SimpleFastDB - Functions

TFire.add_data_from_disk! — Method
add_data_from_disk!(spec::SpecificationStruct, full_data_path::String;sfdb = "default", verbose=false,
trading_dates::Union{Nothing,TradingDates}=nothing)

Adds data from disk to the SimpleFastDB based on the Specification.

Arguments

  • sfdb: The SimpleFastDB to add data to
  • full_data_path: The full path to the data file on disk
  • spec: The Specification defining what data to read. "default" uses the first SimpleFastDB in DBStore.
  • verbose: Print progress info. Default false.

Fetches the required external data based on the Specification, reads it from disk at the provided path, and adds it to the SimpleFastDB.

source
TFire.add_data_from_internet! — Method
add_data_from_internet!(spec::SpecificationStruct; internet_service::Union{String, Type{T}}="default", sfdb="default", verbose=false,
trading_dates::Union{Nothing,TradingDates}=nothing) where T <: InternetDataSource

Downloads external data from the internet based on the Specification and adds it to the SimpleFastDB sfdb.

Arguments

  • spec: The Specification defining what data to download
  • internet_service: Service to use for downloading data. "default" uses the default internet service specified in TFSettings.
  • sfdb: The SimpleFastDB to add data to. "default" uses the first SimpleFastDB in DBStore.
  • verbose: Print progress info. Default false.

Uses the external data Specification to determine what data to download. Fetches the data using the provided internet service. Then calls addexternaldata! to add the downloaded data to the SimpleFastDB.

source
TFire.add_external_data! — Method
add_external_data!(sfdb::SimpleFastDB, external_data::ExternalDataCollection, sfdb_cons::Union{ConstituentsContinuous, ConstituentsDiscrete}, data_fields; verbose=false, trading_dates::Union{Nothing,TradingDates}=nothing)

Adds external data to the SimpleFastDB instance sfdb based on the provided external_data and sfdb_cons (either ConstituentsContinuous or ConstituentsDiscrete). The data_fields parameter specifies the data fields to be added.

The verbose parameter controls whether to print additional information about the data addition process. The trading_dates parameter can be used to filter the added data to only include trading dates.

source
TFire.get_time_series — Method
get_time_series(sfdb, ticker; resolution="1d", interval="continuous", date=Date(1,1,1))

Retrieves the time series data for the given ticker from the provided SimpleFastDB, based on the specified resolution, interval, and date.

Arguments

  • sfdb: The SimpleFastDB to retrieve data from.
  • ticker: The ticker symbol to retrieve data for.
  • resolution: The resolution of the data, e.g. "1d". Default is "1d".
  • interval: Either "continuous" or "1d". Default is "continuous".
  • date: The specific date to retrieve data for (only used if interval="1d"). Default is Date(1,1,1).

Returns

  • The TimeSeries data for the given ticker, resolution, interval and date.
  • Returns nothing if no data is found.
source
TFire.setup_simple_fast_db — Method
setup_simple_fast_db(spec::SpecificationStruct; read_external=true,
read_disk=false, data_path="", internet_service=YahooFinance)

Sets up and returns a SimpleFastDB based on the given Specification. Data can be optionally read from disk or downloaded from the internet.

Arguments

  • spec: The Specification to set up the SimpleFastDB for.
  • read_external: Whether to download data from the internet. Default false.
  • read_disk: Whether to read data from disk. Default false.
  • data_path: The path to the data directory if reading from disk.
  • internet_service: Service to use for downloading data. Default YahooData.

Returns

  • The constructed SimpleFastDB containing data according to the arguments.
source
TFire.TradingDates — Method
TradingDates(vts::Vector{TimeSeries})

Returns all unique dates that exists in any of the TimeSeries provided in a chronological order.

source
TFire.get_datafield — Method
get_datafield(ts::TimeSeries, field::Symbol)

Returns the data vector for the specified field in the given TimeSeries object.

Arguments:

  • ts::TimeSeries: The TimeSeries object to retrieve the data field from.
  • field::Symbol: The symbol representing the data field to retrieve.

Returns:

  • The data vector for the specified field in the TimeSeries object.
source