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end_dt=end_dt
)
except Exception as e:
log.warn('skipping ctable for {} from {} to {}: {}'.format(
asset.symbol, start_dt, end_dt, e
))
periods = bundle.get_calendar_periods_range(
start_dt, end_dt, data_frequency
)
df = get_df_from_arrays(arrays, periods)
folder = os.path.join(
tempfile.gettempdir(), 'catalyst', exchange_name, asset.symbol
)
ensure_directory(folder)
path = os.path.join(folder, filename + '.csv')
log.info('creating csv file: {}'.format(path))
print('HEAD\n{}'.format(df.head(100)))
print('TAIL\n{}'.format(df.tail(100)))
df.to_csv(path)
pass
if serialization == 'msgpack':
self.serialize = pd.DataFrame.to_msgpack
self.deserialize = pd.read_msgpack
self._protocol = None
else:
s = serialization.split(':', 1)
if s[0] != 'pickle':
raise ValueError(
"'serialization' must be either 'msgpack' or 'pickle[:n]'",
)
self._protocol = int(s[1]) if len(s) == 2 else None
self.serialize = self._serialize_pickle
self.deserialize = pickle.load
ensure_directory(self.path)
Parameters
----------
algo_name: str
key: str
obj: Object
environ:
rel_path: str
how: str
"""
folder = get_algo_folder(algo_name, environ)
if rel_path is not None:
folder = os.path.join(folder, rel_path)
ensure_directory(folder)
if how == 'json':
filename = os.path.join(folder, '{}.json'.format(key))
with open(filename, 'wt') as handle:
json.dump(obj, handle, indent=4, cls=ExchangeJSONEncoder)
else:
filename = os.path.join(folder, '{}.p'.format(key))
with open(filename, 'wb') as handle:
pickle.dump(obj, handle, protocol=pickle.HIGHEST_PROTOCOL)
Parameters
----------
algo_name: str
environ:
Returns
-------
str
"""
if not environ:
environ = os.environ
root = data_root(environ)
algo_folder = os.path.join(root, 'live_algos', algo_name)
ensure_directory(algo_folder)
return algo_folder
"""
The temp folder for bundle downloads by algo name.
Parameters
----------
exchange_name: str
Returns
-------
str
"""
exchange_folder = get_exchange_folder(exchange_name)
temp_bundles = os.path.join(exchange_folder, 'temp_bundles')
ensure_directory(temp_bundles)
return temp_bundles
Parameters
----------
environ:
Returns
-------
str
"""
if not environ:
environ = os.environ
root = data_root(environ)
marketplace_folder = os.path.join(root, 'marketplace')
ensure_directory(marketplace_folder)
return marketplace_folder
Returns
-------
BcolzMinuteBarWriter | BcolzDailyBarWriter
"""
root = get_exchange_folder(self.exchange_name)
path = BUNDLE_NAME_TEMPLATE.format(
root=root,
frequency=data_frequency
)
if path in self._writers:
return self._writers[path]
ensure_directory(path)
if len(os.listdir(path)) > 0:
metadata = BcolzMinuteBarMetadata.read(path)
write_metadata = False
if start_dt < metadata.start_session:
write_metadata = True
start_session = start_dt
else:
start_session = metadata.start_session
if end_dt > metadata.end_session:
write_metadata = True
end_session = end_dt
The minute writer folder for the exchange.
Parameters
----------
exchange_name: str
environ:
Returns
-------
BcolzExchangeBarWriter
"""
exchange_folder = get_exchange_folder(exchange_name, environ)
minute_data_folder = os.path.join(exchange_folder, 'minute_data')
ensure_directory(minute_data_folder)
return minute_data_folder
"""
The root path of an exchange folder.
Parameters
----------
exchange_name: str
Returns
-------
str
"""
root = data_root()
exchange_folder = os.path.join(root, 'exchanges', exchange_name)
ensure_directory(exchange_folder)
return exchange_folder
Parameters
----------
algo_name: str
key: str
obj: Object
environ:
rel_path: str
how: str
"""
folder = get_algo_folder(algo_name, environ)
if rel_path is not None:
folder = os.path.join(folder, rel_path)
ensure_directory(folder)
if how == 'json':
filename = os.path.join(folder, '{}.json'.format(key))
with open(filename, 'wt') as handle:
json.dump(obj, handle, indent=4, cls=ExchangeJSONEncoder)
else:
filename = os.path.join(folder, '{}.p'.format(key))
with open(filename, 'wb') as handle:
pickle.dump(obj, handle, protocol=pickle.HIGHEST_PROTOCOL)