client

package
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 Go to latest Published: May 12, 2026 License: MIT Imports: 29 Imported by: 0

Documentation

Overview

CoinMetrics client for BTC on-chain valuation.

Community API exposes CapMVRVCur and CapMrktCurUSD for BTC. CapRealUSD may require paid access, so the client computes realized cap as market cap / MVRV when direct CapRealUSD is unavailable. This still keeps the realized-cap source auditable because CapMVRVCur is CoinMetrics' own realized-cap ratio.

FRED (St. Louis Fed) macro data fetcher for guanfu.

拉 7 个序列：

  • DTWEXBGS: Trade-Weighted USD Index (Broad)，daily — DXY 代理
  • DFII10: 10-Year TIPS 收益率，daily
  • M2SL: M2 货币供应（季调），monthly — YoY 同比
  • SP500: 标普 500，daily — 与 BTC 做 30d 收益相关
  • WALCL: Fed 总资产（每周三），weekly — QT 监控
  • RRPONTSYD: 隔夜逆回购（daily），daily — 流动性蓄水池
  • WTREGEN: 财政部现金余额（daily），daily — TGA 注水/抽水

Net Liquidity ≈ WALCL - RRPONTSYD - WTREGEN

需要环境变量 FRED_API_KEY。无 key 时 FetchMacroData 返回 nil + nil error， 由 RealClient 决定是否填 placeholder。

Index

Constants

View Source 
const (
	BTCFullHistoryStart = "2010-07-18"
)
View Source 
const StockNamespacePrefix = "stock_"

StockNamespacePrefix is prepended to lowercase ticker to form the PriceStore key. Exposed for tests and consumers that need to read stock data directly.

Variables

This section is empty.

Functions

func BTCDailyHistoryCachePath 

func BTCDailyHistoryCachePath(cacheDir string) string

BTCDailyHistoryCachePath returns the on-disk cache path for full BTC daily history. GUANFU_BTC_KLINE_CACHE is intentionally compatible with backtest workflows that want a stable, explicit kline cache.

func FetchAndCacheStock 

func FetchAndCacheStock(ctx context.Context, s *store.PriceStore, ticker string, days int) ([]store.PricePoint, error)

FetchAndCacheStock returns daily closes for a ticker from PriceStore (if fresh) or from Yahoo (otherwise), persisting fetched data under the namespaced key "stock_<ticker>".

days controls the requested history window when fetching. Yahoo caps free access at roughly 10y daily, so days >> 3650 falls back to whatever Yahoo returns.

func FetchFearGreedHistory 

func FetchFearGreedHistory(ctx context.Context) ([]store.PricePoint, error)

FetchFearGreedHistory fetches the full Fear & Greed index history from alternative.me. The API supports ?limit=0 to get all historical data (2018-02-01 onwards).

func FetchFutuPricePoints 

func FetchFutuPricePoints(symbols []string, days int) (map[string][]store.PricePoint, error)

FetchFutuPricePoints fetches daily close prices for multiple Futu symbols and returns them as a map of lowercase-asset-key → oldest-first PricePoint slice. Uses the Python bridge (or direct Go client when available).

func FetchGoldIncremental 

func FetchGoldIncremental(ctx context.Context, lastDate string) ([]store.PricePoint, error)

FetchGoldIncremental fetches only recent gold data for PriceStore updates.

func FetchLondonGoldPricePoints 

func FetchLondonGoldPricePoints(ctx context.Context) ([]store.PricePoint, error)

FetchLondonGoldPricePoints fetches XAU/USD daily price history. Returns oldest-first PricePoint slice. Uses DBnomics LBMA for deep history; falls back to Yahoo XAUUSD=X.

func FormatRefreshTable 

func FormatRefreshTable(results []*RefreshResult) string

FormatRefreshTable renders results as a human-readable status table.

func NeedsIncrementalRefresh 

func NeedsIncrementalRefresh(asset string, defaultDays int) int

NeedsIncrementalRefresh checks the PriceStore to determine if a full fetch is needed or if incremental is sufficient. Returns the recommended fetch days.

