Documentation
¶
Overview ¶
Copyright 2022
Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License.
Copyright 2022 ¶
Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License.
Copyright 2022 ¶
Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License.
Copyright 2022 ¶
Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License.
Index ¶
Constants ¶
This section is empty.
Variables ¶
This section is empty.
Functions ¶
func Fill ¶ added in v0.2.0
Fill checks that all trading days have a value for the given FRED ticker. If a point is missing the previous point is propgated forward.
func SaveToDatabase ¶
func SaveToParquet ¶
Types ¶
type Asset ¶
type Asset struct {
CompositeFigi string `json:"compositeFigi"`
Ticker string `json:"ticker" csv:"ticker"`
AssetType string `json:"assetType" csv:"assetType"`
}
func LoadAssetsFromDB ¶ added in v0.3.0
func LoadAssetsFromDB() (assets []*Asset)
type Eod ¶
type Eod struct {
Date string `json:"date" parquet:"name=date, type=BYTE_ARRAY, convertedtype=UTF8, encoding=PLAIN_DICTIONARY"`
Ticker string `json:"ticker" parquet:"name=ticker, type=BYTE_ARRAY, convertedtype=UTF8, encoding=PLAIN_DICTIONARY"`
Exchange string `json:"exchange" parquet:"name=exchange, type=BYTE_ARRAY, convertedtype=UTF8, encoding=PLAIN_DICTIONARY"`
AssetType string `json:"assetType" parquet:"name=assetType, type=BYTE_ARRAY, convertedtype=UTF8, encoding=PLAIN_DICTIONARY"`
CompositeFigi string `json:"compositeFigi" parquet:"name=compositeFigi, type=BYTE_ARRAY, convertedtype=UTF8, encoding=PLAIN_DICTIONARY"`
Open float32 `json:"open" parquet:"name=open, type=FLOAT"`
High float32 `json:"high" parquet:"name=high, type=FLOAT"`
Low float32 `json:"low" parquet:"name=low, type=FLOAT"`
Close float32 `json:"close" parquet:"name=close, type=FLOAT"`
Volume int64 `json:"volume" parquet:"name=volume, type=INT64, convertedtype=INT_64"`
Dividend float32 `json:"divCash" parquet:"name=dividend, type=FLOAT"`
Split float32 `json:"splitFactor" parquet:"name=split, type=FLOAT"`
}
Source Files