Initial

README.md

@@ -0,0 +1,18 @@
+# Купоны с МосБиржи
+Скрипт получающий с МосБиржи информацию о купонах для разных облигаций
+
+По умолчанию формирует таблицы на 4 года с текущей даты. Поменять количество месяцев можно в файле `exporter.go` константа `const months = 48`
+
+## Запуск
+
+Достаточно запустить `go run *.go`
+
+## Примичание
+
+Если величина купона неизвестна, в соответствующей ячейке будет 0.0₽
+
+## Пример результата:
+
+ [Купоны ОФЗ](./samples/офз.csv)
+ 
+ [Купоны корпоративных облигаций](./samples/офз.csv)

downloader.go

@@ -0,0 +1,42 @@
+/*
+Copyright © 2020 Alexander Kiryukhin <a.kiryukhin@mail.ru>
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in
+all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
+THE SOFTWARE.
+*/
+package main
+
+import (
+	"encoding/xml"
+	"fmt"
+	"net/http"
+)
+
+func download(url string) (*InXML, error) {
+	cl := http.DefaultClient
+	resp, err := cl.Get(url)
+	if err != nil {
+		return nil, err
+	}
+	defer resp.Body.Close()
+	if resp.StatusCode != 200 {
+		return nil, fmt.Errorf("expected code 200, got %d (%s)", resp.StatusCode, resp.Status)
+	}
+	d := new(InXML)
+	return d, xml.NewDecoder(resp.Body).Decode(d)
+}

exporter.go

@@ -0,0 +1,72 @@
+/*
+Copyright © 2020 Alexander Kiryukhin <a.kiryukhin@mail.ru>
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in
+all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
+THE SOFTWARE.
+*/
+package main
+
+import (
+	"encoding/csv"
+	"fmt"
+	"os"
+	"strconv"
+	"time"
+)
+
+const months = 48
+
+func export(name string, documents []*Document) error {
+	var sheet [][]string
+	header := []string{"Облигации", "Тикер"}
+	now := time.Now()
+	for i := 0; i <= months; i++ {
+		year, month, _ := now.Date()
+		cellID := fmt.Sprintf("%02d.%d", month, year)
+		header = append(header, cellID)
+		now = now.AddDate(0, 1, 0)
+	}
+	sheet = append(sheet, header)
+	for _, document := range documents {
+		row := []string{document.Name, document.ID}
+		now = time.Now()
+		for i := 0; i <= months; i++ {
+			if sum, ok := document.GetByDate(now); ok {
+				row = append(row, strconv.FormatFloat(sum, 'f', 2, 64))
+			} else {
+				row = append(row, "")
+			}
+			now = now.AddDate(0, 1, 0)
+		}
+		sheet = append(sheet, row)
+	}
+	f, err := os.OpenFile(name, os.O_WRONLY|os.O_CREATE|os.O_TRUNC, 0777)
+	if err != nil {
+		return err
+	}
+	defer f.Close()
+	w := csv.NewWriter(f)
+	if err := w.WriteAll(sheet); err != nil {
+		return err
+	}
+
+	if err := w.Error(); err != nil {
+		return err
+	}
+	return nil
+}

go.mod

@@ -0,0 +1,3 @@
+module github.com/neonxp/moex
+
+go 1.14

main.go

@@ -0,0 +1,42 @@
+package main
+
+import "log"
+
+const (
+	OFZ_URL  = `https://iss.moex.com/iss/engines/stock/markets/bonds/boards/TQOB/securities.xml?iss.meta=off&iss.only=securities&securities.columns=SECID,NEXTCOUPON,COUPONVALUE,SECNAME,COUPONPERCENT,MATDATE,COUPONPERIOD`
+	CORP_URL = `https://iss.moex.com/iss/engines/stock/markets/bonds/boards/TQCB/securities.xml?iss.meta=off&iss.only=securities&securities.columns=SECID,NEXTCOUPON,COUPONVALUE,SECNAME,COUPONPERCENT,MATDATE,COUPONPERIOD`
+)
+
+func main() {
+	d1, err := processFile(OFZ_URL)
+	if err != nil {
+		log.Fatal(err)
+	}
+	if err := export("офз.csv", d1); err != nil {
+		log.Fatal(err)
+	}
+	d2, err := processFile(CORP_URL)
+	if err != nil {
+		log.Fatal(err)
+	}
+	if err := export("корп.csv", d2); err != nil {
+		log.Fatal(err)
+	}
+}
+
+func processFile(url string) ([]*Document, error) {
+	in, err := download(url)
+	if err != nil {
+		return nil, err
+	}
+	var documents []*Document
+	for _, item := range in.Data.Rows.Items {
+		d, err := parse(item)
+		if err != nil {
+			log.Println(err)
+			continue
+		}
+		documents = append(documents, d)
+	}
+	return documents, nil
+}