func SaveBTCDailyHistoryCache 

func SaveBTCDailyHistoryCache(path string, points []BTCDailyPoint) error

func StockKey 

func StockKey(ticker string) string

StockKey returns the PriceStore key for a given ticker.

func SyncSnapshotToPriceStore 

func SyncSnapshotToPriceStore(snap *model.MarketSnapshot)

SyncSnapshotToPriceStore persists the cross-asset price data from a MarketSnapshot into the PriceStore. Called after each successful GetSnapshot run.

func ValidateStockTicker 

func ValidateStockTicker(s *store.PriceStore, ticker string) error

ValidateStockTicker rejects empty tickers and tickers that collide with any existing PriceStore key (case-insensitive). Existing keys include core asset prices (btc/qqq/...) and feature data (fred_dxy/vixy/...) — both must be protected from accidental overwrite via import-stock.

Types

type BTCDailyPoint 

type BTCDailyPoint struct {
	Date   string          `json:"date"`
	Close  decimal.Decimal `json:"close"`
	Volume decimal.Decimal `json:"volume,omitempty"`
	Source string          `json:"source,omitempty"`
}

BTCDailyPoint is an oldest-first daily BTC close used by production indicators and backtests. Volume is available only for Binance-covered days.

func FetchCoinMetricsBTCPriceUSDHistory 

func FetchCoinMetricsBTCPriceUSDHistory(ctx context.Context, hc *http.Client, from, to time.Time) ([]BTCDailyPoint, error)

func LoadBTCDailyHistoryCache 

func LoadBTCDailyHistoryCache(path string) ([]BTCDailyPoint, error)

func LoadOrUpdateBTCDailyHistory 

func LoadOrUpdateBTCDailyHistory(ctx context.Context, cacheDir string) ([]BTCDailyPoint, error)

LoadOrUpdateBTCDailyHistory loads the persistent BTC daily cache, seeds it from CoinMetrics PriceUSD when needed, and overlays recent Binance candles so the latest daily/intraday close is refreshed on each uncached run.

type BTCSource 

type BTCSource struct{}

BTCSource refreshes the canonical BTC daily price archive.

func (BTCSource) DisplayName 

func (BTCSource) DisplayName() string

func (BTCSource) Key 

func (BTCSource) Key() string

func (BTCSource) Refresh 

func (BTCSource) Refresh(ctx context.Context, s *store.PriceStore) (*RefreshResult, error)

type BinanceKline 

type BinanceKline []interface{}

BinanceKline: [Open time, Open, High, Low, Close, Volume, ...]

type BinanceOpenInterest 

type BinanceOpenInterest struct {
	Symbol       string `json:"symbol"`
	OpenInterest string `json:"openInterest"` // in BTC amount, need * Price? No, usually API has "openInterest" in coin, and "openInterestVal" in USDT?

}

type BinancePremiumIndex 

type BinancePremiumIndex struct {
	Symbol          string `json:"symbol"`
	LastFundingRate string `json:"lastFundingRate"`
}

type CAPESource 

type CAPESource struct{}

CAPESource refreshes spx_cape via the Python script.

func (CAPESource) DisplayName 

func (CAPESource) DisplayName() string

func (CAPESource) Key 

func (CAPESource) Key() string

func (CAPESource) Refresh 

func (CAPESource) Refresh(ctx context.Context, s *store.PriceStore) (*RefreshResult, error)

type CBOEPutCallSource 

type CBOEPutCallSource struct{}

CBOEPutCallSource fetches CBOE total Put/Call ratio without an API key.

