fred

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

• func Fill(asset *Asset) error
• func SaveToDatabase(quotes []*Eod) error
• func SaveToParquet(records []*Eod, fn string) error
• type Asset
  • func LoadAssetsFromDB() (assets []*Asset)
• type Eod
  • func Fetch(assets []*Asset) []*Eod

Functions

func Fill

func Fill(asset *Asset) error

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 SaveToDatabase(quotes []*Eod) error

func SaveToParquet

func SaveToParquet(records []*Eod, fn string) error

Types

type Asset

type Asset struct {
	CompositeFigi string `json:"compositeFigi"`
	Ticker        string `json:"ticker" csv:"ticker"`
	AssetType     string `json:"assetType" csv:"assetType"`
}

func LoadAssetsFromDB

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"`
}

func Fetch

func Fetch(assets []*Asset) []*Eod