@yuants/data-interest-rate 0.0.0

package/dist/data-interest-rate.d.ts

@@ -0,0 +1,37 @@
+/**
+ * Interest Rate when holding a product
+ *
+ * @public
+ */
+export declare interface IInterestRate {
+    /**
+     * Series ID (Encoded as `encodePath(datasource_id, product_id)`)
+     */
+    series_id: string;
+    /**
+     * Settlement TimestampTz
+     */
+    created_at: string;
+    /**
+     * Data source ID
+     * 数据源 ID
+     */
+    datasource_id: string;
+    /**
+     * Product ID
+     * 品种 ID
+     */
+    product_id: string;
+    /**
+     * 持有多头时，在结算时刻的收益率
+     */
+    long_rate: string;
+    /**
+     * 持有空头时，在结算时刻的收益率
+     */
+    short_rate: string;
+    /** 结算价格 */
+    settlement_price: string;
+}
+
+export { }

package/dist/index.js

@@ -0,0 +1,23 @@
+import { AddMigration } from '@yuants/sql';
+AddMigration({
+    id: '0ed605e6-59f0-4684-a65a-54328e2af50f',
+    name: 'create_table_interest_rate',
+    dependencies: [],
+    statement: `
+    CREATE TABLE IF NOT EXISTS interest_rate (
+      series_id TEXT NOT NULL,
+      created_at TIMESTAMPTZ NOT NULL DEFAULT CURRENT_TIMESTAMP,
+      datasource_id TEXT NOT NULL,
+      product_id TEXT NOT NULL,
+      long_rate TEXT NOT NULL,
+      short_rate TEXT NOT NULL,
+      settlement_price TEXT NOT NULL,
+      updated_at TIMESTAMPTZ NOT NULL DEFAULT CURRENT_TIMESTAMP,
+      PRIMARY KEY (series_id, created_at)
+    );
+
+    CREATE INDEX IF NOT EXISTS idx_interest_rate_series_id_created_at ON ohlc (series_id, created_at desc);
+    create or replace trigger auto_update_updated_at before update on ohlc for each row execute function update_updated_at_column();
+  `,
+});
+//# sourceMappingURL=index.js.map

package/dist/index.js.map

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package/lib/index.d.ts

@@ -0,0 +1,36 @@
+/**
+ * Interest Rate when holding a product
+ *
+ * @public
+ */
+export interface IInterestRate {
+    /**
+     * Series ID (Encoded as `encodePath(datasource_id, product_id)`)
+     */
+    series_id: string;
+    /**
+     * Settlement TimestampTz
+     */
+    created_at: string;
+    /**
+     * Data source ID
+     * 数据源 ID
+     */
+    datasource_id: string;
+    /**
+     * Product ID
+     * 品种 ID
+     */
+    product_id: string;
+    /**
+     * 持有多头时，在结算时刻的收益率
+     */
+    long_rate: string;
+    /**
+     * 持有空头时，在结算时刻的收益率
+     */
+    short_rate: string;
+    /** 结算价格 */
+    settlement_price: string;
+}
+//# sourceMappingURL=index.d.ts.map

package/lib/index.d.ts.map

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package/lib/index.js

@@ -0,0 +1,25 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const sql_1 = require("@yuants/sql");
+(0, sql_1.AddMigration)({
+    id: '0ed605e6-59f0-4684-a65a-54328e2af50f',
+    name: 'create_table_interest_rate',
+    dependencies: [],
+    statement: `
+    CREATE TABLE IF NOT EXISTS interest_rate (
+      series_id TEXT NOT NULL,
+      created_at TIMESTAMPTZ NOT NULL DEFAULT CURRENT_TIMESTAMP,
+      datasource_id TEXT NOT NULL,
+      product_id TEXT NOT NULL,
+      long_rate TEXT NOT NULL,
+      short_rate TEXT NOT NULL,
+      settlement_price TEXT NOT NULL,
+      updated_at TIMESTAMPTZ NOT NULL DEFAULT CURRENT_TIMESTAMP,
+      PRIMARY KEY (series_id, created_at)
+    );
+
+    CREATE INDEX IF NOT EXISTS idx_interest_rate_series_id_created_at ON ohlc (series_id, created_at desc);
+    create or replace trigger auto_update_updated_at before update on ohlc for each row execute function update_updated_at_column();
+  `,
+});
+//# sourceMappingURL=index.js.map

package/lib/index.js.map

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package/lib/tsdoc-metadata.json

@@ -0,0 +1,11 @@
+// This file is read by tools that parse documentation comments conforming to the TSDoc standard.
+// It should be published with your NPM package.  It should not be tracked by Git.
+{
+  "tsdocVersion": "0.12",
+  "toolPackages": [
+    {
+      "packageName": "@microsoft/api-extractor",
+      "packageVersion": "7.30.1"
+    }
+  ]
+}

package/package.json

@@ -0,0 +1,38 @@
+{
+	"name": "@yuants/data-interest-rate",
+	"version": "0.0.0",
+	"main": "lib/index.js",
+	"module": "dist/index.js",
+	"files": [
+		"dist",
+		"lib",
+		"temp"
+	],
+	"publishConfig": {
+		"registry": "https://registry.npmjs.org",
+		"access": "public"
+	},
+	"devDependencies": {
+		"@yuants/tool-kit": "0.1.10",
+		"@microsoft/api-extractor": "~7.30.0",
+		"@rushstack/heft": "~0.47.5",
+		"@rushstack/heft-jest-plugin": "~0.16.8",
+		"@rushstack/heft-node-rig": "~1.10.7",
+		"@types/heft-jest": "1.0.3",
+		"@types/json-schema": "~7.0.11",
+		"@types/node": "22",
+		"@types/uuid": "~8.3.4",
+		"typescript": "~4.7.4"
+	},
+	"dependencies": {
+		"@yuants/protocol": "0.34.0",
+		"@yuants/sql": "0.5.0",
+		"date-fns": "~2.30.0",
+		"date-fns-tz": "~2.0.0",
+		"rxjs": "~7.5.6",
+		"uuid": "~8.3.2"
+	},
+	"scripts": {
+		"build": "heft test --clean && api-extractor run --local && yuan-toolkit post-build"
+	}
+}

package/temp/data-interest-rate.api.json

@@ -0,0 +1,384 @@
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+}

package/temp/data-interest-rate.api.md

@@ -0,0 +1,20 @@
+## API Report File for "@yuants/data-interest-rate"
+
+> Do not edit this file. It is a report generated by [API Extractor](https://api-extractor.com/).
+
+```ts
+
+// @public
+export interface IInterestRate {
+    created_at: string;
+    datasource_id: string;
+    long_rate: string;
+    product_id: string;
+    series_id: string;
+    settlement_price: string;
+    short_rate: string;
+}
+
+// (No @packageDocumentation comment for this package)
+
+```

package/temp/package-deps.json

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