adjust

Documentation

Index

• Constants
• type Actions
  • func NewCorporateActions(symbol string) *Actions
  • func (act *Actions) Len() int
  • func (act *Actions) Load() error
  • func (act *Actions) RateChangeEvents(includeSplits, includeDividends bool) []RateChange
• type Adjust
  • func (adj *Adjust) Accum(cols io.ColumnInterface) error
  • func (adj *Adjust) GetInitArgs() []io.DataShape
  • func (adj *Adjust) GetOptionalArgs() []io.DataShape
  • func (adj *Adjust) GetRequiredArgs() []io.DataShape
  • func (adj *Adjust) Init(args ...interface{}) error
  • func (adj *Adjust) New() (uda.AggInterface, *functions.ArgumentMap)
  • func (adj *Adjust) Output() *io.ColumnSeries
  • func (adj *Adjust) Reset()
  • func (adj *Adjust) SetTimeBucketKey(tbk io.TimeBucketKey)
• type CARows
  • func NewCARows(length int) *CARows
• type CacheKey
• type RateChange
  • func GetRateChanges(symbol string, includeSplits, includeDividends bool) []RateChange
• type RateChangeCache
• type RateChangeGetter

Constants

const CacheLifetime = 24 * time.Hour

Types

type Actions

type Actions struct {
	Symbol string
	Tbk    *io.TimeBucketKey
	Rows   *CARows
}

func NewCorporateActions

func NewCorporateActions(symbol string) *Actions

func (*Actions) Len

func (act *Actions) Len() int

func (*Actions) Load

func (act *Actions) Load() error

func (*Actions) RateChangeEvents

func (act *Actions) RateChangeEvents(includeSplits, includeDividends bool) []RateChange

type Adjust

type Adjust struct {
	uda.AggInterface
	ArgMap *functions.ArgumentMap

	AdjustDividend bool
	AdjustSplit    bool
	// contains filtered or unexported fields
}

func (*Adjust) Accum

func (adj *Adjust) Accum(cols io.ColumnInterface) error

func (*Adjust) GetInitArgs

func (adj *Adjust) GetInitArgs() []io.DataShape

func (*Adjust) GetOptionalArgs

func (adj *Adjust) GetOptionalArgs() []io.DataShape

func (*Adjust) GetRequiredArgs

func (adj *Adjust) GetRequiredArgs() []io.DataShape

func (*Adjust) Init

func (adj *Adjust) Init(args ...interface{}) error

func (*Adjust) New

func (adj *Adjust) New() (uda.AggInterface, *functions.ArgumentMap)

func (*Adjust) Output

func (adj *Adjust) Output() *io.ColumnSeries

func (*Adjust) Reset

func (adj *Adjust) Reset()

func (*Adjust) SetTimeBucketKey

func (adj *Adjust) SetTimeBucketKey(tbk io.TimeBucketKey)

type CARows

type CARows struct {
	EntryDates               []int64
	TextNumbers              []int64
	UpdateTextNumbers        []int64
	DeleteTextNumbers        []int64
	NotificationTypes        []byte
	Statuses                 []byte
	UpdatedNotificationTypes []byte
	SecurityTypes            []byte
	VoluntaryMandatoryCodes  []byte
	EffectiveDates           []int64
	RecordDates              []int64
	ExpirationDates          []int64
	NewRates                 []float64
	OldRates                 []float64
	Rates                    []float64
}

func NewCARows

func NewCARows(length int) *CARows

type CacheKey

type CacheKey struct {
	Symbol    string
	Splits    bool
	Dividends bool
}

type RateChange

type RateChange struct {
	Textnumber int64
	Epoch      int64
	Type       enum.NotificationType
	Rate       float64
}

func GetRateChanges

func GetRateChanges(symbol string, includeSplits, includeDividends bool) []RateChange

type RateChangeCache

type RateChangeCache struct {
	Changes   []RateChange
	Access    int64
	CreatedAt time.Time
}

type RateChangeGetter

type RateChangeGetter func(string, bool, bool) []RateChange