parser.go

@@ -0,0 +1,56 @@
+/*
+Copyright © 2020 Alexander Kiryukhin <a.kiryukhin@mail.ru>
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in
+all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
+THE SOFTWARE.
+*/
+package main
+
+import (
+	"time"
+)
+
+func parse(row Row) (*Document, error) {
+	date, err := time.Parse("2006-01-02", row.Next)
+	if err != nil {
+		return nil, err
+	}
+	endDate, err := time.Parse("2006-01-02", row.EndDate)
+	if err != nil {
+		return nil, err
+	}
+	d := &Document{
+		ID:      row.ID,
+		Name:    row.Name,
+		From:    date,
+		To:      endDate,
+		Percent: row.Percent,
+		Coupons: []Coupon{},
+	}
+	if date.Equal(endDate) {
+		d.Add(endDate, row.Value)
+	}
+	for date.Before(endDate) {
+		d.Add(date, row.Value)
+		date = date.AddDate(0, 0, row.Period)
+	}
+	if !date.Equal(endDate) {
+		d.Add(endDate, row.Value)
+	}
+	return d, nil
+}

samples/офз.csv

@@ -0,0 +1,48 @@
+Облигации,Тикер,07.2020,08.2020,09.2020,10.2020,11.2020,12.2020,01.2021,02.2021,03.2021,04.2021,05.2021,06.2021,07.2021,08.2021,09.2021,10.2021,11.2021,12.2021,01.2022,02.2022,03.2022,04.2022,05.2022,06.2022,07.2022,08.2022,09.2022,10.2022,11.2022,12.2022,01.2023,02.2023,03.2023,04.2023,05.2023,06.2023,07.2023,08.2023,09.2023,10.2023,11.2023,12.2023,01.2024,02.2024,03.2024,04.2024,05.2024,06.2024,07.2024
+КОБР-33,RU000A101MQ3,,12.40,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,
+КОБР-34,RU000A101R74,,,11.64,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,
+КОБР-35,RU000A101UM5,,,,11.31,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,
+ОФЗ-ПК 24020 27/07/22,SU24020RMFS8,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,,,,,,,,,,,,,,,,,,,,,,,,,
+ОФЗ-ПК 24021 24/04/24,SU24021RMFS6,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,,,,
+ОФЗ-ПД 25083 15/12/21,SU25083RMFS5,,,,,,34.90,,,,,,34.90,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,
+ОФЗ-ПД 25084 04/10/23,SU25084RMFS3,,,,33.54,,,,,,,33.54,,,,,,,,33.54,,,,,,,33.54,,,,,,,,33.54,,,,,,33.54,,,,,,,,,
+ОФЗ-ПД 26205 14/04/21,SU26205RMFS3,,,,37.90,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,
+ОФЗ-ПД 26207 03/02/27,SU26207RMFS9,,40.64,,,,,,40.64,,,,,,40.64,,,,,,40.64,,,,,,40.64,,,,,,40.64,,,,,,40.64,,,,,,40.64,,,,,
+ОФЗ-ПД 26209 20/07/22,SU26209RMFS5,,,,,,,37.90,,,,,,37.90,,,,,,37.90,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,
+ОФЗ-ПД 26211 25/01/23,SU26211RMFS1,34.90,,,,,,34.90,,,,,,34.90,,,,,,34.90,,,,,,34.90,,,,,,,,,,,,,,,,,,,,,,,,
+ОФЗ-ПД 26212 19/01/28,SU26212RMFS9,35.15,,,,,,35.15,,,,,,35.15,,,,,,35.15,,,,,,35.15,,,,,,35.15,,,,,,35.15,,,,,,35.15,,,,,,35.15
+ОФЗ-ПД 26215 16/08/23,SU26215RMFS2,,34.90,,,,,,34.90,,,,,,34.90,,,,,,34.90,,,,,,34.90,,,,,,34.90,,,,,,,,,,,,,,,,,
+ОФЗ-ПД 26217 18/08/21,SU26217RMFS8,,37.40,,,,,,37.40,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,
+ОФЗ-ПД 26218 17/09/31,SU26218RMFS6,,,42.38,,,,,,42.38,,,,,,42.38,,,,,,42.38,,,,,,42.38,,,,,,42.38,,,,,,42.38,,,,,,42.38,,,,
+ОФЗ-ПД 26219 16/09/26,SU26219RMFS4,,,38.64,,,,,,38.64,,,,,,38.64,,,,,,38.64,,,,,,38.64,,,,,,38.64,,,,,,38.64,,,,,,38.64,,,,
+ОФЗ-ПД 26220 07/12/22,SU26220RMFS2,,,,,,36.90,,,,,,36.90,,,,,,36.90,,,,,,36.90,,,,,,,,,,,,,,,,,,,,,,,,,
+ОФЗ-ПД 26221 23/03/33,SU26221RMFS0,,,,38.39,,,,,,38.39,,,,,,38.39,,,,,,38.39,,,,,,38.39,,,,,,38.39,,,,,,38.39,,,,,,38.39,,,
+ОФЗ-ПД 26222 16/10/24,SU26222RMFS8,,,,35.40,,,,,,35.40,,,,,,35.40,,,,,,35.40,,,,,,35.40,,,,,,35.40,,,,,,35.40,,,,,,35.40,,,
