backfill

Documentation

Index

• Variables
• func Bars(client *http.Client, symbol string, from, to time.Time, batchSize int, ...) (err error)
• func BuildBarsFromTrades(client *http.Client, symbol string, date time.Time, exchangeIDs []int, ...) error
• func Quotes(client *http.Client, symbol string, from, to time.Time, batchSize int, ...) error
• func Trades(client *http.Client, symbol string, from, to time.Time, batchSize int, ...) error
• type ConsolidatedUpdateInfo

Variables

var (
	WriteTime   time.Duration
	APICallTime time.Duration
	WaitTime    time.Duration
	NoIngest    bool
)

var (
	// NY timezone.
	NY, _     = time.LoadLocation("America/New_York")
	BackfillM *sync.Map
)

var ConditionToUpdateInfo = map[int]ConsolidatedUpdateInfo{
	0: {true, true, true},
	1: {true, true, true},
	2: {false, false, true},
	3: {true, true, true},
	4: {true, true, true},
	5: {true, false, true},

	7:  {false, false, true},
	8:  {true, true, true},
	9:  {true, true, true},
	10: {true, false, true},
	11: {true, true, true},

	13: {false, false, true},
	14: {true, true, true},
	15: {false, false, false},
	16: {false, false, false},

	20: {false, false, true},
	21: {false, false, true},
	22: {true, false, true},
	23: {true, true, true},

	25: {true, true, true},

	27: {true, true, true},
	28: {true, true, true},
	29: {true, false, true},
	30: {true, true, true},

	33: {true, false, true},
	34: {true, true, true},

	36: {true, true, true},
	37: {false, false, true},
	38: {true, true, false},

	52: {false, false, true},
	53: {false, false, true},
}

Functions

func Bars

func Bars(client *http.Client, symbol string, from, to time.Time,
	batchSize int, unadjusted bool, writerWP *worker.Pool,
) (err error)

func BuildBarsFromTrades

func BuildBarsFromTrades(client *http.Client, symbol string, date time.Time, exchangeIDs []int, batchSize int) error

func Quotes

func Quotes(client *http.Client, symbol string, from, to time.Time, batchSize int, writerWP *worker.Pool) error

func Trades

func Trades(client *http.Client, symbol string, from, to time.Time, batchSize int, writerWP *worker.Pool) error

Types

type ConsolidatedUpdateInfo

type ConsolidatedUpdateInfo struct {
	UpdateHighLow bool
	UpdateLast    bool
	UpdateVolume  bool
}