The storage key remains "stooq_putcall" for compatibility with existing forecast features and local archives. New data is sourced directly from CBOE official historical CSVs and Daily Market Statistics pages.

func (CBOEPutCallSource) DisplayName 

func (CBOEPutCallSource) DisplayName() string

func (CBOEPutCallSource) Key 

func (CBOEPutCallSource) Key() string

func (CBOEPutCallSource) Refresh 

func (s CBOEPutCallSource) Refresh(ctx context.Context, ps *store.PriceStore) (*RefreshResult, error)

Refresh uses CBOE historical CSVs for old data and CBOE Daily Market Statistics for recent/current data. CBOE does not expose a documented bulk post-2019 CSV, so first-run refresh limits page scraping to a recent window that is long enough for the 252-observation percentile feature.

type CGFearGreed 

type CGFearGreed struct {
	Data []struct {
		Value     string `json:"value"`
		Timestamp string `json:"timestamp"`
	} `json:"data"`
}

type CGMarketItem 

type CGMarketItem struct {
	ID           string          `json:"id"`
	Symbol       string          `json:"symbol"`
	CurrentPrice decimal.Decimal `json:"current_price"`
	MarketCap    decimal.Decimal `json:"market_cap"`
}

type CGSimplePrice 

type CGSimplePrice struct {
	Tether struct {
		CNY decimal.Decimal `json:"cny"`
	} `json:"tether"`
}

type CMCMarketContextSource 

type CMCMarketContextSource struct{}

CMCMarketContextSource pulls a small latest-only market context set from CoinMarketCap. It stores daily snapshots under cmc_* PriceStore keys.

func (CMCMarketContextSource) DisplayName 

func (CMCMarketContextSource) DisplayName() string

func (CMCMarketContextSource) Key 

func (CMCMarketContextSource) Key() string

func (CMCMarketContextSource) Refresh 

func (c CMCMarketContextSource) Refresh(ctx context.Context, s *store.PriceStore) (*RefreshResult, error)

type CoinbaseBTCSource 

type CoinbaseBTCSource struct{}

CoinbaseBTCSource pulls BTC-USD daily close from Coinbase for the premium-vs-Binance signal. Key: coinbase_btc.

func (CoinbaseBTCSource) DisplayName 

func (CoinbaseBTCSource) DisplayName() string

func (CoinbaseBTCSource) Key 

func (CoinbaseBTCSource) Key() string

func (CoinbaseBTCSource) Refresh 

func (c CoinbaseBTCSource) Refresh(ctx context.Context, ps *store.PriceStore) (*RefreshResult, error)

type CrossAssetFutuPrices 

type CrossAssetFutuPrices struct {
	QQQPrice       float64
	QQQHistory     []float64
	QQQPriceAsOf   string
	SPYPrice       float64
	SPYHistory     []float64
	SPYPriceAsOf   string
	GLDPrice       float64 // 实物黄金 ETF
	GLDHistory     []float64
	GLDPriceAsOf   string
	UUPPrice       float64 // 做多美元 ETF (DXY proxy)
	UUPHistory     []float64
	UUPPriceAsOf   string
	TLTPrice       float64 // 20Y+ 美债 ETF
	TLTHistory     []float64
	TLTPriceAsOf   string
	VIXYPrice      float64 // VIX 波动率 ETF
	WTIPrice       float64 // USO oil ETF proxy
	WTIHistory     []float64
	WTIPriceAsOf   string
	OilPriceSource string
	VIXYHistory    []float64
	VIXYPriceAsOf  string
	// New ETFs for Part D 懒人组合
	BILPrice     float64 // 1-3 Month T-Bill ETF
	BILHistory   []float64
	BILPriceAsOf string
	SHYPrice     float64 // 1-3 Year Treasury ETF
	SHYHistory   []float64
	SHYPriceAsOf string
	BNDPrice     float64 // Total Bond Market ETF
	BNDHistory   []float64
	BNDPriceAsOf string
	VTIPrice     float64 // Total US Stock Market ETF
	VTIHistory   []float64
	VTIPriceAsOf string
	Warnings     []string
}

CrossAssetFutuPrices holds prices fetched from Futu OpenD

func FetchCrossAssetFromFutu 

func FetchCrossAssetFromFutu(days int) (*CrossAssetFutuPrices, error)