+ОФЗ-ПД 26223 28/02/24,SU26223RMFS6,,,32.41,,,,,,32.41,,,,,,32.41,,,,,,32.41,,,,,32.41,,,,,,,32.41,,,,,32.41,,,,,,,,,,,
+ОФЗ-ПД 26224 23/05/29,SU26224RMFS4,,,,,,34.41,,,,,,34.41,,,,,,34.41,,,,,,34.41,,,,,34.41,,,,,,34.41,,,,,,34.41,,,,,,34.41,,
+ОФЗ-ПД 26225 10/05/34,SU26225RMFS1,,,,,36.15,,,,,,36.15,,,,,,36.15,,,,,,36.15,,,,,,36.15,,,,,,36.15,,,,,,36.15,,,,,,36.15,,
+ОФЗ-ПД 26226 07/10/26,SU26226RMFS9,,,,39.64,,,,,,39.64,,,,,,39.64,,,,,,39.64,,,,,,39.64,,,,,,39.64,,,,,,39.64,,,,,,39.64,,,
+ОФЗ-ПД 26227 17/07/24,SU26227RMFS7,,,,,,,36.90,,,,,,36.90,,,,,,36.90,,,,,,36.90,,,,,,36.90,,,,,,36.90,,,,,,36.90,,,,,,
+ОФЗ-ПД 26228 10/04/30,SU26228RMFS5,,,,38.15,,,,,,38.15,,,,,,38.15,,,,,,38.15,,,,,,38.15,,,,,,38.15,,,,,,38.15,,,,,,38.15,,,
+ОФЗ-ПД 26229 12/11/25,SU26229RMFS3,,,,,35.65,,,,,,35.65,,,,,,35.65,,,,,,35.65,,,,,,35.65,,,,,,35.65,,,,,,35.65,,,,,,35.65,,
+ОФЗ-ПД 26230 16/03/39,SU26230RMFS1,,,,38.39,,,,,,38.39,,,,,,38.39,,,,,,38.39,,,,,,38.39,,,,,,38.39,,,,,,38.39,,,,,,38.39,,,
+ОФЗ-ПД 26231 20/07/44,SU26231RMFS9,,1.25,,,,,,1.25,,,,,,1.25,,,,,,1.25,,,,,,1.25,,,,,,1.25,,,,,,1.25,,,,,,1.25,,,,,
+ОФЗ-ПД 26232 06/10/27,SU26232RMFS7,,,,29.92,,,,,,29.92,,,,,,29.92,,,,,,29.92,,,,,,29.92,,,,,,29.92,,,,,,29.92,,,,,,29.92,,,
+ОФЗ-ПД 26233 18/07/2035,SU26233RMFS5,,28.08,,,,,28.08,,,,,,28.08,,,,,28.08,,,,,,28.08,,,,,28.08,,,,,,28.08,,,,,28.08,,,,,,28.08,,,
+ОФЗ-ПД 26234 16/07/2025,SU26234RMFS3,,,,,,,28.48,,,,,,,,28.48,,,,,,,28.48,,,,,,,,28.48,,,,,,,,28.48,,,,,,,28.48,,,,
+ОФЗ-ПК 29006 29/01/25,SU29006RMFS2,,38.64,,,,,,38.64,,,,,,38.64,,,,,,38.64,,,,,,38.64,,,,,,38.64,,,,,,38.64,,,,,38.64,,,,,,38.64
+ОФЗ-ПК 29007 03/03/27,SU29007RMFS0,,,38.10,,,,,,38.10,,,,,,38.10,,,,,,38.10,,,,,,38.10,,,,,,38.10,,,,,,38.10,,,,,,38.10,,,,
+ОФЗ-ПК 29008 03/10/29,SU29008RMFS8,,,,37.65,,,,,,37.65,,,,,,37.65,,,,,,37.65,,,,,,37.65,,,,,,37.65,,,,,,37.65,,,,,,37.65,,,
+ОФЗ-ПК 29009 05/05/32,SU29009RMFS6,,,,,37.30,,,,,,37.30,,,,,,37.30,,,,,,37.30,,,,,,37.30,,,,,,37.30,,,,,,37.30,,,,,,37.30,,
+ОФЗ-ПК 29010 06/12/34,SU29010RMFS4,,,,,,36.80,,,,,,36.80,,,,,,36.80,,,,,,36.80,,,,,,36.80,,,,,,36.80,,,,,,36.80,,,,,,36.80,
+ОФЗ-ПК 29012 16/11/22,SU29012RMFS0,,,,,31.81,,,,,,31.81,,,,,,31.81,,,,,,31.81,,,,,,,,,,,,,,,,,,,,,,,,,,
+ОФЗ-ПК 29013 18/09/30,SU29013RMFS8,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,
+ОФЗ-ПК 29014 25/03/26,SU29014RMFS6,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,,,0.00,
+ОФЗ-АД 46011 20/08/25,SU46011RMFS1,,99.73,,,,,,,,,,,,99.73,,,,,,,,,,,,99.73,,,,,,,,,,,,99.73,,,,,,,,,,,
+ОФЗ-АД 46012 05/09/29,SU46012RMFS9,,,59.39,,,,,,,,,,,,59.39,,,,,,,,,,,,59.39,,,,,,,,,,,,59.39,,,,,,,,,,
+ОФЗ-АД 46018 24/11/21,SU46018RMFS6,,11.34,,,11.34,,,11.34,,,11.34,,,11.34,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,
+ОФЗ-АД 46020 06/02/36,SU46020RMFS2,,34.41,,,,,,34.41,,,,,,34.41,,,,,,34.41,,,,,,34.41,,,,,,34.41,,,,,,34.41,,,,,,34.41,,,,,
+ОФЗ-АД 46022 19/07/23,SU46022RMFS8,,,,,,,27.42,,,,,,27.42,,,,,,27.42,,,,,,27.42,,,,,,27.42,,,,,,,,,,,,,,,,,,
+ОФЗ-АД 46023 23/07/26,SU46023RMFS6,24.41,,,,,,24.41,,,,,,24.41,,,,,,24.41,,,,,,24.41,,,,,,24.41,,,,,,24.41,,,,,,24.41,,,,,,24.41
+ОФЗ-ИН 52001 16/08/23,SU52001RMFS3,,15.52,,,,,,15.52,,,,,,15.52,,,,,,15.52,,,,,,15.52,,,,,,15.52,,,,,,,,,,,,,,,,,
+ОФЗ-ИН 52002 02/02/28,SU52002RMFS1,,13.71,,,,,,13.71,,,,,,13.71,,,,,,13.71,,,,,,13.71,,,,,,13.71,,,,,,13.71,,,,,,13.71,,,,,

