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metrics_models.go
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package tasty
import (
"time"
"github.com/shopspring/decimal"
)
type DividendInfo struct {
OccurredDate string `json:"occurred-date"`
Amount decimal.Decimal `json:"amount"`
}
type EarningsInfo struct {
OccurredDate string `json:"occurred-date"`
Eps decimal.Decimal `json:"eps"`
}
type Earnings struct {
Visible bool `json:"visible"`
ExpectedReportDate string `json:"expected-report-date"`
Estimated bool `json:"estimated"`
LateFlag int `json:"late-flag"`
QuarterEndDate string `json:"quarter-end-date"`
ActualEPS decimal.Decimal `json:"actual-eps"`
ConsensusEstimate decimal.Decimal `json:"consensus-estimate"`
UpdatedAt time.Time `json:"updated-at"`
}
type OptionExpirationImpliedVolatility struct {
ExpirationDate string `json:"expiration-date"`
SettlementType string `json:"settlement-type"`
OptionChainType string `json:"option-chain-type"`
ImpliedVolatility decimal.Decimal `json:"implied-volatility"`
}
type MarketMetricInfo struct {
Symbol string `json:"symbol"`
ImpliedVolatilityIndex decimal.Decimal `json:"implied-volatility-index"`
ImpliedVolatilityIndex5DayChange decimal.Decimal `json:"implied-volatility-index-5-day-change"`
ImpliedVolatilityRank decimal.Decimal `json:"implied-volatility-rank"`
ImpliedVolatilityPercentile decimal.Decimal `json:"implied-volatility-percentile"`
Liquidity decimal.Decimal `json:"liquidity"`
LiquidityRank decimal.Decimal `json:"liquidity-rank"`
LiquidityRating int `json:"liquidity-rating"`
OptionExpirationImpliedVolatilities []OptionExpirationImpliedVolatility `json:"option-expiration-implied-volatilities"`
}
type LiquidityRunningState struct {
Sum decimal.Decimal `json:"sum"`
Count int `json:"count"`
StartedAt time.Time `json:"started-at"`
UpdatedAt time.Time `json:"updated-at"`
}
type MarketMetricVolatility struct {
Symbol string `json:"symbol"`
ImpliedVolatilityIndex decimal.Decimal `json:"implied-volatility-index"`
ImpliedVolatilityIndex5DayChange decimal.Decimal `json:"implied-volatility-index-5-day-change"`
ImpliedVolatilityIndexRank decimal.Decimal `json:"implied-volatility-index-rank"`
TosImpliedVolatilityIndexRank decimal.Decimal `json:"tos-implied-volatility-index-rank"`
TwImpliedVolatilityIndexRank decimal.Decimal `json:"tw-implied-volatility-index-rank"`
TosImpliedVolatilityIndexRankUpdatedAt time.Time `json:"tos-implied-volatility-index-rank-updated-at"`
ImpliedVolatilityIndexRankSource string `json:"implied-volatility-index-rank-source"`
ImpliedVolatilityPercentile decimal.Decimal `json:"implied-volatility-percentile"`
ImpliedVolatilityUpdatedAt time.Time `json:"implied-volatility-updated-at"`
LiquidityValue decimal.Decimal `json:"liquidity-value"`
LiquidityRank decimal.Decimal `json:"liquidity-rank"`
LiquidityRating int `json:"liquidity-rating"`
CreatedAt string `json:"created-at"`
UpdatedAt time.Time `json:"updated-at"`
OptionExpirationImpliedVolatilities []OptionExpirationImpliedVolatility `json:"option-expiration-implied-volatilities"`
LiquidityRunningState LiquidityRunningState `json:"liquidity-running-state"`
Beta decimal.Decimal `json:"beta"`
BetaUpdatedAt time.Time `json:"beta-updated-at"`
CorrSpy3month decimal.Decimal `json:"corr-spy-3month"`
DividendRatePerShare decimal.Decimal `json:"dividend-rate-per-share"`
AnnualDividendPerShare decimal.Decimal `json:"annual-dividend-per-share"`
DividendYield decimal.Decimal `json:"dividend-yield"`
DividendExDate string `json:"dividend-ex-date"`
DividendNextDate string `json:"dividend-next-date"`
DividendPayDate string `json:"dividend-pay-date"`
DividendUpdatedAt time.Time `json:"dividend-updated-at"`
Earnings Earnings `json:"earnings"`
ListedMarket string `json:"listed-market"`
Lendability string `json:"lendability"`
BorrowRate decimal.Decimal `json:"borrow-rate"`
MarketCap int `json:"market-cap"`
ImpliedVolatility30Day decimal.Decimal `json:"implied-volatility-30-day"`
HistoricalVolatility30Day decimal.Decimal `json:"historical-volatility-30-day"`
HistoricalVolatility60Day decimal.Decimal `json:"historical-volatility-60-day"`
HistoricalVolatility90Day decimal.Decimal `json:"historical-volatility-90-day"`
IvHv30DayDifference decimal.Decimal `json:"iv-hv-30-day-difference"`
PriceEarningsRatio decimal.Decimal `json:"price-earnings-ratio"`
EarningsPerShare decimal.Decimal `json:"earnings-per-share"`
}