FetchCrossAssetFromFutu 从本地富途网关拉取跨资产数据 

QQQ, SPY (美股) — 主要对比标的
GLD (黄金ETF) — 补充 PAXG，提供更长历史
UUP (美元ETF) — DXY 实时代理，替代 FRED
TLT (长期美债) — 利率/避险情绪
VIXY (波动率ETF) — 传统市场恐慌指数

type CrossAssetPrices 

type CrossAssetPrices struct {
	// Gold (Binance PAXG — tokenized gold)
	GoldPrice     float64
	GoldHistory   []float64
	GoldPriceAsOf string
	// Gold ETF (Futu GLD — physical gold ETF)
	GLDPrice     float64
	GLDHistory   []float64
	GLDPriceAsOf string
	// US equities (Futu > Yahoo)
	QQQPrice     float64
	QQQHistory   []float64
	QQQPriceAsOf string
	SPYPrice     float64
	SPYHistory   []float64
	SPYPriceAsOf string
	// DXY proxy (Futu UUP — USD bull ETF)
	UUPPrice     float64
	UUPHistory   []float64
	UUPPriceAsOf string
	// Treasuries (Futu TLT — 20Y+)
	TLTPrice     float64
	TLTHistory   []float64
	TLTPriceAsOf string
	// Volatility (Futu VIXY — VIX ETF)
	VIXYPrice     float64
	VIXYHistory   []float64
	VIXYPriceAsOf string
	// Oil proxy / WTI futures. Source identifies whether the value is USO ETF
	// proxy or actual CL=F WTI futures data.
	WTIPrice       float64
	WTIHistory     []float64
	WTIPriceAsOf   string
	OilPriceSource string
	Warnings       []string
}

CrossAssetPrices 跨资产价格数据聚合

func FetchCrossAssetData 

func FetchCrossAssetData(ctx context.Context, targetDays int) (*CrossAssetPrices, error)

FetchCrossAssetData 拉取黄金(London Gold > PAXG) + QQQ/SPY/GLD/UUP/VIXY(Futu>Yahoo) 的近期价格和历史。

数据源优先级:

  • 黄金: London Gold (PriceStore, 1968+) > Binance PAXG/USDT (tokenized gold, 2019+)
  • QQQ/SPY: Futu OpenD (本地网关) > Yahoo Finance (公网备份)
  • 油价: Futu USO ETF proxy > Yahoo CL=F WTI futures

环境变量: 

FUTU_GATEWAY=127.0.0.1:11111  (默认)
FUTU_ENABLED=0                禁用富途，直接用 Yahoo

type DataProvider 

type DataProvider interface {
	// GetSnapshot 获取指定日期的市场快照
	// 如果是当天，则获取实时数据；如果是历史日期，则获取历史数据
	GetSnapshot(ctx context.Context) (*model.MarketSnapshot, error)
}

DataProvider 定义数据获取接口

type DefillamaStablecoinSource 

type DefillamaStablecoinSource struct{}

DefillamaStablecoinSource pulls the aggregate stablecoin supply (USD) daily history from DefiLlama. Key: defillama_stablecoin_supply.

func (DefillamaStablecoinSource) DisplayName 

func (DefillamaStablecoinSource) DisplayName() string

func (DefillamaStablecoinSource) Key 

func (DefillamaStablecoinSource) Key() string

func (DefillamaStablecoinSource) Refresh 

func (d DefillamaStablecoinSource) Refresh(ctx context.Context, s *store.PriceStore) (*RefreshResult, error)

Refresh fetches the full DefiLlama chart when the store is empty; otherwise just appends any new points. The endpoint returns the entire series in one call (~1000 rows as of 2026), so incremental is really "re-fetch then dedupe via Save/Append" — cheap enough on this cadence.

type DeribitOptionsData 

type DeribitOptionsData struct {
	DVOL            float64 // current DVOL value
	DVOL60dTrendPct float64 // (now / 60d-ago - 1) * 100
	DVOLAvailable   bool
	DVOLAsOf        time.Time
	DVOLHistory     []float64 // up to ~365 daily samples (resolution=86400)

	Skew25dNearTermPct float64 // IV(25Δ put) - IV(25Δ call) for nearest-monthly expiry, percentage points
	SkewAvailable      bool
	SkewAsOf           time.Time
	SkewExpiry         string // expiry instrument name used

