db

Mar 21, 2023

Changes in this version

type Constraints

+ Active *bool

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

type Date

+ Time TimeOfDay

+ type IntradayRange struct

+ End *TimeOfDay

+ Start *TimeOfDay

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

+ func (i IntradayRange) InRange(t TimeOfDay) bool

type PriceRow

+ High float32

+ Low float32

+ Open float32

type PriceRowConfig

+ High string

+ HighSplitAdjusted string

+ Low string

+ LowSplitAdjusted string

+ Open string

+ OpenSplitAdjusted string

+ Volume string

+ VolumeFullyAdjusted string

+ VolumeSplitAdjusted string

type Reader

+ Active *bool

+ Intraday *IntradayRange

+ type TimeOfDay uint32

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

+ func NewTimeOfDayFromString(s string) (TimeOfDay, error)

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

+ func (t TimeOfDay) After(t2 TimeOfDay) bool

+ func (t TimeOfDay) Before(t2 TimeOfDay) bool

+ func (t TimeOfDay) Hour() uint8

+ func (t TimeOfDay) IsZero() bool

+ func (t TimeOfDay) Millisecond() uint32

+ func (t TimeOfDay) Minute() uint8

+ func (t TimeOfDay) Second() uint8

+ func (t TimeOfDay) String() string

Mar 10, 2023

Changes in this version

type Date

+ func (d Date) Date() Date

Mar 10, 2023

Changes in this version

type Date

+ MsecVal uint32

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

+ func (d Date) Hour() uint8

+ func (d Date) Millisecond() uint32

+ func (d Date) Minute() uint8

+ func (d Date) Second() uint8

type PriceRowConfig

+ Header []string

type TickerRowConfig

+ Header []string

Mar 4, 2023

Changes in this version

type PriceRow

+ func TestPriceRow(date Date, closeUnadj, closeSplitAdj, close, open, high, low, dv float32, ...) PriceRow

