file module¶
Module with FileData.
FileData class¶
FileData(
wrapper,
data,
single_key=True,
classes=None,
level_name=None,
fetch_kwargs=None,
returned_kwargs=None,
last_index=None,
delisted=None,
tz_localize=None,
tz_convert=None,
missing_index=None,
missing_columns=None,
**kwargs
)
Data class for fetching file data.
Superclasses
- Analyzable
- AttrResolverMixin
- BaseDataMixin
- Cacheable
- Chainable
- Comparable
- Configured
- CustomData
- Data
- DataWithFeatures
- ExtPandasIndexer
- HasSettings
- IndexApplier
- IndexingBase
- Itemable
- LocalData
- OHLCDataMixin
- PandasIndexer
- Paramable
- Pickleable
- PlotsBuilderMixin
- Prettified
- StatsBuilderMixin
- Wrapping
Inherited members
- AttrResolverMixin.deep_getattr()
- AttrResolverMixin.post_resolve_attr()
- AttrResolverMixin.pre_resolve_attr()
- AttrResolverMixin.resolve_attr()
- AttrResolverMixin.resolve_shortcut_attr()
- BaseDataMixin.assert_has_feature()
- BaseDataMixin.assert_has_symbol()
- BaseDataMixin.get_feature()
- BaseDataMixin.get_feature_idx()
- BaseDataMixin.get_symbol()
- BaseDataMixin.get_symbol_idx()
- BaseDataMixin.has_feature()
- BaseDataMixin.has_multiple_keys()
- BaseDataMixin.has_symbol()
- BaseDataMixin.prepare_key()
- BaseDataMixin.select_features()
- BaseDataMixin.select_symbols()
- Cacheable.get_ca_setup()
- Chainable.pipe()
- Configured.copy()
- Configured.equals()
- Configured.get_writeable_attrs()
- Configured.prettify()
- Configured.resolve_merge_kwargs()
- Configured.update_config()
- CustomData.get_custom_setting()
- CustomData.get_custom_settings()
- CustomData.has_custom_setting()
- CustomData.has_custom_settings()
- CustomData.key_match()
- CustomData.resolve_custom_setting()
- CustomData.set_custom_settings()
- Data.add()
- Data.add_column()
- Data.add_feature()
- Data.add_key()
- Data.add_symbol()
- Data.align_columns()
- Data.align_data()
- Data.align_index()
- Data.build_feature_config_doc()
- Data.check_dict_type()
- Data.column_stack()
- Data.concat()
- Data.dropna()
- Data.fetch()
- Data.fetch_feature()
- Data.fetch_symbol()
- Data.fix_data_dict_type()
- Data.fix_dict_types_in_kwargs()
- Data.from_csv()
- Data.from_data()
- Data.from_data_str()
- Data.from_duckdb()
- Data.from_feather()
- Data.from_hdf()
- Data.from_parquet()
- Data.from_sql()
- Data.get()
- Data.get_base_setting()
- Data.get_base_settings()
- Data.get_feature_wrapper()
- Data.get_intersection_dict()
- Data.get_key_index()
- Data.get_key_wrapper()
- Data.get_keys()
- Data.get_level_name()
- Data.get_symbol_wrapper()
- Data.has_base_setting()
- Data.has_base_settings()
- Data.has_key_dict()
- Data.indexing_func()
- Data.invert()
- Data.invert_data()
- Data.items()
- Data.merge()
- Data.modify_state()
- Data.override_feature_config_doc()
- Data.plot()
- Data.prepare_dt()
- Data.prepare_dt_column()
- Data.prepare_dt_index()
- Data.prepare_tzaware_index()
- Data.realign()
- Data.remove()
- Data.remove_columns()
- Data.remove_features()
- Data.remove_keys()
- Data.remove_symbols()
- Data.rename()
- Data.rename_columns()
- Data.rename_features()
- Data.rename_in_dict()
- Data.rename_keys()
- Data.rename_symbols()
- Data.replace()
- Data.resample()
- Data.resolve_base_setting()
- Data.resolve_columns()
- Data.resolve_features()
- Data.resolve_key_arg()
- Data.resolve_keys()
- Data.resolve_keys_meta()
- Data.resolve_symbols()
- Data.row_stack()
- Data.run()
- Data.select()
- Data.select_classes()
- Data.select_columns()
- Data.select_delisted()
- Data.select_feature_from_dict()
- Data.select_feature_idxs()
- Data.select_feature_kwargs()
- Data.select_fetch_kwargs()
- Data.select_from_dict()
- Data.select_key_from_dict()
- Data.select_key_kwargs()
- Data.select_keys()
- Data.select_last_index()
- Data.select_returned_kwargs()
- Data.select_run_func_args()
- Data.select_run_func_kwargs()
- Data.select_symbol_from_dict()
- Data.select_symbol_idxs()
- Data.select_symbol_kwargs()
- Data.set_base_settings()
- Data.sql()
- Data.switch_class()
- Data.to_csv()
- Data.to_duckdb()
- Data.to_feather()
- Data.to_feature_oriented()
- Data.to_hdf()
- Data.to_parquet()
- Data.to_sql()
- Data.to_symbol_oriented()
- Data.transform()
- Data.try_fetch_feature()
- Data.try_fetch_symbol()
- Data.try_run()
- Data.try_update_feature()
- Data.try_update_symbol()
- Data.update()
- Data.update_classes()
- Data.update_feature()
- Data.update_fetch_kwargs()
- Data.update_returned_kwargs()
- Data.update_symbol()
- Data.use_feature_config_of()
- HasSettings.get_path_setting()
