db

package
v0.4.0 Latest Latest
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 Go to latest Published: Mar 21, 2023 License: Apache-2.0 Imports: 19 Imported by: 5

Documentation

Overview

Package db implements local price series database API.

Index

Constants

This section is empty.

Variables

This section is empty.

Functions

func Cleanup added in v0.1.9 

func Cleanup(ctx context.Context, dbPath, db string) error

Cleanup the DB: delete price files that do not have a corresponding ticker. This is useful, e.g. when a ticker gets renamed and its price series is downloaded under the new name, but the old series remains in the DB.

func DailyVolatility added in v0.0.8 

func DailyVolatility(rows []ResampledRow) (volatility float64, samples uint16)

DailyVolatility computes the average daily absolute log-profit from the list of consecutive monthly bars.

func PriceRowHeader added in v0.0.10 

func PriceRowHeader() []string

func ReadCSVTickers added in v0.1.9 

func ReadCSVTickers(r io.Reader, c *TickerRowConfig, tickers map[string]TickerRow) error

ReadCSVTickers reads raw CSV and updates the tickers table compatible with DB Writer.

When config defines a header, CSV is assumed to be headless; otherwise the CSV file must have a header. In either case, the header must contain a Ticker column. Columns with an unrecognized header are ignored, missing columns are assumed to be of their default values, which are empty for all strings and true for Active.

func ResampledRowHeader added in v0.0.10 

func ResampledRowHeader() []string

func TickerRowHeader added in v0.0.10 

func TickerRowHeader() []string

TickerRowHeader for CSV table.

Types

type Constraints 

type Constraints struct {
	Sources        map[string]struct{}
	Tickers        map[string]struct{}
	ExcludeTickers map[string]struct{}
	Exchanges      map[string]struct{}
	Names          map[string]struct{}
	Categories     map[string]struct{}
	Sectors        map[string]struct{}
	Industries     map[string]struct{}
	Active         *bool // optional constraint on whether ticker is active
}

Constraints to filter the tickers and their time series. Zero value means no constraints.

func NewConstraints 

func NewConstraints() *Constraints

NewConstraints creates a new Constraints with no constraints.

func (*Constraints) Category 

func (c *Constraints) Category(cats ...string) *Constraints

Category adds categories to the constraints.

func (*Constraints) CheckTicker 

func (c *Constraints) CheckTicker(ticker string) bool

CheckTicker whether it satisfies the constraints.

func (*Constraints) CheckTickerRow 

func (c *Constraints) CheckTickerRow(r TickerRow) bool

CheckTickerRow whether it satisfies the constraints.

func (*Constraints) Exchange 

func (c *Constraints) Exchange(ex ...string) *Constraints

Exchange adds exchanges to the constraints.

func (*Constraints) ExcludeTicker 

func (c *Constraints) ExcludeTicker(tickers ...string) *Constraints

ExcludeTicker adds tickers to be ignored.

func (*Constraints) Industry 

func (c *Constraints) Industry(inds ...string) *Constraints

Industry adds industries to the constraints.

func (*Constraints) Name 

func (c *Constraints) Name(names ...string) *Constraints

Name adds a company name to the constraints.

func (*Constraints) Sector 

func (c *Constraints) Sector(secs ...string) *Constraints

Sector adds sectors to the constraints.

func (*Constraints) SetActive added in v0.4.0 

func (c *Constraints) SetActive(active bool) *Constraints

SetActive bit whether the ticker must be listed or delisted.

func (*Constraints) Source added in v0.0.9 

func (c *Constraints) Source(sources ...string) *Constraints

Source adds sources to the constraints.

func (*Constraints) Ticker 

func (c *Constraints) Ticker(tickers ...string) *Constraints

Ticker adds tickers to the constraints.

type Date 

type Date struct {
	YearVal  uint16
	MonthVal uint8
	DayVal   uint8
	Time     TimeOfDay
}

Date records a calendar date and time as year, month, day and millisecond from the midnight. The struct is designed to fit into 8 bytes.

func DateInNY 

func DateInNY(now time.Time) Date

DateInNY returns today's date in New York timezone.

func MaxDate 

func MaxDate(dates ...Date) Date

MaxDate returns the latest date from the list, or zero value.

func MinDate added in v0.0.8 

func MinDate(dates ...Date) Date

MinDate returns the earliest date from the list, or zero value.

func NewDate 

func NewDate(year uint16, month, day uint8) Date

NewDate is a Date constructor without time of the day.

