synthetic module¶
Module with SyntheticData.
SyntheticData class¶
SyntheticData(
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 synthetic data.
Exposes an abstract class method SyntheticData.generate_symbol. Everything else is taken care of.
Superclasses
- Analyzable
- AttrResolverMixin
- Base
- BaseDataMixin
- Cacheable
- Chainable
- Comparable
- Configured
- CustomData
- Data
- ExtPandasIndexer
- HasSettings
- HasWrapper
- IndexApplier
- IndexingBase
- ItemParamable
- Itemable
- 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.classes
- CustomData.close
- CustomData.cls_dir
- CustomData.column_only_select
- CustomData.column_type
- CustomData.columns
- CustomData.config
- CustomData.daily_log_returns
- CustomData.daily_returns
- CustomData.data
- CustomData.delisted
- CustomData.dict_type
- CustomData.drawdowns
- CustomData.feature_classes
- CustomData.feature_oriented
- CustomData.feature_wrapper
- CustomData.features
- CustomData.fetch_kwargs
- CustomData.freq
- CustomData.get_custom_setting
- CustomData.get_custom_settings
- CustomData.group_select
- CustomData.has_any_ohlc
- CustomData.has_any_ohlcv
- CustomData.has_custom_setting
- CustomData.has_custom_settings
- CustomData.has_ohlc
- CustomData.has_ohlcv
- CustomData.high
- CustomData.hlc3
- CustomData.iloc
- CustomData.index
- CustomData.indexing_kwargs
- CustomData.key_index
- CustomData.key_match
- CustomData.key_wrapper
- CustomData.keys
- CustomData.last_index
- CustomData.level_name
- CustomData.loc
- CustomData.log_returns
- CustomData.low
- CustomData.missing_columns
- CustomData.missing_index
- CustomData.ndim
- CustomData.ohlc
- CustomData.ohlc4
- CustomData.ohlcv
- CustomData.open
- CustomData.plots_defaults
- CustomData.range_only_select
- CustomData.rec_state
- CustomData.resolve_custom_setting
- CustomData.returned_kwargs
- CustomData.returns
- CustomData.returns_acc
- CustomData.self_aliases
- CustomData.set_custom_settings
- CustomData.shape
- CustomData.shape_2d
- CustomData.single_feature
- CustomData.single_key
- CustomData.single_symbol
- CustomData.stats_defaults
- CustomData.symbol_classes
- CustomData.symbol_oriented
- CustomData.symbol_wrapper
- CustomData.symbols
- CustomData.trade_count
- CustomData.tz_convert
- CustomData.tz_localize
- CustomData.unwrapped
- CustomData.volume
- CustomData.vwap
- CustomData.wrapper
- CustomData.xloc
- 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.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.pull
- 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_fetch_kwargs
- Data.update_returned_kwargs
- 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
- 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
fetch_feature class method¶
Generate data of a feature.
Uses SyntheticData.fetch_key with key_is_feature=True.
fetch_key class method¶
SyntheticData.fetch_key(
key,
key_is_feature=False,
start=None,
end=None,
periods=None,
timeframe=None,
tz=None,
normalize=None,
inclusive=None,
**kwargs
)
Generate data of a feature or symbol.
Generates datetime index using date_range and passes it to SyntheticData.generate_key to fill the Series/DataFrame with generated data.
For defaults, see custom.synthetic in data.
fetch_symbol class method¶
Generate data for a symbol.
Uses SyntheticData.fetch_key with key_is_feature=False.
generate_feature class method¶
Abstract method to generate data of a feature.
Uses SyntheticData.generate_key with key_is_feature=True.
generate_key class method¶
Abstract method to generate data of a feature or symbol.
generate_symbol class method¶
Abstract method to generate data for a symbol.
Uses SyntheticData.generate_key with key_is_feature=False.
update_feature method¶
Update data of a feature.
Uses SyntheticData.update_key with key_is_feature=True.
update_key method¶
Update data of a feature or symbol.
update_symbol method¶
Update data for a symbol.
Uses SyntheticData.update_key with key_is_feature=False.