- HasSettings.get_path_settings()
- HasSettings.get_setting()
- HasSettings.get_settings()
- HasSettings.has_path_setting()
- HasSettings.has_path_settings()
- HasSettings.has_setting()
- HasSettings.has_settings()
- HasSettings.reset_settings()
- HasSettings.resolve_setting()
- HasSettings.resolve_settings_paths()
- HasSettings.set_settings()
- IndexApplier.add_levels()
- IndexApplier.drop_duplicate_levels()
- IndexApplier.drop_levels()
- IndexApplier.drop_redundant_levels()
- IndexApplier.rename_levels()
- IndexApplier.select_levels()
- IndexingBase.indexing_setter_func()
- LocalData.classes
- LocalData.close
- LocalData.cls_dir
- LocalData.column_only_select
- LocalData.column_type
- LocalData.columns
- LocalData.config
- LocalData.daily_log_returns
- LocalData.daily_returns
- LocalData.data
- LocalData.delisted
- LocalData.dict_type
- LocalData.drawdowns
- LocalData.feature_classes
- LocalData.feature_config
- LocalData.feature_oriented
- LocalData.feature_wrapper
- LocalData.features
- LocalData.fetch_kwargs
- LocalData.freq
- LocalData.group_select
- LocalData.has_any_ohlc
- LocalData.has_any_ohlcv
- LocalData.has_ohlc
- LocalData.has_ohlcv
- LocalData.high
- LocalData.hlc3
- LocalData.iloc
- LocalData.index
- LocalData.indexing_kwargs
- LocalData.key_index
- LocalData.key_wrapper
- LocalData.keys
- LocalData.last_index
- LocalData.level_name
- LocalData.loc
- LocalData.log_returns
- LocalData.low
- LocalData.missing_columns
- LocalData.missing_index
- LocalData.ndim
- LocalData.ohlc
- LocalData.ohlc4
- LocalData.ohlcv
- LocalData.open
- LocalData.plots_defaults
- LocalData.range_only_select
- LocalData.rec_state
- LocalData.returned_kwargs
- LocalData.returns
- LocalData.returns_acc
- LocalData.self_aliases
- LocalData.shape
- LocalData.shape_2d
- LocalData.single_feature
- LocalData.single_key
- LocalData.single_symbol
- LocalData.stats_defaults
- LocalData.symbol_classes
- LocalData.symbol_oriented
- LocalData.symbol_wrapper
- LocalData.symbols
- LocalData.trade_count
- LocalData.tz_convert
- LocalData.tz_localize
- LocalData.volume
- LocalData.vwap
- LocalData.wrapper
- LocalData.xloc
- OHLCDataMixin.get_daily_log_returns()
- OHLCDataMixin.get_daily_returns()
- OHLCDataMixin.get_drawdowns()
- OHLCDataMixin.get_log_returns()
- OHLCDataMixin.get_returns()
- OHLCDataMixin.get_returns_acc()
- PandasIndexer.xs()
- Pickleable.decode_config()
- Pickleable.decode_config_node()
- Pickleable.dumps()
- Pickleable.encode_config()
- Pickleable.encode_config_node()
- Pickleable.file_exists()
- Pickleable.getsize()
- Pickleable.load()
- Pickleable.loads()
- Pickleable.resolve_file_path()
- Pickleable.save()
- PlotsBuilderMixin.build_subplots_doc()
- PlotsBuilderMixin.override_subplots_doc()
- PlotsBuilderMixin.plots()
- StatsBuilderMixin.build_metrics_doc()
- StatsBuilderMixin.override_metrics_doc()
- StatsBuilderMixin.stats()
- Wrapping.apply_to_index()
- Wrapping.as_param()
- Wrapping.regroup()
- Wrapping.resolve_column_stack_kwargs()
- Wrapping.resolve_row_stack_kwargs()
- Wrapping.resolve_self()
- Wrapping.resolve_stack_kwargs()
- Wrapping.select_col()
- Wrapping.select_col_from_obj()
- Wrapping.split()
- Wrapping.split_apply()
Subclasses
is_dir_match class method¶
Return whether a directory is a valid match.
is_file_match class method¶
Return whether a file is a valid match.
list_paths class method¶
List all features or symbols under a path.
match_path class method¶
FileData.match_path(
path,
match_regex=None,
sort_paths=True,
recursive=True,
extension=None,
**kwargs
)
Get the list of all paths matching a path.
If FileData.is_dir_match() returns True for a directory, it gets returned as-is. Otherwise, iterates through all files in that directory and invokes FileData.is_file_match(). If a pattern was provided, these methods aren't invoked.
path_to_key class method¶
Convert a path into a feature or symbol.
pull class method¶
FileData.pull(
keys=None,
*,
keys_are_features=None,
features=None,
symbols=None,
paths=None,
match_paths=None,
match_regex=None,
sort_paths=None,
match_path_kwargs=None,
path_to_key_kwargs=None,
**kwargs
)
Override Data.pull() to take care of paths.
Use either features, symbols, or paths to specify the path to one or multiple files. Allowed are paths in a string or pathlib.Path format, or string expressions accepted by glob.glob.
Set match_paths to False to not parse paths and behave like a regular Data instance.
For defaults, see custom.local in data.