func NewDateFromString 

func NewDateFromString(s string) (Date, error)

NewDateFromString creates a Date instance from a string representation.

func NewDateFromTime 

func NewDateFromTime(t time.Time) Date

NewDateFromTime creates a Date instance from a time.Time value in UTC.

func NewDatetime added in v0.3.5 

func NewDatetime(year uint16, month, day, hour, minute, second uint8, msec uint32) Date

NewDatetime is a Date constructor with time of the day.

func (Date) After 

func (d Date) After(d2 Date) bool

After compares two Date objects for strict inequality, self > d2.

func (Date) Before 

func (d Date) Before(d2 Date) bool

Before compares two Date objects for strict inequality (self < d2).

func (Date) Date added in v0.3.6 

func (d Date) Date() Date

Date returns the date value without time of day (Time = 0).

func (Date) Day 

func (d Date) Day() uint8

func (Date) DaysInMonth added in v0.0.8 

func (d Date) DaysInMonth() uint8

DaysInMonth is the numder of days in the current month, which for February depends on the year.

func (Date) Hour added in v0.3.5 

func (d Date) Hour() uint8

func (Date) InRange added in v0.0.8 

func (d Date) InRange(start, end Date) bool

InRange checks if d is in the inclusive date range. Any of the bounds may be zero value, in which case it's ignored.

func (*Date) InitMessage added in v0.0.2 

func (d *Date) InitMessage(js any) error

InitMessage implements message.Message.

func (Date) IsLeapYear added in v0.0.8 

func (d Date) IsLeapYear() bool

func (Date) IsZero 

func (d Date) IsZero() bool

IsZero checks whether the date has a zero value.

func (Date) MarshalJSON 

func (d Date) MarshalJSON() ([]byte, error)

MarshalJSON implements json.Marshaler.

func (Date) Millisecond added in v0.3.5 

func (d Date) Millisecond() uint32

func (Date) Minute added in v0.3.5 

func (d Date) Minute() uint8

func (Date) Monday 

func (d Date) Monday() Date

Monday returns a new Date of the Monday midnight of the current date's week. Note: week is assumed to start on Sunday, so Monday(d=Sunday) returns the next day.

func (Date) Month 

func (d Date) Month() uint8

func (Date) MonthStart 

func (d Date) MonthStart() Date

MonthStart returns the 1st of the month of the current date.

func (Date) QuarterStart 

func (d Date) QuarterStart() Date

QuarterStart returns the first day of the quarter of the current date.

func (Date) Second added in v0.3.5 

func (d Date) Second() uint8

func (Date) String 

func (d Date) String() string

String representation of the value.

func (Date) ToTime 

func (d Date) ToTime() time.Time

ToTime converts Date to Time in UTC.

func (*Date) UnmarshalJSON 

func (d *Date) UnmarshalJSON(data []byte) error

UnmarshalJSON implements json.Unmarshaler. NOTE: unlike other methods, this is a pointer method.

func (Date) Year 

func (d Date) Year() uint16

func (Date) YearsTill added in v0.0.8 

func (d Date) YearsTill(d2 Date) float64

YearsTill returns possibly fractional number of years between the two dates.

type Interval added in v0.0.8 

type Interval struct {
	Min   *float64 `json:"min"`
	Max   *float64 `json:"max"`
	Start Date     `json:"start"`
	End   Date     `json:"end"`
}

Interval configures a set of constraints for a value over an optional time range. All interval ranges are inclusive, both value and time.

func (Interval) DateInRange added in v0.0.8 

func (i Interval) DateInRange(d Date) bool

DateInRange checks if it belongs to the date range of the interval.

func (*Interval) InitMessage added in v0.0.8 

func (i *Interval) InitMessage(js any) error

func (Interval) ValueInRange added in v0.0.8 

func (i Interval) ValueInRange(x float64) bool

ValueInRange checks if it belongs to the interval.

type IntradayRange added in v0.4.0 

type IntradayRange struct {
	Start *TimeOfDay `json:"start"`
	End   *TimeOfDay `json:"end"`
}

IntradayRange configures inclusive time range within each trading day.

func (IntradayRange) InRange added in v0.4.0 

func (i IntradayRange) InRange(t TimeOfDay) bool

func (*IntradayRange) InitMessage added in v0.4.0 

func (i *IntradayRange) InitMessage(js any) error

type Metadata 

type Metadata struct {
	Start      Date `json:"start"` // the earliest available price date
	End        Date `json:"end"`   // the latest available price date
	NumTickers int  `json:"num_tickers"`
	NumPrices  int  `json:"num_prices"`  // daily price samples
	NumMonthly int  `json:"num_monthly"` // monthly price samples
}

