Fix validation for historical events {dividends,split} (fixes #557)

gadicc · Nov 14, 2022 · 1586496 · 1586496
1 parent 78b166e
commit 1586496
Show file tree

Hide file tree

Showing 5 changed files with 443 additions and 9 deletions.
diff --git a/schema.json b/schema.json
@@ -690,13 +690,13 @@
       },
       "additionalProperties": false
     },
-    "HistoricalResult": {
+    "HistoricalHistoryResult": {
       "type": "array",
       "items": {
-        "$ref": "#/definitions/HistoricalRow"
+        "$ref": "#/definitions/HistoricalRowHistory"
       }
     },
-    "HistoricalRow": {
+    "HistoricalRowHistory": {
       "type": "object",
       "properties": {
         "date": {
@@ -730,6 +730,63 @@
         "volume"
       ]
     },
+    "HistoricalDividendsResult": {
+      "type": "array",
+      "items": {
+        "$ref": "#/definitions/HistoricalRowDividend"
+      }
+    },
+    "HistoricalRowDividend": {
+      "type": "object",
+      "properties": {
+        "date": {
+          "yahooFinanceType": "date"
+        },
+        "dividends": {
+          "yahooFinanceType": "number"
+        }
+      },
+      "required": [
+        "date",
+        "dividends"
+      ],
+      "additionalProperties": false
+    },
+    "HistoricalStockSplitsResult": {
+      "type": "array",
+      "items": {
+        "$ref": "#/definitions/HistoricalRowStockSplit"
+      }
+    },
+    "HistoricalRowStockSplit": {
+      "type": "object",
+      "properties": {
+        "date": {
+          "yahooFinanceType": "date"
+        },
+        "stockSplits": {
+          "type": "string"
+        }
+      },
+      "required": [
+        "date",
+        "stockSplits"
+      ],
+      "additionalProperties": false
+    },
+    "HistoricalResult": {
+      "anyOf": [
+        {
+          "$ref": "#/definitions/HistoricalHistoryResult"
+        },
+        {
+          "$ref": "#/definitions/HistoricalDividendsResult"
+        },
+        {
+          "$ref": "#/definitions/HistoricalStockSplitsResult"
+        }
+      ]
+    },
     "HistoricalOptions": {
       "type": "object",
       "properties": {
@@ -779,6 +836,159 @@
       ],
       "additionalProperties": false
     },
+    "HistoricalOptionsEventsHistory": {
+      "type": "object",
+      "properties": {
+        "period1": {
+          "anyOf": [
+            {
+              "yahooFinanceType": "date"
+            },
+            {
+              "type": "string"
+            },
+            {
+              "yahooFinanceType": "number"
+            }
+          ]
+        },
+        "period2": {
+          "anyOf": [
+            {
+              "yahooFinanceType": "date"
+            },
+            {
+              "type": "string"
+            },
+            {
+              "yahooFinanceType": "number"
+            }
+          ]
+        },
+        "interval": {
+          "type": "string",
+          "enum": [
+            "1d",
+            "1wk",
+            "1mo"
+          ]
+        },
+        "events": {
+          "type": "string",
+          "const": "history"
+        },
+        "includeAdjustedClose": {
+          "type": "boolean"
+        }
+      },
+      "required": [
+        "events",
+        "period1"
+      ],
+      "additionalProperties": false
+    },
+    "HistoricalOptionsEventsDividends": {
+      "type": "object",
+      "properties": {
+        "period1": {
+          "anyOf": [
+            {
+              "yahooFinanceType": "date"
+            },
+            {
+              "type": "string"
+            },
+            {
+              "yahooFinanceType": "number"
+            }
+          ]
+        },
+        "period2": {
+          "anyOf": [
+            {
+              "yahooFinanceType": "date"
+            },
+            {
+              "type": "string"
+            },
+            {
+              "yahooFinanceType": "number"
+            }
+          ]
+        },
+        "interval": {
+          "type": "string",
+          "enum": [
+            "1d",
+            "1wk",
+            "1mo"
+          ]
+        },
+        "events": {
+          "type": "string",
+          "const": "dividends"
+        },
+        "includeAdjustedClose": {
+          "type": "boolean"
+        }
+      },
+      "required": [
+        "events",
+        "period1"
+      ],
+      "additionalProperties": false
+    },
+    "HistoricalOptionsEventsSplit": {
+      "type": "object",
+      "properties": {
+        "period1": {
+          "anyOf": [
+            {
+              "yahooFinanceType": "date"
+            },
+            {
+              "type": "string"
+            },
+            {
+              "yahooFinanceType": "number"
+            }
+          ]
+        },
+        "period2": {
+          "anyOf": [
+            {
+              "yahooFinanceType": "date"
+            },
+            {
+              "type": "string"
+            },
+            {
+              "yahooFinanceType": "number"
+            }
+          ]
+        },
+        "interval": {
+          "type": "string",
+          "enum": [
+            "1d",
+            "1wk",
+            "1mo"
+          ]
+        },
+        "events": {
+          "type": "string",
+          "const": "split"
+        },
+        "includeAdjustedClose": {
+          "type": "boolean"
+        }
+      },
+      "required": [
+        "events",
+        "period1"
+      ],
+      "additionalProperties": false
+    },
     "NamedParameters<typeof historical>": {
       "type": "object",
       "properties": {

diff --git a/src/modules/historical.spec.ts b/src/modules/historical.spec.ts
@@ -42,6 +42,30 @@ describe("historical", () => {
     ).rejects.toThrow(/invalid date provided/);
   });
 
