Module history 

Dated daily history for research

The live fetcher (fetcher.rs) throws timestamps away because the live analyzers only ever look at “the latest bar”. A backtest cannot do that: to split train from test honestly we need to know when every bar happened. This module downloads long daily histories from Yahoo, keeps the date, and stores dividend-and-split adjusted OHLC so that a $1 dividend never looks like a $1 crash to the indicator.

File format (data/history/SYMBOL.csv):

date,open,high,low,close,volume
2004-01-02,10.21,10.40,10.11,10.33,123400

The extra date column is ignored by fetcher::load_ohlcv_csv, so these files also work with every older tool in the crate.

Structs

DatedBar

One daily bar plus the calendar date it closed on.

Functions

fetch_daily

Download range (e.g. "25y" or "max") of daily bars for symbol.

fetch_price_scale

How many real dollars one adjusted dollar was worth on each date.

load

Read a file written by save.

load_scale

save

Write bars as date,open,high,low,close,volume.

save_scale

Save / load date,scale files written for fetch_price_scale.