pregao v0.1.0 Pregao.Bdi.IndexSummary
A struct that contains the activity summary of a stock index
It contains the following fields:
:id
- the unique identifier of the index:name
- the name of the index:prices
- index price information for the trading day::open
- the opening price:high
- the highest price:low
- the lowest price:close
- the closing price:average
- the average price:settlement
- the price used as reference for settlement of derivatives:vwap
- the volume-weighted average price
:ticker_stats
- statistics about the tickers that compose the index::up
- number of tickers on the index that closed with a higher price:down
- number of tickers on the index that closed with a lower price:flat
- number of tickers on the index that closed with the same price:flat
- total number of tickers on the index
:pct_changes
- index price percent change information::open
- percent change from the opening price:last
- percent change from the previous trading day:week
- percent change in a week:month
- percent change in a month:year
- percent change in a year:wtd
- percent change since the start of the week:mtd
- percent change since the start of the month:ytd
- percent change since the start of the year
:volume
- volume information::shares
- number of shares traded:trades
- number of trades:price
- amount of money traded (in currency units)
Summary
Functions
Parses a Pregao.Bdi.IndexSummary struct from a raw string
Types
t :: %Pregao.Bdi.IndexSummary{id: Integer, name: String, pct_changes: Map, prices: Map, ticker_stats: Map, volume: Map, ytd_range: Map}
Functions
Parses a Pregao.Bdi.IndexSummary struct from a raw string.
Examples:
# Skips to the first line on the BDI file containing an index # (starts with “01”) and parses the index summary, # then print out the index prices iex> File.stream!(“./test/fixtures/bdi0930”) …> |> Stream.drop_while(fn (l) -> !String.starts_with?(l, “01”) end) …> |> Enum.at(0) …> |> Pregao.Bdi.IndexSummary.parse() …> |> Map.get(:prices) %{average: 58683, close: 58367, high: 58900, low: 58271, open: 58349, settlement: 58770, vwap: 58599}