+  it("dividends pass validation (#557)", async () => {
+    await yf.historical(
+      "MSFT",
+      {
+        period1: "2021-02-01",
+        period2: "2022-01-31",
+        events: "dividends",
+      },
+      { devel: "historical-MSFT-dividends-2021-02-01-to-2022-01-31.csv" }
+    );
+  });
+
+  it("splits pass validation (#557)", async () => {
+    await yf.historical(
+      "NVDA",
+      {
+        period1: "2021-02-01",
+        period2: "2022-01-31",
+        events: "split",
+      },
+      { devel: "historical-NVDA-split-2021-02-01-to-2022-01-31.csv" }
+    );
+  });
+
   describe("transformWith", () => {
     const yf = { _moduleExec: jest.fn(), historical };
     // @ts-ignore: TODO

diff --git a/src/modules/historical.ts b/src/modules/historical.ts
@@ -5,9 +5,15 @@ import type {
   ModuleThis,
 } from "../lib/moduleCommon.js";
 
-export type HistoricalResult = Array<HistoricalRow>;
-
-export interface HistoricalRow {
+export type HistoricalHistoryResult = Array<HistoricalRowHistory>;
+export type HistoricalDividendsResult = Array<HistoricalRowDividend>;
+export type HistoricalStockSplitsResult = Array<HistoricalRowStockSplit>;
+export type HistoricalResult =
+  | HistoricalHistoryResult
+  | HistoricalDividendsResult
+  | HistoricalStockSplitsResult;
+
+export interface HistoricalRowHistory {
   [key: string]: any;
   date: Date;
   open: number;
@@ -18,6 +24,16 @@ export interface HistoricalRow {
   volume: number;
 }
 
+export interface HistoricalRowDividend {
+  date: Date;
+  dividends: number;
+}
+
+export interface HistoricalRowStockSplit {
+  date: Date;
+  stockSplits: string;
+}
+
 export interface HistoricalOptions {
   period1: Date | string | number;
   period2?: Date | string | number;
@@ -26,6 +42,18 @@ export interface HistoricalOptions {
   includeAdjustedClose?: boolean; // true,
 }
 
+export interface HistoricalOptionsEventsHistory extends HistoricalOptions {
+  events: "history";
+}
+
+export interface HistoricalOptionsEventsDividends extends HistoricalOptions {
+  events: "dividends";
+}
+
+export interface HistoricalOptionsEventsSplit extends HistoricalOptions {
+  events: "split";
+}
+
 const queryOptionsDefaults: Omit<HistoricalOptions, "period1"> = {
   interval: "1d",
   events: "history",
@@ -35,9 +63,23 @@ const queryOptionsDefaults: Omit<HistoricalOptions, "period1"> = {
 export default function historical(
   this: ModuleThis,
   symbol: string,
-  queryOptionsOverrides: HistoricalOptions,
+  queryOptionsOverrides: HistoricalOptionsEventsHistory,
+  moduleOptions?: ModuleOptionsWithValidateTrue
+): Promise<HistoricalHistoryResult>;
+
+export default function historical(
+  this: ModuleThis,
+  symbol: string,
+  queryOptionsOverrides: HistoricalOptionsEventsDividends,
   moduleOptions?: ModuleOptionsWithValidateTrue
-): Promise<HistoricalResult>;
+): Promise<HistoricalDividendsResult>;
+
+export default function historical(
+  this: ModuleThis,
+  symbol: string,
+  queryOptionsOverrides: HistoricalOptionsEventsSplit,
+  moduleOptions?: ModuleOptionsWithValidateTrue
+): Promise<HistoricalStockSplitsResult>;
 
 export default function historical(
   this: ModuleThis,
@@ -52,6 +94,18 @@ export default function historical(
   queryOptionsOverrides: HistoricalOptions,
   moduleOptions?: ModuleOptions
 ): Promise<any> {
+  let schemaKey;
+  if (
+    !queryOptionsOverrides.events ||
+    queryOptionsOverrides.events === "history"
+  )
+    schemaKey = "#/definitions/HistoricalHistoryResult";
+  else if (queryOptionsOverrides.events === "dividends")
+    schemaKey = "#/definitions/HistoricalDividendsResult";
+  else if (queryOptionsOverrides.events === "split")
+    schemaKey = "#/definitions/HistoricalStockSplitsResult";
+  else throw new Error("No such event type:" + queryOptionsOverrides.events);
+
   return this._moduleExec({
     moduleName: "historical",
 
@@ -98,7 +152,7 @@ export default function historical(
     },
 
     result: {
-      schemaKey: "#/definitions/HistoricalResult",
+      schemaKey,
       transformWith(result: any) {
         const filteredResults = [];
         const fieldCount = Object.keys(result[0]).length;