Metadata is the schema for the metadata.json file.

func (*Metadata) UpdateMonthly added in v0.1.9 

func (m *Metadata) UpdateMonthly(monthly map[string][]ResampledRow)

func (*Metadata) UpdatePrices added in v0.1.9 

func (m *Metadata) UpdatePrices(prices []PriceRow)

func (*Metadata) UpdateTickers added in v0.1.9 

func (m *Metadata) UpdateTickers(tickers map[string]TickerRow)

type PriceRow 

type PriceRow struct {
	Date               Date
	Open               float32 // all other prices are unadjusted
	High               float32
	Low                float32
	Close              float32 // unadjusted; negative means delisted
	CloseSplitAdjusted float32 // adjusted only for splits
	CloseFullyAdjusted float32 // adjusted for splits, dividends, spinoffs
	CashVolume         float32 // shares volume * closing price
}

PriceRow is a row in the prices table. It is intended for daily price points. Size: 32 bytes.

Note, that the sign of the (unadjusted) Close price indicates whether the ticker is listed at the close of the day (negate = delisted). Therefore, use CloseUnadjusted() and Active() methods to get the corresponding values.

Price and cash volume are assumed to be in the stock's native currency, e.g. dollar for the US stocks.

func ReadCSVPrices added in v0.1.9 

func ReadCSVPrices(r io.Reader, c *PriceRowConfig) ([]PriceRow, error)

ReadCSVPrices reads raw CSV and creates a price series compatible with DB Writer.

When config defines a header, CSV is assumed to be headless; otherwise the CSV file must have a header. In either case, the header must contain at least one type of price. The remaining prices can be set by mapping them to the same column name. Columns with an unrecognized header are ignored, missing columns are set to 0.

func TestPrice 

func TestPrice(date Date, close, splitAdj, fullyAdj, dv float32, active bool) PriceRow

TestPrice creates a PriceRow instance for use in tests. It uses the closing price to assign the other OHL prices.

func TestPriceRow added in v0.3.4 

func TestPriceRow(date Date, open, high, low, close, closeSplitAdj, closeFullyAdj, dv float32, active bool) PriceRow

TestPriceRow is a complete version of TestPrice which allows to set all OHLC prices directly. The OHL prices are always fully adjusted.

func (PriceRow) Active 

func (p PriceRow) Active() bool

Active indicates whether the ticker is currently listed.

func (PriceRow) CSV added in v0.0.10 

func (p PriceRow) CSV() []string

func (PriceRow) CloseUnadjusted 

func (p PriceRow) CloseUnadjusted() float32

CloseUnadjusted price, separated from the activity status.

func (PriceRow) HighFullyAdjusted added in v0.3.3 

func (p PriceRow) HighFullyAdjusted() float32

func (PriceRow) HighSplitAdjusted added in v0.3.4 

func (p PriceRow) HighSplitAdjusted() float32

func (PriceRow) LowFullyAdjusted added in v0.3.3 

func (p PriceRow) LowFullyAdjusted() float32

func (PriceRow) LowSplitAdjusted added in v0.3.4 

func (p PriceRow) LowSplitAdjusted() float32

func (PriceRow) OpenFullyAdjusted added in v0.3.3 

func (p PriceRow) OpenFullyAdjusted() float32

func (PriceRow) OpenSplitAdjusted added in v0.3.4 

func (p PriceRow) OpenSplitAdjusted() float32

func (*PriceRow) SetActive 

func (p *PriceRow) SetActive(active bool)

SetActive bit for the price point.

type PriceRowConfig added in v0.1.9 

type PriceRowConfig struct {
	// Unadjusted
	Date   string `json:"Date" default:"Date"`
	Open   string `json:"Open" default:"Open"`
	High   string `json:"High" default:"High"`
	Low    string `json:"Low" default:"Low"`
	Close  string `json:"Close" default:"Close"`
	Volume string `json:"Volume"`
	// Split adjusted
	OpenSplitAdjusted   string `json:"Open split adj"`
	HighSplitAdjusted   string `json:"High split adj"`
	LowSplitAdjusted    string `json:"Low split adj"`
	CloseSplitAdjusted  string `json:"Close split adj" default:"Close split adj"`
	VolumeSplitAdjusted string `json:"Volume split adj"`
	// Split & divided adjusted
	OpenFullyAdjusted   string `json:"Open fully adj"`
	HighFullyAdjusted   string `json:"High fully adj"`
	LowFullyAdjusted    string `json:"Low fully adj"`
	CloseFullyAdjusted  string `json:"Close fully adj" default:"Close fully adj"`
	VolumeFullyAdjusted string `json:"Volume fully adj"`
	// Adjustment independent values
	CashVolume string   `json:"Cash Volume" default:"Cash Volume"`
	Active     string   `json:"Active" default:"Active"`
	Header     []string `json:"header"` // for headless CSV
}

