Copyright	(c) Rob Tumarkin 2025
License	Non-commercial (see LICENSE file)
Maintainer	https://github.com/tumarkin
Stability	experimental
Portability	portable
Safe Haskell	None
Language	Haskell2010

Foghorn.Data.Crsp.Dsi

Description

This module defines the variable set for the CRSP Daily Stock Indexes (DSI), represented as a GADT (DsiV). Each constructor corresponds to a named CRSP variable and is indexed by an EconType (e.g., Float_, Int_, Text_).

Synopsis

data DsiV (i :: EconIndices) (a :: EconType) where
- TradingDate :: DsiV ('TimeSeries 'TradingDate_) 'TradingDate_
- Vwretd :: DsiV ('TimeSeries 'TradingDate_) 'Float_
- Vwretx :: DsiV ('TimeSeries 'TradingDate_) 'Float_
- Ewretd :: DsiV ('TimeSeries 'TradingDate_) 'Float_
- Ewretx :: DsiV ('TimeSeries 'TradingDate_) 'Float_
- Sprtrn :: DsiV ('TimeSeries 'TradingDate_) 'Float_
- Spindx :: DsiV ('TimeSeries 'TradingDate_) 'Float_
- Totval :: DsiV ('TimeSeries 'TradingDate_) 'Float_
- Totcnt :: DsiV ('TimeSeries 'TradingDate_) 'Float_
- Usdval :: DsiV ('TimeSeries 'TradingDate_) 'Float_
- Usdcnt :: DsiV ('TimeSeries 'TradingDate_) 'Float_

Documentation

data DsiV (i :: EconIndices) (a :: EconType) where #

Generalized algebraic data type (GADT) of CRSP DSI variables.

Constructors

TradingDate :: DsiV ('TimeSeries 'TradingDate_) 'TradingDate_	Date of Observation
Vwretd :: DsiV ('TimeSeries 'TradingDate_) 'Float_	Value-Weighted Return-incl. djvidends
Vwretx :: DsiV ('TimeSeries 'TradingDate_) 'Float_	Value-Weighted Return-excl. dividends
Ewretd :: DsiV ('TimeSeries 'TradingDate_) 'Float_	Equal-Weighted Return-incl. dividends
Ewretx :: DsiV ('TimeSeries 'TradingDate_) 'Float_	Equal-Weighted Return-excl. dividends
Sprtrn :: DsiV ('TimeSeries 'TradingDate_) 'Float_	Return on the S&P 500 Index
Spindx :: DsiV ('TimeSeries 'TradingDate_) 'Float_	Level of the S&P 500 Index
Totval :: DsiV ('TimeSeries 'TradingDate_) 'Float_	Total Market Value
Totcnt :: DsiV ('TimeSeries 'TradingDate_) 'Float_	Total Market Count
Usdval :: DsiV ('TimeSeries 'TradingDate_) 'Float_	Market Value of Securities Used
Usdcnt :: DsiV ('TimeSeries 'TradingDate_) 'Float_	Count of Securities Used

Instances

Instances details

Show (DsiV i a) #
Instance details Defined in Foghorn.Data.Crsp.Dsi Methods showsPrec :: Int -> DsiV i a -> ShowS # show :: DsiV i a -> String # showList :: [DsiV i a] -> ShowS #
Eq (DsiV i a) #
Instance details Defined in Foghorn.Data.Crsp.Dsi Methods (==) :: DsiV i a -> DsiV i a -> Bool # (/=) :: DsiV i a -> DsiV i a -> Bool #
Ord (DsiV i a) #
Instance details Defined in Foghorn.Data.Crsp.Dsi Methods compare :: DsiV i a -> DsiV i a -> Ordering # (<) :: DsiV i a -> DsiV i a -> Bool # (<=) :: DsiV i a -> DsiV i a -> Bool # (>) :: DsiV i a -> DsiV i a -> Bool # (>=) :: DsiV i a -> DsiV i a -> Bool # max :: DsiV i a -> DsiV i a -> DsiV i a # min :: DsiV i a -> DsiV i a -> DsiV i a #