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Aug 7, 2022

Changes in this version

type DefaultMarketTimeChecker

+ CloseHourNY int

+ CloseMinuteNY int

+ OpenHourNY int

+ OpenMinuteNY int

Apr 3, 2022

Changes in this version

+ type GetMultiBarsAPIClient interface

+ GetMultiBars func(symbols []string, params api.GetBarsParams) (map[string][]api.Bar, error)

Mar 2, 2022

Changes in this version

+ func ParseSchedule(s string) ([]int, error)

+ type Backfill struct

+ func NewBackfill(symbolManager symbols.Manager, apiClient ListBarsAPIClient, ...) *Backfill

+ func (b *Backfill) UpdateSymbols()

+ type DefaultMarketTimeChecker struct

+ CloseTime time.Time

+ ClosedDays []time.Time

+ ClosedDaysOfTheWeek []time.Weekday

+ OpenTime time.Time

+ func NewDefaultMarketTimeChecker(closedDaysOfTheWeek []time.Weekday, closedDays []time.Time, openTime time.Time, ...) *DefaultMarketTimeChecker

+ func (m *DefaultMarketTimeChecker) IsOpen(t time.Time) bool

+ func (m *DefaultMarketTimeChecker) Sub(dateInJST time.Time, businessDay int) (time.Time, error)

+ type GetSnapShotsAPIClient interface

+ GetSnapshots func(symbols []string) (map[string]*v2.Snapshot, error)

+ type IntervalMarketTimeChecker struct

+ Interval time.Duration

+ LastTime time.Time

+ func NewIntervalMarketTimeChecker(mtc MarketTimeChecker, interval time.Duration) *IntervalMarketTimeChecker

+ func (c *IntervalMarketTimeChecker) IsOpen(t time.Time) bool

+ type ListBarsAPIClient interface

+ ListBars func(symbols []string, opts alpaca.ListBarParams) (map[string][]alpaca.Bar, error)

+ type MarketTimeChecker interface

+ IsOpen func(t time.Time) bool

+ Sub func(date time.Time, businessDay int) (time.Time, error)

+ type ScheduledMarketTimeChecker struct

+ LastTime time.Time

+ ScheduleMin []int

+ func NewScheduledMarketTimeChecker(mtc MarketTimeChecker, scheduleMin []int) *ScheduledMarketTimeChecker

+ func (c *ScheduledMarketTimeChecker) IsOpen(t time.Time) bool

+ type Worker struct

+ APIClient GetSnapShotsAPIClient

+ BarWriter writer.BarWriter

+ Interval int

+ MarketTimeChecker MarketTimeChecker

+ SnapshotWriter writer.SnapshotWriter

+ SymbolManager symbols.Manager

+ func (w *Worker) Run()