	Warnings []string
}

DeribitOptionsData — DVOL + skew. Available bool tells caller whether to use it.

func FetchBTCDeribitOptions 

func FetchBTCDeribitOptions(ctx context.Context) *DeribitOptionsData

FetchBTCDeribitOptions — best-effort. Never returns an error; failures show up as Available=false on individual sub-fields so the caller can keep going.

type DeribitOptionsSource 

type DeribitOptionsSource struct{}

DeribitOptionsSource persists BTC option-market context for local history. DVOL is a one-year daily history pull; 25Δ skew is a latest daily snapshot.

func (DeribitOptionsSource) DisplayName 

func (DeribitOptionsSource) DisplayName() string

func (DeribitOptionsSource) Key 

func (DeribitOptionsSource) Key() string

func (DeribitOptionsSource) Refresh 

func (d DeribitOptionsSource) Refresh(ctx context.Context, ps *store.PriceStore) (*RefreshResult, error)

type ETFData 

type ETFData struct {
	NetInflow7dUSD   float64   `json:"net_inflow_7d_usd"`
	NetInflow30dUSD  float64   `json:"net_inflow_30d_usd"`
	NetInflowMA7dUSD float64   `json:"net_inflow_ma7d_usd"` // 7 日均值（vs 30d 比较）
	TotalAssetsUSD   float64   `json:"total_assets_usd"`
	LatestDate       time.Time `json:"-"`
	StaleDays        int       `json:"-"` // 距今天数（>=2 警告）
}

ETFData 整理后的 ETF 数据汇总

func FetchBTCETFData 

func FetchBTCETFData(ctx context.Context) (*ETFData, error)

FetchBTCETFData 拉 SoSoValue ETF 数据并汇总 7d/30d

type ETFFlow 

type ETFFlow struct {
	Date           time.Time
	NetInflowUSD   float64
	TotalAssetsUSD float64
	CumulativeUSD  float64
}

ETFFlow 单日 ETF 数据

type ExchangeRateResp 

type ExchangeRateResp struct {
	Rates map[string]decimal.Decimal `json:"rates"`
}

type FREDSource 

type FREDSource struct {
	StoreKey    string // e.g. "fred_dxy"
	Series      string // e.g. "DTWEXBGS"
	Description string
	StartDate   string // YYYY-MM-DD floor for full pull (FRED returns from this date)
}

FREDSource maps one FRED series ID → one PriceStore key.

func DefaultFREDSources 

func DefaultFREDSources() []*FREDSource

DefaultFREDSources lists every fred_* series referenced by current extractors. Adding a new series here automatically wires it into refresh.

func (*FREDSource) DisplayName 

func (f *FREDSource) DisplayName() string

func (*FREDSource) Key 

func (f *FREDSource) Key() string

func (*FREDSource) Refresh 

func (f *FREDSource) Refresh(ctx context.Context, s *store.PriceStore) (*RefreshResult, error)

Refresh fetches the gap between PriceStore last_date and today from FRED. On full import, walks back to f.StartDate.

type FutuEquityValuation 

type FutuEquityValuation struct {
	QQQPE float64
	QQQPB float64
	SPYPE float64
	SPYPB float64
}

FutuEquityValuation holds PE/PB for QQQ and SPY from Futu snapshot.

func FetchEquityValuationFromFutu 

func FetchEquityValuationFromFutu() (*FutuEquityValuation, error)

FetchEquityValuationFromFutu fetches QQQ and SPY PE/PB via Qot_GetSecuritySnapshot. Falls back to Python bridge when direct Go connection fails.

type FutuKLPoint 

type FutuKLPoint struct {
	Time   time.Time
	Open   float64
	High   float64
	Low    float64
	Close  float64
	Volume float64
}

FutuKLPoint 单根 K 线

type FutuSnapshot 

type FutuSnapshot struct {
	Symbol    string
	PE        float64
	PB        float64
	MarketCap float64
	AsOf      string
}

FutuSnapshot holds basic fundamental data from Qot_GetSecuritySnapshot.

type GoldSource 

type GoldSource struct{}

GoldSource refreshes London Gold via DBnomics (full) + Yahoo (incremental).

