2026/1/17

プロトタイプ
VTとJPU=Xの終値のデータをマージしたpolarsのDatafame表示まで
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use polars::{
    df,
    frame::DataFrame,
    prelude::{DataType, IntoLazy, JoinArgs, col, lit},
};
use std::time::Instant;
use time::{OffsetDateTime, macros::datetime};
use yahoo_finance_api::{self, YResponse};

async fn load_vt_price() -> Result<DataFrame, Box<dyn std::error::Error>> {
    let provider = yahoo_finance_api::YahooConnector::new()?;
    let ticker = "VT";
    let start = datetime!(2008-6-26 0:00:00.00 UTC);
    let end = OffsetDateTime::now_utc();

    let resp: YResponse = provider.get_quote_history(ticker, start, end).await?;
    let quotes = resp.quotes()?;

    let mut ts_vec = Vec::with_capacity(quotes.len());
    let mut close_vec = Vec::with_capacity(quotes.len());

    for q in quotes {
        ts_vec.push(q.timestamp);
        close_vec.push(q.close);
    }

    let price = df![
    "ts" => ts_vec,
    "vt_close_usd" => close_vec
    ]?;

    let price = price
        .lazy()
        .with_column(
            (col("ts") * lit(1000))
                .cast(DataType::Datetime(
                    polars::prelude::TimeUnit::Milliseconds,
                    None,
                ))
                .cast(DataType::Date)
                .alias("date"),
        )
        .select([col("date"), col("vt_close_usd")])
        .collect()?;

    Ok(price)
}

async fn load_jpyx_price() -> Result<DataFrame, Box<dyn std::error::Error>> {
    let provider = yahoo_finance_api::YahooConnector::new()?;
    let ticker = "JPY=X";
    let start = datetime!(1996-10-30 0:00:00.00 UTC);
    let end = OffsetDateTime::now_utc();

    let resp: YResponse = provider.get_quote_history(ticker, start, end).await?;
    let quotes = resp.quotes()?;

    let mut ts_vec = Vec::with_capacity(quotes.len());
    let mut close_vec = Vec::with_capacity(quotes.len());

    for q in quotes {
        ts_vec.push(q.timestamp);
        close_vec.push(q.close);
    }

    let price = df![
    "ts" => ts_vec,
    "jpyx_close_usd" => close_vec
    ]?;

    let price = price
        .lazy()
        .with_column(
            ((col("ts") + lit(52200)) * lit(1000))
                .cast(DataType::Datetime(
                    polars::prelude::TimeUnit::Milliseconds,
                    None,
                ))
                .cast(DataType::Date)
                .alias("date"),
        )
        .select([col("date"), col("jpyx_close_usd")])
        .collect()?;

    Ok(price)
}

async fn load_price() -> Result<DataFrame, Box<dyn std::error::Error>> {
    let vt_price = load_vt_price().await?;
    let jpyx_price = load_jpyx_price().await?;

    let price = vt_price.lazy().join(
        jpyx_price.lazy(),
        [col("date")],
        [col("date")],
        JoinArgs::new(polars::prelude::JoinType::Inner),
    );

    let price = price
        .with_column((col("vt_close_usd") * col("jpyx_close_usd")).alias("vt_close_yen"))
        .collect()?;

    Ok(price)
}

#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
    let start = Instant::now();

    let price = load_price().await?;
    println!("{:?}", price);

    let elapsed = start.elapsed();
    println!("処理時間(sec) = {:.3}", elapsed.as_secs_f64());

    Ok(())
}
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