market-data-sanity-checker - v1.2.0
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    Function buildDataProfile

    • Computes the shared statistical profile once per dataset.

      Parameters

      • data: {
            symbol: string;
            exchange?: string;
            currency?: string;
            source: string;
            identifiers?: { isin?: string; cusip?: string; figi?: string };
            bars: {
                timestamp: string;
                open: number;
                high: number;
                low: number;
                close: number;
                volume?: number;
                adjustmentFactor?: number;
            }[];
            dividends?: {
                exDate: string;
                payDate?: string;
                amount: number;
                currency?: string;
                type?: "regular"
                | "special";
            }[];
            splits?: { exDate: string; numerator: number; denominator: number }[];
            fundamentals?: {
                marketCap?: number;
                sharesOutstanding?: number;
                eps?: number;
                pe?: number;
                dividendYield?: number;
                payoutRatio?: number;
            };
        }
        • symbol: string
        • Optionalexchange?: string
        • Optionalcurrency?: string
        • source: string

          Provenance is mandatory: a report must always be able to say where each datum came from.

        • Optionalidentifiers?: { isin?: string; cusip?: string; figi?: string }
        • bars: {
              timestamp: string;
              open: number;
              high: number;
              low: number;
              close: number;
              volume?: number;
              adjustmentFactor?: number;
          }[]
        • Optionaldividends?: {
              exDate: string;
              payDate?: string;
              amount: number;
              currency?: string;
              type?: "regular" | "special";
          }[]
        • Optionalsplits?: { exDate: string; numerator: number; denominator: number }[]
        • Optionalfundamentals?: {
              marketCap?: number;
              sharesOutstanding?: number;
              eps?: number;
              pe?: number;
              dividendYield?: number;
              payoutRatio?: number;
          }

      Returns DataProfile