PriceRowConfig sets the custom headers of input CSV file for price rows. The mapping is one-to-many; in particular, several price fields can map to the same CSV column.

Note, that the DB stores natively only unadjusted OHLC, split- and fully adjusted Close prices, and cash volume defined as close*<volume in shares>. When other fields are configured and imported, such as adjusted OHL and adjusted or unadjusted volume (in shares), the actual values stored in the DB are derived from the ratios of the corresponding Close prices.

func NewPriceRowConfig added in v0.1.9 

func NewPriceRowConfig() *PriceRowConfig

func (*PriceRowConfig) HasPrice added in v0.1.9 

func (c *PriceRowConfig) HasPrice(header []string) bool

HasPrice checks that the header contains at least one closing price column.

func (*PriceRowConfig) InitMessage added in v0.1.9 

func (c *PriceRowConfig) InitMessage(js any) error

func (*PriceRowConfig) MapColumns added in v0.1.9 

func (c *PriceRowConfig) MapColumns(header []string) [][]priceField

MapColumns maps the i'th header column to the list of PriceRow fields. In particular, a single price column can map to several price fields in PriceRow.

func (*PriceRowConfig) Parse added in v0.1.9 

func (c *PriceRowConfig) Parse(row []string, colMap [][]priceField) (pr PriceRow, err error)

type Reader added in v0.0.3 

type Reader struct {
	DBPath         string         `json:"DB path"`            // default: ~/.stockparfait
	DB             string         `json:"DB" required:"true"` // specific DB in path
	UseTickers     []string       `json:"tickers"`
	ExcludeTickers []string       `json:"exclude tickers"`
	Sources        []string       `json:"sources"`
	Exchanges      []string       `json:"exchanges"`
	Names          []string       `json:"names"`
	Categories     []string       `json:"categories"`
	Sectors        []string       `json:"sectors"`
	Industries     []string       `json:"industries"`
	Start          Date           `json:"start"`
	End            Date           `json:"end"`
	Active         *bool          `json:"active"`
	YearlyGrowth   *Interval      `json:"yearly growth"`
	CashVolume     *Interval      `json:"cash volume"`
	Volatility     *Interval      `json:"volatility"`
	Intraday       *IntradayRange `json:"intraday"`
	// contains filtered or unexported fields
}

Reader of the database, which also implements message.Message and can be used directly in a config.

func NewReader added in v0.0.3 

func NewReader(dbPath, db string) *Reader

func (*Reader) AllMonthlyRows added in v0.1.9 

func (r *Reader) AllMonthlyRows() (map[string][]ResampledRow, error)

AllMonthlyRows returns all the monthly resampled rows from the DB as a {ticker -> row} map, compatible with Writer.WriteMonthly() method. Note: modifying the map will modify the Reader's cached copy.

func (*Reader) AllTickerRows added in v0.1.9 

func (r *Reader) AllTickerRows() (map[string]TickerRow, error)

AllTickerRows returns all the ticker rows from the DB as a {ticker -> row} map, compatible with Writer.WriteTickers() method. Note: modifying the map will modify the Reader's cached copy.

func (*Reader) HasMetadata added in v0.1.9 

func (r *Reader) HasMetadata() bool

HasMetadata checks if the DB exists and has the metadata.

func (*Reader) HasMonthly added in v0.1.9 

func (r *Reader) HasMonthly() bool

HasMonthly checks if the DB exists and has the monthly table.

func (*Reader) HasPrices added in v0.1.9 

func (r *Reader) HasPrices(ticker string) bool

HasPrices checks if the DB exists and has the prices for the ticker.

func (*Reader) HasTickers added in v0.1.9 

func (r *Reader) HasTickers() bool

HasTickers checks if the DB exists and has the tickers table.

func (*Reader) InitMessage added in v0.0.6 

func (r *Reader) InitMessage(js any) error

InitMessage implements message.Message.

