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hdf module

Module with HDFData.

HDFData class

HDFData(
    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 HDF data using PyTables.

Superclasses

Inherited members

fetch_feature class method

HDFData.fetch_feature(
    feature,
    **kwargs
)

Fetch the HDF object of a feature.

Uses HDFData.fetch_key().

fetch_key class method

HDFData.fetch_key(
    key,
    path=None,
    start=None,
    end=None,
    tz=None,
    start_row=None,
    end_row=None,
    chunk_func=None,
    **read_kwargs
)

Fetch the HDF object of a feature or symbol.

Args

key : hashable
Feature or symbol.
path : str

Path.

Will be resolved with HDFData.split_hdf_path().

If path is None, uses key as the path to the HDF file.

start : any

Start datetime.

Will extract the object's index and compare the index to the date. Will use the timezone of the object. See to_timestamp().

Note

Can only be used if the object was saved in the table format!

end : any

End datetime.

Will extract the object's index and compare the index to the date. Will use the timezone of the object. See to_timestamp().

Note

Can only be used if the object was saved in the table format!

tz : any

Target timezone.

See to_timezone().

start_row : int

Start row (inclusive).

Will use it when querying index as well.

end_row : int

End row (exclusive).

Will use it when querying index as well.

chunk_func : callable

Function to select and concatenate chunks from TableIterator.

Gets called only if iterator or chunksize are set.

**read_kwargs
Other keyword arguments passed to pd.read_hdf.

See https://pandas.pydata.org/docs/reference/api/pandas.read_hdf.html for other arguments.

For defaults, see custom.hdf in data.

fetch_symbol class method

HDFData.fetch_symbol(
    symbol,
    **kwargs
)

Load the HDF object for a symbol.

Uses HDFData.fetch_key().

is_hdf_file class method

HDFData.is_hdf_file(
    path
)

Return whether the path is an HDF file.

match_path class method

HDFData.match_path(
    path,
    match_regex=None,
    sort_paths=True,
    recursive=True,
    **kwargs
)

Override FileData.match_path to return a list of HDF paths (path to file + key) matching a path.

split_hdf_path class method

HDFData.split_hdf_path(
    path,
    key=None
)

Split the path to an HDF object into the path to the file and the key.

update_feature method

HDFData.update_feature(
    feature,
    **kwargs
)

Update data of a feature.

Uses HDFData.update_key() with key_is_feature=True.

update_key method

HDFData.update_key(
    key,
    key_is_feature=False,
    **kwargs
)

Update data of a feature or symbol.

update_symbol method

HDFData.update_symbol(
    symbol,
    **kwargs
)

Update data for a symbol.

Uses HDFData.update_key() with key_is_feature=False.

HDFKeyNotFoundError class

HDFKeyNotFoundError(
    *args,
    **kwargs
)

Gets raised if the key to an HDF object could not be found.

Superclasses

  • builtins.BaseException
  • builtins.Exception

HDFPathNotFoundError class

HDFPathNotFoundError(
    *args,
    **kwargs
)

Gets raised if the path to an HDF file could not be found.

Superclasses

  • builtins.BaseException
  • builtins.Exception