price_quote_item_list v0.0.1

readme.txt

Async PriceQuoteItemList

Class can be used to create an object that can be used to download a list of daily price quote objects.

Each object in the list has the following attributes:

iso_date: String in iso format - i.e. yyyy-mm-dd

open_price: Number

high_price: Number

low_price: Number

close_price: Number

volume: Number representing the number of shares traded.

adj_close: Number that is the closing price adjusted for splits and dividends.

dividend: Number that is the dividend on that day (may be undefined).

split: Number that represents the value of a stock split on that day (may be undefined). Split can be used to calculate the adjusted close for a given day.

percent_return: Number that is a percent return (not log_return) for the past day.

It is calculated using the adj_close from the previous day and the adj_close from the current day.

The precent_return for the first day in the list will be undefined

It's better to store percent returns because we can represent a 100% loss with percent returns.

Example of usage:

PriceQuoteItemList = require 'price_quote_item_list' ticker = 'ibm' iso_start_date = "2012-12-31" iso_end_date = "2013-12-31" pdq = new PriceQuoteItemList(ticker, iso_start_date, iso_end_date) pdq.on 'error', (err, pq_item_list) -> throw err pdq.on 'data', (err, pq_item_list) -> n = 30 console.log "#{ticker} price quotes #{n} days" cnt = 0 for q in pq_item_list cnt += 1 break if cnt > n console.log("%s,%s,%s,%s", q.iso_date, q.close_price, q.adj_close, q.percent_return)