Class: FinTS::MT535Miniparser

Inherits:
Object
  • Object
show all
Defined in:
lib/fints/mt535_miniparser.rb

Constant Summary collapse

RE_IDENTIFICATION = 
/^:35B:ISIN\s(.*)\|(.*)\|(.*)$/
RE_MARKETPRICE = 
/^:90B::MRKT\/\/ACTU\/([A-Z]{3})(\d*),{1}(\d*)$/
RE_PRICEDATE = 
/^:98A::PRIC\/\/(\d*)$/
RE_PIECES = 
/^:93B::AGGR\/\/UNIT\/(\d*),(\d*)$/
RE_TOTALVALUE = 
/^:19A::HOLD\/\/([A-Z]{3})(\d*),{1}(\d*)$/

Instance Method Summary collapse

Instance Method Details

#collapse_multilines(lines) ⇒ Object 



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# File 'lib/fints/mt535_miniparser.rb', line 68

def collapse_multilines(lines)
  clauses = []
  prevline = ''
  lines.each do |line|
    if line.start_with?(':')
      clauses << prevline if prevline != ''
      prevline = line
    elsif line.startswith("-")
      # last line
      clauses << prevline
      clauses << line
    else
      prevline += "|#{line}"
    end
  end
  clauses
end

#grab_financial_instrument_segments(clauses) ⇒ Object 



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# File 'lib/fints/mt535_miniparser.rb', line 86

def grab_financial_instrument_segments(clauses)
  retval = []
  stack = []
  within_financial_instrument = false
  clauses.each do |clause|
    if clause.start_with?(':16R:FIN')
      # start of financial instrument
      within_financial_instrument = true
    elsif clause.startswith(':16S:FIN')
      # end of financial instrument - move stack over to
      # return value
      retval << stack
      stack = []
      within_financial_instrument = false
    elsif within_financial_instrument
      stack << clause
    end
  end
  retval
end

#parse(lines) ⇒ Object 



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# File 'lib/fints/mt535_miniparser.rb', line 9

def parse(lines)
  retval = []
  # First: Collapse multiline clauses into one clause
  clauses = collapse_multilines(lines)
  # Second: Scan sequence of clauses for financial instrument
  # sections
  finsegs = grab_financial_instrument_segments(clauses)
  # Third: Extract financial instrument data
  finsegs.each do |finseg|
    isin = name = market_price = price_symbol = price_date = pieces = total_value = nil
    finseg.each do |clause|
      # identification of instrument
      # e.g. ':35B:ISIN LU0635178014|/DE/ETF127|COMS.-MSCI EM.M.T.U.ETF I'
      m = RE_IDENTIFICATION.match(clause)
      if m
        isin = m[1]
        name = m[3]
      end
      # current market price
      # e.g. ':90B::MRKT//ACTU/EUR38,82'
      m = RE_MARKETPRICE.match(clause)
      if m
        price_symbol = m[1]
        market_price = (m[2] + '.' + m[3]).to_f
      end
      # date of market price
      # e.g. ':98A::PRIC//20170428'
      m = RE_PRICEDATE.match(clause)
      if m
        price_date = Time.strptime(m[1], '%Y%m%d').date()
      end
      # number of pieces
      # e.g. ':93B::AGGR//UNIT/16,8211'
      m = RE_PIECES.match(clause)
      if m
        pieces = (m[1] + '.' + m[2]).to_s
      end
      # total value of holding
      # e.g. ':19A::HOLD//EUR970,17'
      m = RE_TOTALVALUE.match(clause)
      if m
        total_value = (m[2] + '.' + m[3]).to_f
      end
    end
    # processed all clauses
    retval << {
      ISIN: isin,
      name: name,
      market_value: market_price,
      value_symbol: price_symbol,
      valuation_date: price_date,
      pieces: pieces,
      total_value: total_value
    }
  end
      
  retval
end