tyosis-import

This tools imports EOF price data from your broker into a redis database, so you can build a price database that you can backtest your strategy.

data structure

KEY FIELD VALUE
[PREFIX]SYMBOL YYYYMMDD {"O": XX.XXX, "C": XX.XXX, "H": XX.XXX, "L": XX.XXX}

Usage

``nodejs
tyosis-import [options] inputs

avaialbe options:

--data-format YYYYMMDD

--symbol-index 0
--date-index 1
--open-index 2
--high-index 3
--low-index 4
--close-index 5
--volume-index 6

--database 0

--key-prefix a-key-prefix
`

Examples

The below command imports the EOF price data provided CommSec into database number 11.

`bash
tyosis-import --key-prefix "asx:price:" --database 11 ./data/commsec/2020/MarketP_21102020.txt
`

If the data format in the file is already converted into YYYYMMDD, use the following command:
`bash
tyosis-import --key-prefix "asx:price:" --convert-date no ./data/2020/21102020.txt
``

Notes

The date in the EOF data from CommSec is in a format of "dd MMM yyyy" which can be regonised by the tool automatically. If the date format in m

Maintainer

Eric Tang @ TYO Lab