clojure-backtesting.sample-yahoo — com.github.clojure-finance/clojure-backtesting 1.1.3

Synthetic raw Yahoo Finance snapshots in exactly the shape clojure-backtesting.yahoo downloads, so that the Yahoo pipeline, its tests and the examples run offline and without redistributing Yahoo data. Invented securities over the weekdays of 2022 to 2024, downloaded on 2025-01-02 (ALFA also on 2024-06-01):

• ALFA pays a quarterly dividend and splits 4-for-1 on 2024-08-01, between its two snapshots; reports after the close, about 30 days after each quarter (40 after the fiscal year); one quarter's net income is restated in the second snapshot
• BETA makes losses until 2022; its earnings history is missing and its announcement dates stop in May 2023, as Yahoo's do, so later report dates fall back to the reporting lag
• GAMA trades in US dollars but reports in euros, before the open
• DLTA has prices only, with one bar without a close
• IDX an index to benchmark against
• ZZZZ was not found (delisted)

plus the EURUSD=X exchange rate. Like Yahoo, the snapshots quote prices, volumes, dividends and per-share figures in the share basis of the day they were downloaded, and hold four fiscal years and five quarters of statements. lein run -m clojure-backtesting.sample-yahoo rewrites resources/sample-yahoo.

-main clj

(-main & [dir])

Rewrites resources/sample-yahoo (or the given directory).

download-day clj

early-fetched-at clj

fetched-at clj

first-day clj

last-day clj

snapshot clj

(snapshot ticker as-of & {:keys [restate?]})

trading-days clj

write-sample-snapshots clj

(write-sample-snapshots dir)

Writes the raw snapshots under <dir>/raw. Returns dir.