func (*Reader) Metadata added in v0.0.3 

func (r *Reader) Metadata() (Metadata, error)

Metadata for the database. It is cached in memory upon the first call.

func (*Reader) Monthly added in v0.0.3 

func (r *Reader) Monthly(ticker string, start, end Date) ([]ResampledRow, error)

Monthly price data for ticker within the inclusive date range, sorted by date. If any of start or end is zero value, the corresponding Reader constraint is used. Data for all tickers are cached in memory upon the first call. Go routine safe assuming constraints are not modified.

func (*Reader) Prices added in v0.0.3 

func (r *Reader) Prices(ticker string) ([]PriceRow, error)

Prices for ticker satilfying Reader's constraints, sorted by date. Prices are NOT cached in memory, and are read from disk every time. It is probably go routine safe, if the underlying OS allows to open and read the same file multiple times from the same process. Reading different tickers is definitely safe in parallel, assuming consraints are not modified.

func (*Reader) TickerRow added in v0.0.3 

func (r *Reader) TickerRow(ticker string) (TickerRow, error)

TickerRow for the given ticker. It's an error if a ticker is not in R. Tickers are cached in memory upon the first call. Go routine safe.

func (*Reader) Tickers added in v0.0.3 

func (r *Reader) Tickers(ctx context.Context) ([]string, error)

Tickers returns the list of tickers satisfying current Reader's constraints. All tickers are cached in memory, and tickers are filtered for each call. Therefore, modifying Reader's constraints takes effect at the next call without re-reading the tickers. Go-routine safe assuming constraints are not modified.

type ResampledRow 

type ResampledRow struct {
	Open               float32
	OpenSplitAdjusted  float32
	OpenFullyAdjusted  float32
	Close              float32 // unadjusted
	CloseSplitAdjusted float32 // adjusted only for splits
	CloseFullyAdjusted float32 // adjusted for splits, dividends, spinoffs
	CashVolume         float32
	DateOpen           Date
	DateClose          Date
	// Sum of absolute values of daily log-profits within the bar:
	// sum(abs(log(p(t+1))-log(p(t)))).  Note, that it always has NumSamples-1
	// samples. When summing over multiple resampled bars, recover the missing
	// sample as abs(log(open(t))-log(close(t-1))).
	SumAbsLogProfits float32
	NumSamples       uint16
	Active           bool // if ticker is active at bar's close
}

ResampledRow is a multi-day bar with some additional daily statistics. Size: 44 bytes.

func ComputeMonthly 

func ComputeMonthly(prices []PriceRow) []ResampledRow

ComputeMonthly converts daily price series into resampled monthly price series.

func TestResampled 

func TestResampled(dateOpen, dateClose Date, open, close, adj, dv float32, active bool) ResampledRow

TestResampled creates a new ResampledRow for use in tests.

func (ResampledRow) CSV added in v0.0.10 

func (r ResampledRow) CSV() []string

type TickerRow 

type TickerRow struct {
	Source      string // where the ticker was downloaded, e.g. NDL table name
	Exchange    string // the primary exchange trading this ticker
	Name        string // the company name
	Category    string
	Sector      string
	Industry    string
	Location    string
	SECFilings  string // URL
	CompanySite string // URL
	Active      bool   // ticker is listed at the last price date
}

TickerRow is a row in the tickers table.

func (TickerRow) Row added in v0.1.9 

func (t TickerRow) Row(ticker string) table.Row

Row converts TickerRow to table.Row which includes the ticker name.

type TickerRowConfig added in v0.1.9 

type TickerRowConfig struct {
	Ticker      string   `json:"Ticker" default:"Ticker"`
	Source      string   `json:"Source" default:"Source"`
	Exchange    string   `json:"Exchange" default:"Exchange"`
	Name        string   `json:"Name" default:"Name"`
	Category    string   `json:"Category" default:"Category"`
	Sector      string   `json:"Sector" default:"Sector"`
	Industry    string   `json:"Industry" default:"Industry"`
	Location    string   `json:"Location" default:"Location"`
	SECFilings  string   `json:"SEC Filings" default:"SEC Filings"`
	CompanySite string   `json:"Company Site" default:"Company Site"`
	Active      string   `json:"Active" default:"Active"`
	Header      []string `json:"header"` // for headless CSV
}

TickerRowConfig sets the custom headers of input CSV file for ticker rows.

