`get_price_reaction`

Price reaction around an event · salt-okunur

Daily closes, returns and volume around an event date, plus excess return versus BIST 100.
    Pure arithmetic on price data; whether the move was 'caused' by the event is not asserted.

Parametreler

ad	tip	zorunlu	varsayılan	açıklama
`symbol`	`string`	—	—	BIST ticker; required unless disclosure_id is given
`event_date`	`string`	—	—	YYYY-MM-DD; required unless disclosure_id is given
`disclosure_id`	`integer`	—	—	Use a KAP disclosure as the event: ticker and time are read from it (after-close publications map to the next session)
`days_before`	`integer` maximum=30, minimum=1	—	`5`
`days_after`	`integer` maximum=60, minimum=1	—	`5`

Girdi şeması

{
  "properties": {
    "symbol": {
      "anyOf": [
        {
          "type": "string"
        },
        {
          "type": "null"
        }
      ],
      "default": null,
      "description": "BIST ticker; required unless disclosure_id is given",
      "title": "Symbol"
    },
    "event_date": {
      "anyOf": [
        {
          "type": "string"
        },
        {
          "type": "null"
        }
      ],
      "default": null,
      "description": "YYYY-MM-DD; required unless disclosure_id is given",
      "title": "Event Date"
    },
    "disclosure_id": {
      "anyOf": [
        {
          "minimum": 1,
          "type": "integer"
        },
        {
          "type": "null"
        }
      ],
      "default": null,
      "description": "Use a KAP disclosure as the event: ticker and time are read from it (after-close publications map to the next session)",
      "title": "Disclosure Id"
    },
    "days_before": {
      "default": 5,
      "maximum": 30,
      "minimum": 1,
      "title": "Days Before",
      "type": "integer"
    },
    "days_after": {
      "default": 5,
      "maximum": 60,
      "minimum": 1,
      "title": "Days After",
      "type": "integer"
    }
  },
  "title": "get_price_reactionArguments",
  "type": "object"
}

Çıktı şeması

{
  "additionalProperties": true,
  "title": "get_price_reactionDictOutput",
  "type": "object"
}