed = false
break
}
}
}
if passed {
assetsToConsider = append(assetsToConsider, s.Assets[idx])
}
errChan <- nil
}(i, asset)
}
// Check possible channel errors
for range s.Assets {
if err := <-errChan; err != nil {
log.Error("Channel error", zap.Error(err))
}
}
if s.Ranking != nil {
log.Info("Apply ranking")
s.Ranking(assetsToConsider)
}
return assetsToConsider
}