func (GoldSource) DisplayName 

func (GoldSource) DisplayName() string

func (GoldSource) Key 

func (GoldSource) Key() string

func (GoldSource) Refresh 

func (GoldSource) Refresh(ctx context.Context, s *store.PriceStore) (*RefreshResult, error)

type HashRatePoint 

type HashRatePoint struct {
	Timestamp int64
	HashEHs   float64
}

HashRatePoint 单点哈希率

type MacroData 

type MacroData struct {
	DXY60dTrendPct     float64
	DXYLatest          float64
	DXYAsOf            string
	RealYield10YPct    float64
	RealYield10YAsOf   string
	M2YoYPct           float64
	M2LatestB          float64
	M2AsOf             string
	SPXCorrelation30d  float64
	SPXAsOf            string
	HYSpreadBps        float64
	HYSpreadAsOf       string
	YieldCurve10Y2YBps float64
	YieldCurveAsOf     string
	// US Liquidity (Priority: Fed assets, RRP, TGA)
	FedAssetsB    float64 // WALCL: Fed total assets (millions USD), converted to billions
	FedAssetsAsOf string
	RRPB          float64 // RRPONTSYD: ON reverse repo (billions USD)
	RRPAsOf       string
	TGA_B         float64 // WTREGEN: Treasury General Account (billions USD)
	TGAAsOf       string
	NetLiquidityB float64 // FedAssets - RRP - TGA (billions)
	// 60d trends
	FedAssets60dTrendPct float64
	RRP60dTrendPct       float64
	TGA60dTrendPct       float64
	NetLiq60dTrendPct    float64
	StaleWarnings        []string
}

MacroData FRED 衍生指标 + 时效性

func FetchMacroData 

func FetchMacroData(ctx context.Context, btcHistoryNewestFirst []decimal.Decimal) (*MacroData, error)

FetchMacroData 并发拉 4 个序列并计算衍生指标。 btcHistoryNewestFirst: BTC 历史价格（idx 0 = 今天，与 RealClient 一致），用于 SPX 相关。 没设 FRED_API_KEY → 返回 (nil, nil)。

type MempoolData 

type MempoolData struct {
	HashRate3yEHs       []HashRatePoint `json:"-"`                 // 3 年哈希率序列（用于 hash ribbons 计算）
	HashRateNowEHs      float64         `json:"hash_rate_now_ehs"` // 当前哈希率（EH/s）
	HashRibbons30vs60   string          `json:"hash_ribbons"`      // "上行" / "下行" / "交叉中"
	DifficultyChangePct float64         `json:"difficulty_change_pct"`
	MempoolMB           float64         `json:"mempool_mb"`
	MempoolCount        int             `json:"mempool_count"`
	AsOf                time.Time       `json:"-"`
	Warnings            []string        `json:"-"`
}

MempoolData 网络数据汇总

func FetchMempoolData 

func FetchMempoolData(ctx context.Context) (*MempoolData, error)

FetchMempoolData 一次性拉取 mempool.space 三个端点

type MockClient 

type MockClient struct{}

func NewMockClient 

func NewMockClient() *MockClient

func (*MockClient) GetSnapshot 

func (m *MockClient) GetSnapshot(ctx context.Context) (*model.MarketSnapshot, error)

type OnchainValuationData 

type OnchainValuationData struct {
	MVRV            float64
	MVRVZScore      float64
	NUPL            float64
	MVRVQuantile    float64
	NUPLQuantile    float64
	MarketCapUSD    float64
	RealizedCapUSD  float64
	RealizedCapMode string
	LatestDate      time.Time
	StaleDays       int
	Warnings        []string
}

func FetchBTCOnchainValuation 

func FetchBTCOnchainValuation(ctx context.Context) (*OnchainValuationData, error)

type RealClient 

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

func NewRealClient 

func NewRealClient() *RealClient

NewRealClient 创建RealClient实例并初始化缓存

func (*RealClient) GetSnapshot 

func (c *RealClient) GetSnapshot(ctx context.Context) (*model.MarketSnapshot, error)

