tiingo

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.

Index

• func SaveToDatabase(quotes []*Eod) error
• func SaveToParquet(records []*Eod, fn string) error
• type Eod
• type TiingoApi
  • func New(token string, rateLimit int) *TiingoApi
  • func (t *TiingoApi) FetchEodQuotes(assets []*common.Asset, startDate time.Time) []*Eod

Functions

func SaveToDatabase

func SaveToDatabase(quotes []*Eod) error

SaveToDatabase saves EOD quotes to the penny vault database

func SaveToParquet

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

SaveToParquet saves EOD quotes to a parquet file

Types

type Eod

type Eod struct {
	Date          time.Time
	DateStr       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"`
	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        float32 `json:"volume" parquet:"name=volume, type=FLOAT"`
	Dividend      float32 `json:"divCash" parquet:"name=dividend, type=FLOAT"`
	Split         float32 `json:"splitFactor" parquet:"name=split, type=FLOAT"`
}

type TiingoApi

type TiingoApi struct {
	// contains filtered or unexported fields
}

func New

func New(token string, rateLimit int) *TiingoApi

func (*TiingoApi) FetchEodQuotes

func (t *TiingoApi) FetchEodQuotes(assets []*common.Asset, startDate time.Time) []*Eod