+ func (p PriceRow) HighSplitAdjusted() float32

+ func (p PriceRow) HighUnadjusted() float32

+ func (p PriceRow) LowSplitAdjusted() float32

+ func (p PriceRow) LowUnadjusted() float32

+ func (p PriceRow) OpenSplitAdjusted() float32

+ func (p PriceRow) OpenUnadjusted() float32

Mar 3, 2023

Changes in this version

type PriceRow

+ HighFullyAdjusted float32

+ LowFullyAdjusted float32

+ OpenFullyAdjusted float32

type PriceRowConfig

+ HighFullyAdjusted string

+ LowFullyAdjusted string

+ OpenFullyAdjusted string

Dec 12, 2022

Changes in this version

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

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

type Metadata

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

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

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

type PriceRow

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

+ type PriceRowConfig struct

+ Active string

+ CashVolume string

+ Close string

+ CloseFullyAdjusted string

+ CloseSplitAdjusted string

+ Date string

+ func NewPriceRowConfig() *PriceRowConfig

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

+ func (c *PriceRowConfig) InitMessage(js interface{}) error

+ func (c *PriceRowConfig) MapColumns(header []string) [][]int

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

type Reader

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

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

+ func (r *Reader) HasMetadata() bool

+ func (r *Reader) HasMonthly() bool

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

+ func (r *Reader) HasTickers() bool

type TickerRow

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

+ type TickerRowConfig struct

+ Active string

+ Category string

+ CompanySite string

+ Exchange string

+ Industry string

+ Location string

+ Name string

+ SECFilings string

+ Sector string

+ Source string

+ Ticker string

+ func NewTickerRowConfig() *TickerRowConfig

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

+ func (c *TickerRowConfig) InitMessage(js interface{}) error

+ func (c *TickerRowConfig) MapColumns(header []string) []int

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

+ type TickerTableRow struct

+ Ticker string

+ func (r TickerTableRow) CSV() []string

type Writer

+ Metadata Metadata

Aug 18, 2022

Changes in this version

+ func ActionRowHeader() []string

+ func PriceRowHeader() []string

+ func ResampledRowHeader() []string

+ func TickerRowHeader() []string

type ActionRow

+ func (r ActionRow) CSV() []string

type PriceRow

+ func (p PriceRow) CSV() []string

type ResampledRow

+ func (r ResampledRow) CSV() []string

type TickerRow

+ func (r TickerRow) CSV() []string

Aug 16, 2022

Changes in this version

type Constraints

+ Sources map[string]struct{}

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

type Reader

+ Sources []string

type TickerRow

+ Source string

Aug 2, 2022

Changes in this version

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

type Date

+ func MinDate(dates ...Date) Date

+ func (d Date) DaysInMonth() uint8

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

+ func (d Date) IsLeapYear() bool

+ func (d Date) YearsTill(d2 Date) float64

+ type Interval struct

+ End Date

+ Max *float64

+ Min *float64

+ Start Date

+ func (i *Interval) InitMessage(js interface{}) error

+ func (i Interval) DateInRange(d Date) bool

+ func (i Interval) ValueInRange(x float64) bool

type Reader

+ CashVolume *Interval

+ Volatility *Interval

+ YearlyGrowth *Interval

type ResampledRow

+ Open float32

+ OpenFullyAdjusted float32

+ SumAbsLogProfits float32

Jul 20, 2022

Changes in this version

type Reader

+ Categories []string

+ DB string

+ DBPath string

+ End Date

+ Exchanges []string

+ ExcludeTickers []string

+ Industries []string

+ Names []string

+ Sectors []string

+ Start Date

+ UseTickers []string

+ func (r *Reader) InitMessage(js interface{}) error

Jul 15, 2022

Changes in this version

type DataConfig

+ DB string

Jul 9, 2022

Changes in this version

+ type DataConfig struct

+ Categories []string

+ DBPath string

+ End Date

+ Exchanges []string

+ ExcludeTickers []string

+ Industries []string

+ Names []string

+ Sectors []string

+ Start Date

+ Tickers []string

+ func (d *DataConfig) InitMessage(js interface{}) error

+ type Reader struct

+ Constraints *Constraints

+ func NewReader(cachePath string) *Reader

+ func NewReaderFromConfig(c *DataConfig) *Reader

+ func (r *Reader) Actions(ticker string) ([]ActionRow, error)

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

+ func (r *Reader) Monthly(ticker string) ([]ResampledRow, error)

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

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

+ func (r *Reader) Tickers() ([]string, error)

+ type Writer struct

+ func NewWriter(cachePath string) *Writer

+ func (w *Writer) WriteActions(actions map[string][]ActionRow) error

+ func (w *Writer) WriteMetadata() error

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

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

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

Jul 7, 2022

Changes in this version

type Date

+ func (d *Date) InitMessage(js interface{}) error

Jul 2, 2022

Changes in this version

+ func UseDB(ctx context.Context, db *Database) context.Context

+ type ActionRow struct

+ Active bool

+ Date Date

+ DividendFactor float32

+ SplitFactor float32

+ func TestAction(date Date, dividend, split float32, active bool) ActionRow

+ type Constraints struct

+ Categories map[string]struct{}

+ End Date

+ Exchanges map[string]struct{}

+ ExcludeTickers map[string]struct{}

+ Industries map[string]struct{}

+ Names map[string]struct{}

+ Sectors map[string]struct{}

+ Start Date

+ Tickers map[string]struct{}

+ func NewConstraints() *Constraints

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

+ func (c *Constraints) CheckAction(r ActionRow) bool

+ func (c *Constraints) CheckDates(start, end Date) bool

+ func (c *Constraints) CheckPrice(r PriceRow) bool

+ func (c *Constraints) CheckResampled(r ResampledRow) bool

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

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

+ func (c *Constraints) EndAt(dt Date) *Constraints

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

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

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

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

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

+ func (c *Constraints) StartAt(dt Date) *Constraints

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

+ type Database struct

+ func GetDB(ctx context.Context) *Database

+ func NewDatabase(cachePath string) *Database

+ func (db *Database) Actions(ticker string, c *Constraints) ([]ActionRow, error)

+ func (db *Database) Metadata() (Metadata, error)

+ func (db *Database) Monthly(ticker string, c *Constraints) ([]ResampledRow, error)

+ func (db *Database) Prices(ticker string, c *Constraints) ([]PriceRow, error)

+ func (db *Database) TickerRow(ticker string) (TickerRow, error)

+ func (db *Database) Tickers(c *Constraints) ([]string, error)

+ func (db *Database) WriteActions(actions map[string][]ActionRow) error

+ func (db *Database) WriteMetadata() error

+ func (db *Database) WriteMonthly(monthly map[string][]ResampledRow) error

+ func (db *Database) WritePrices(ticker string, prices []PriceRow) error

+ func (db *Database) WriteTickers(tickers map[string]TickerRow) error

+ type Date struct

+ DayVal uint8

+ MonthVal uint8

+ YearVal uint16

+ func DateInNY(now time.Time) Date

+ func MaxDate(dates ...Date) Date

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

+ func NewDateFromString(s string) (Date, error)

+ func NewDateFromTime(t time.Time) Date

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

+ func (d Date) After(d2 Date) bool

+ func (d Date) Before(d2 Date) bool

+ func (d Date) Day() uint8

+ func (d Date) IsZero() bool

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

+ func (d Date) Monday() Date

+ func (d Date) Month() uint8

+ func (d Date) MonthStart() Date

+ func (d Date) QuarterStart() Date

+ func (d Date) String() string

+ func (d Date) ToTime() time.Time

+ func (d Date) Year() uint16

+ type Metadata struct

+ End Date

+ NumActions int

+ NumMonthly int

+ NumPrices int

+ NumTickers int

+ Start Date

+ type PriceRow struct

+ CashVolume float32

+ Close float32

+ CloseFullyAdjusted float32

+ CloseSplitAdjusted float32

+ Date Date

+ func TestPrice(date Date, close, adj, dv float32, active bool) PriceRow

+ func (p *PriceRow) Active() bool

+ func (p *PriceRow) CloseUnadjusted() float32

+ func (p *PriceRow) SetActive(active bool)

+ type ResampledRow struct

+ Active bool

+ CashVolume float32

+ Close float32

+ CloseFullyAdjusted float32

+ CloseSplitAdjusted float32

+ DateClose Date

+ DateOpen Date

+ NumSamples uint16

+ OpenSplitAdjusted float32

+ SumRelativeMove float32

+ func ComputeMonthly(prices []PriceRow) []ResampledRow

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

+ type TickerRow struct

+ Active bool

+ Category string

+ CompanySite string

+ Exchange string

+ Industry string

+ Location string

+ Name string

+ SECFilings string

+ Sector string

+ type Time time.Time

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

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

+ func (t *Time) String() string

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