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The AlphaVantage API has spaces and periods in the keys. There is no formal doco for the API, though you can see it in their demo url

https://www.alphavantage.co/query?function=TIME_SERIES_INTRADAY&symbol=MSFT&interval=5min&apikey=demo

In my Typescript app I created data structs for this (I'm happy for anyone to copy and use these - perhaps after the solution to my question is found):

export class MetaData {
  '1. Information': string
  '2. Symbol': string
  '3. Last Refreshed': string
  '4. Output Size': string
  '5. Time Zone': string

  constructor(one, two, three, four, five) {
    this['1. Information'] = one
    this['2. Symbol'] = two
    this['3. Last Refreshed'] = three
    this['4. Output Size'] = four
    this['5. Time Zone'] = five
  }
}

export interface TimeSeries {
  [date: string]: {
    '1. open': string;
    '2. high': string;
    '3. low': string;
    '4. close': string;
    '5. volume': string;
  }
}

export interface AlphaVantage {
  'Meta Data': MetaData;
  'Time Series (Daily)'?: TimeSeries;
  'Time Series (Weekly)'?: TimeSeries;
}

I call the API using alphavantage from NPM and implicitly cast it to my AlphaVantage:

const av: AlphaVantage = await alpha.data.weekly(options.stocks, 'compact', 'json')

And then (potentially after some massaging etc) I persist it in a MongoDB collection:

const doc = await this.model.findByIdAndUpdate(proxyModel._id, proxyModel)

(The ProxyModel is a DTO used to define database keys such as date, stock symbol etc... One of the fields is the AlphaVantage data).

This must serialize the data and it errors with:

key 1. Information must not contain '.'

Is there an easy way to handle this. My choice would be to create equivalent objects without spaces:

export interface TimeSeries {
  [date: string]: {
    '1_open': string;
    '2_high': string;
    '3_low': string;
    '4_close': string;
    '5_volume': string;
  }
}

And then cast to this. In which case provide a mapping ...

I can see my self creating an implementation. However before I get in to this I'd like to hear of any ideas how best to handle this data structure.

Erik Philips
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HankCa
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1 Answers1

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I wrote a solution with a simple object key mapping function.

I tried to also use AutoMapper-ts - https://www.npmjs.com/package/automapper-ts - so as to make it more clearer about the changes being made. However it became too difficult to map all cases. I couldn't get the tests (that act as doco) working in the time I allocated to it. I've just seen that there is https://github.com/gonza-lito/AutoMapper, which is a more recently modified fork. However it is not npm installing out of the box.

This is the class I came up with to solve my problem:

export class ObjectUtils {

  static fixKey(key) {
    const upperCaseReplacer = (match: string, g1: string) => {
      return g1.toUpperCase()
    }
    const wordsReplacer = (match: string, g1: string, g2: string) => {
      return g1 + g2.toUpperCase()
    }
    const m1 = key.replace(/^\d+ *\. *([a-zA-Z])/, upperCaseReplacer)
    const m2 = m1.replace(/([a-zA-Z]) +([a-zA-Z])/g, wordsReplacer)
    const out = m2.replace(/^([a-zA-Z])/, upperCaseReplacer)
    return out
  }

  static fixObj(obj: any) {
    let newObj = null
    if (Array.isArray(obj)) {
      newObj = []
      for (const i of obj) {
        newObj.push(ObjectUtils.fixObj(i))
      }
      return newObj
    } else if (typeof obj === 'object') {
      newObj = {}
      for (const key of Object.keys(obj)) {
        newObj[ObjectUtils.fixKey(key)] = ObjectUtils.fixObj(obj[key])
      }
      return newObj
    } else {
      return obj
    }
  }
}

This creates the following:

export class Metadata {
  Information: string
  Symbol: string
  LastRefreshed: string
  OutputSize: string
  TimeZone: string
}

export interface TimeSeries {
  [date: string]: {
    Open: string;
    High: string;
    Low: string;
    Close: string;
    Volume: string;
  }
}

export interface AlphaVantage {
  Metadata: Metadata
  DailyTimeSeries?: TimeSeries
  WeeklyTimeSeries?: TimeSeries
}
HankCa
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