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Proxy funds market data #3419

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gccollect opened this issue May 19, 2024 Discussed in #3414 · 5 comments · May be fixed by #3426
Open

Proxy funds market data #3419

gccollect opened this issue May 19, 2024 Discussed in #3414 · 5 comments · May be fixed by #3426
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@gccollect
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I have created a local branch for this feature. It adds an optional "factor" to ScraperConfiguration which is used to multiply the result from the selector. It defaults to 1. What's the process for creating a related PR?

Discussed in #3414

Originally posted by gccollect May 15, 2024
Many funds, particularly within pensions, are actually proxies for an underlying fund but with a different unit price. Yahoo typically only has the underlying fund market data. To handle this, it would be great to be able to define a market data as a specific ticker multiplied by a constant.

@dtslvr
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dtslvr commented May 21, 2024

Hi @gccollect

What do you think about a pipeline which can have multiple post processing actions instead of a factor attribute? This approach could be more flexible for advanced use cases in the future.

@gccollect
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Thanks for the suggestion. I could change it to postprocessor and make it a string. If it can be converted to a number, then it is used as a factor. This way, the same attribute could later be used for more advanced post-processing in a backward compatible way while delivering this easy feature right now. I know what I would do in C++, C# or Python, but my knowledge of TypeScript is 0, so I don't know if there is a better approach.

@gccollect
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Hi @dtslvr, the change above is ready. Let me know if you want to merge it.

@dtslvr
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dtslvr commented May 22, 2024

Hi @dtslvr, the change above is ready.

Could you create a PR with the changes you have already implemented. I can then give you feedback.

@gccollect
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Hi @dtslvr, the change above is ready.

Could you create a PR with the changes you have already implemented. I can then give you feedback.

#3426

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