type RefreshResult 

type RefreshResult struct {
	Key         string `json:"key"`
	DisplayName string `json:"display_name"`
	Mode        string `json:"mode"`                  // "skip" | "full" | "incremental" | "fail"
	SkipReason  string `json:"skip_reason,omitempty"` // fresh | config | no_new_data | not_applicable
	Stale       bool   `json:"stale,omitempty"`
	Action      string `json:"action,omitempty"` // ignore | configure | refresh | investigate
	Impact      string `json:"impact,omitempty"` // forecast | market_reading | both | optional
	Added       int    `json:"added"`
	Total       int    `json:"total"`
	LastDate    string `json:"last_date"`
	Duration    string `json:"duration"`
	Error       string `json:"error,omitempty"`
}

RefreshResult summarizes what happened for one source.

func RefreshAll 

func RefreshAll(ctx context.Context, s *store.PriceStore, sources []Source) []*RefreshResult

RefreshAll runs every source sequentially and returns per-source results. Sequential is intentional — most sources hit external APIs with their own rate limits, and serial output is easier to debug than interleaved. A failing source does not stop the loop; its error is captured in the result and the next source runs.

type Source 

type Source interface {
	Key() string
	DisplayName() string
	Refresh(ctx context.Context, s *store.PriceStore) (*RefreshResult, error)
}

Source describes a single dataset that can be refreshed.

type StockKeysSource 

type StockKeysSource struct{}

StockKeysSource refreshes every previously-imported stock_<ticker> key. Iterates s.ListAssets() looking for the StockNamespacePrefix.

func (StockKeysSource) DisplayName 

func (StockKeysSource) DisplayName() string

func (StockKeysSource) Key 

func (StockKeysSource) Key() string

func (StockKeysSource) Refresh 

func (StockKeysSource) Refresh(ctx context.Context, s *store.PriceStore) (*RefreshResult, error)

type StooqPutCallSource 

type StooqPutCallSource struct{}

StooqPutCallSource fetches CBOE total Put/Call ratio daily history from Stooq. It is not part of the default refresh source list; prefer CBOEPutCallSource for no-key official CBOE data.

func (StooqPutCallSource) DisplayName 

func (StooqPutCallSource) DisplayName() string

func (StooqPutCallSource) Key 

func (StooqPutCallSource) Key() string

func (StooqPutCallSource) Refresh 

func (s StooqPutCallSource) Refresh(ctx context.Context, ps *store.PriceStore) (*RefreshResult, error)

Refresh fetches the full Stooq CSV when store is empty; appends otherwise. Stooq returns the full history in one call (~5000 rows), so the cost difference between full and incremental is negligible — we re-fetch and dedupe via Save/Append.

type YahooETFSource 

type YahooETFSource struct {
	StoreKey string // e.g. "qqq" / "spy" / "vixy"
	Symbol   string // Yahoo symbol, e.g. "QQQ" / "VIXY" / "GC=F"
	FullDays int    // history window for the first full pull (~10y)
	Note     string // human description for status output
}

YahooETFSource refreshes one ETF / index from Yahoo into a bare PriceStore key.

func DefaultYahooETFSources 

func DefaultYahooETFSources() []*YahooETFSource

DefaultYahooETFSources covers everything currently used in extractors or panels that hits Yahoo (QQQ/SPY price + cross-asset proxies).

Gold is intentionally excluded — gold.go has DBnomics+Yahoo merge logic that handles 1968+ history; YahooETFSource would lose the DBnomics window.

func (*YahooETFSource) DisplayName 

func (y *YahooETFSource) DisplayName() string

func (*YahooETFSource) Key 

func (y *YahooETFSource) Key() string

func (*YahooETFSource) Refresh 

func (y *YahooETFSource) Refresh(ctx context.Context, s *store.PriceStore) (*RefreshResult, error)

Refresh fetches the gap between PriceStore last_date and today. Strategy:

  • empty / no data → full pull (FullDays)
  • stale → fetch (daysSince + 5) buffer days, Append (Save dedups)
  • fresh → skip

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