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
- Base
- BaseDataMixin
- Cacheable
- Chainable
- Comparable
- Configured
- CustomData
- Data
- ExtPandasIndexer
- HasSettings
- HasWrapper
- IndexApplier
- IndexingBase
- ItemParamable
- 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
- Base.chat
- Base.find_api
- Base.find_assets
- Base.find_docs
- Base.find_examples
- Base.find_messages
- 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.chain
- 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.download
- 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.mirror_ohlc
- 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_column
- Data.resolve_columns
- Data.resolve_feature
- Data.resolve_features
- Data.resolve_key
- Data.resolve_key_arg
- Data.resolve_keys
- Data.resolve_keys_meta
- Data.resolve_symbol
- 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
- HasWrapper.chunk
- HasWrapper.chunk_apply
- HasWrapper.get_item_keys
- HasWrapper.select_col
- HasWrapper.select_col_from_obj
- HasWrapper.should_wrap
- HasWrapper.split
- HasWrapper.split_apply
- HasWrapper.ungroup
- IndexApplier.add_levels
- IndexApplier.drop_duplicate_levels
- IndexApplier.drop_levels
- IndexApplier.drop_redundant_levels
- IndexApplier.rename_levels
- IndexApplier.select_levels
- IndexingBase.indexing_setter_func
- ItemParamable.as_param
- 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_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.unwrapped
- 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
- PlotsBuilderMixin.resolve_plots_setting
- Prettified.pprint
- StatsBuilderMixin.build_metrics_doc
- StatsBuilderMixin.override_metrics_doc
- StatsBuilderMixin.resolve_stats_setting
- StatsBuilderMixin.stats
- Wrapping.apply_to_index
- Wrapping.regroup
- Wrapping.resolve_column_stack_kwargs
- Wrapping.resolve_row_stack_kwargs
- Wrapping.resolve_self
- Wrapping.resolve_stack_kwargs
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.