func NewTickerRowConfig added in v0.1.9 

func NewTickerRowConfig() *TickerRowConfig

func (*TickerRowConfig) HasTicker added in v0.1.9 

func (c *TickerRowConfig) HasTicker(header []string) bool

HasTicker checks the header for the column corresponding to the ticker name.

func (*TickerRowConfig) InitMessage added in v0.1.9 

func (c *TickerRowConfig) InitMessage(js any) error

InitMessage implements message.Message.

func (*TickerRowConfig) MapColumns added in v0.1.9 

func (c *TickerRowConfig) MapColumns(header []string) []tickerField

MapColumns maps the i'th header column to the j'th TickerTableRow field. Headers that don't match any configured column are mapped to -1.

func (*TickerRowConfig) Parse added in v0.1.9 

func (c *TickerRowConfig) Parse(row []string, colMap []tickerField) (ticker string, tr TickerRow)

type TickerTableRow added in v0.1.9 

type TickerTableRow struct {
	TickerRow
	Ticker string
}

TickerTableRow implements table.Row by adding ticker name to TickerRow.

func (TickerTableRow) CSV added in v0.1.9 

func (r TickerTableRow) CSV() []string

type Time 

type Time time.Time

Time is a wrapper around time.Time with JSON methods.

func NewTime 

func NewTime(year, month, day, hour, minute, second int) *Time

func (*Time) MarshalJSON 

func (t *Time) MarshalJSON() ([]byte, error)

MarshalJSON implements json.Marshaler.

func (*Time) String 

func (t *Time) String() string

String representation of Time.

func (*Time) UnmarshalJSON 

func (t *Time) UnmarshalJSON(data []byte) error

UnmarshalJSON implements json.Unmarshaler.

type TimeOfDay added in v0.4.0 

type TimeOfDay uint32

TimeOfDay as milliseconds from midnight.

func NewTimeOfDay added in v0.4.0 

func NewTimeOfDay(hour, minute, second uint8, msec uint32) TimeOfDay

NewTimeOfDay creates TimeOfDay out of components. It panics if any of the arguments is out of range: hour>23, minute, second>59 or msec>999.

func NewTimeOfDayFromString added in v0.4.0 

func NewTimeOfDayFromString(s string) (TimeOfDay, error)

NewTimeOfDayFromString parses a string "hh:mm:ss.xxx" with optional seconds and milliseconds.

func (TimeOfDay) After added in v0.4.0 

func (t TimeOfDay) After(t2 TimeOfDay) bool

func (TimeOfDay) Before added in v0.4.0 

func (t TimeOfDay) Before(t2 TimeOfDay) bool

func (TimeOfDay) Hour added in v0.4.0 

func (t TimeOfDay) Hour() uint8

func (*TimeOfDay) InitMessage added in v0.4.0 

func (t *TimeOfDay) InitMessage(js any) error

func (TimeOfDay) IsZero added in v0.4.0 

func (t TimeOfDay) IsZero() bool

func (TimeOfDay) Millisecond added in v0.4.0 

func (t TimeOfDay) Millisecond() uint32

func (TimeOfDay) Minute added in v0.4.0 

func (t TimeOfDay) Minute() uint8

func (TimeOfDay) Second added in v0.4.0 

func (t TimeOfDay) Second() uint8

func (TimeOfDay) String added in v0.4.0 

func (t TimeOfDay) String() string

type Writer added in v0.0.3 

type Writer struct {
	Metadata Metadata
	// contains filtered or unexported fields
}

func NewWriter added in v0.0.3 

func NewWriter(dbPath, db string) *Writer

func (*Writer) WriteMetadata added in v0.0.3 

func (w *Writer) WriteMetadata(m Metadata) error

WriteMetadata saves the metadata accumulated by the Write* methods. It is stored in JSON format to be human-readable.

func (*Writer) WriteMonthly added in v0.0.3 

func (w *Writer) WriteMonthly(monthly map[string][]ResampledRow) error

WriteMonthly saves the monthly resampled table to the DB file and sets the number of samples in the metadata. ResampledRow's are indexed by ticker, and for each ticker are assumed to be sorted by the closing date.

func (*Writer) WritePrices added in v0.0.3 

func (w *Writer) WritePrices(ticker string, prices []PriceRow) error

WritePrices saves the ticker prices to the DB file and incrementally updates the metadata. Prices are assumed to be sorted by date.

func (*Writer) WriteTickers added in v0.0.3 

func (w *Writer) WriteTickers(tickers map[string]TickerRow) error

WriteTickers saves the tickers table to the DB file, and sets the number of tickers in the metadata.

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