types.go

@@ -0,0 +1,81 @@
+/*
+Copyright © 2020 Alexander Kiryukhin <a.kiryukhin@mail.ru>
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in
+all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
+THE SOFTWARE.
+*/
+package main
+
+import (
+	"encoding/xml"
+	"time"
+)
+
+type InXML struct {
+	XMLName xml.Name `xml:"document"`
+	Data    struct {
+		XMLName xml.Name `xml:"data"`
+		Rows    struct {
+			XMLName xml.Name `xml:"rows"`
+			Items   []Row    `xml:"row"`
+		} `xml:"rows"`
+	} `xml:"data"`
+}
+
+type Row struct {
+	XMLName xml.Name `xml:"row"`
+	ID      string   `xml:"SECID,attr"`
+	Name    string   `xml:"SECNAME,attr"`
+	Next    string   `xml:"NEXTCOUPON,attr"`
+	Value   float64  `xml:"COUPONVALUE,attr"`
+	Percent float64  `xml:"COUPONPERCENT,attr"`
+	EndDate string   `xml:"MATDATE,attr"`
+	Period  int      `xml:"COUPONPERIOD,attr"`
+}
+
+type Document struct {
+	ID      string
+	Name    string
+	From    time.Time
+	To      time.Time
+	Percent float64
+	Coupons []Coupon
+}
+
+func (d *Document) Add(date time.Time, sum float64) {
+	d.Coupons = append(d.Coupons, Coupon{
+		Date: date,
+		Sum:  sum,
+	})
+}
+
+func (d *Document) GetByDate(date time.Time) (float64, bool) {
+	year, month, _ := date.Date()
+	for _, coupon := range d.Coupons {
+		cyear, cmonth, _ := coupon.Date.Date()
+		if year == cyear && month == cmonth {
+			return coupon.Sum, true
+		}
+	}
+	return 0, false
+}
+
+type Coupon struct {
+	Date time.Time
+	Sum  float64
+}