Package QSTK :: Package qstkutil :: Module DataAccess :: Class DataAccess

Class DataAccess

object --+
         |
        DataAccess

Note: The earliest time for which this works is platform dependent because the python date functionality is platform dependent.

Instance Methods

[hide private]

__init__(self, sourcein='Norgate')
x.__init__(...) initializes x; see help(type(x)) for signature source code

get_data_hardread(self, ts_list, symbol_list, data_item, verbose=False, bIncDelist=False)
Read data into a DataFrame no matter what.

source code

get_data(self, ts_list, symbol_list, data_item, verbose=False, bIncDelist=False)
Read data into a DataFrame, but check to see if it is in a cache first.

source code

getPathOfFile(self, symbol_name, bDelisted=False)
Since a given pkl file can exist in any of the folders- we need to look for it in each one until we find it. Thats what this function does.

source code

get_all_symbols(self)
Returns a list of all the symbols located at any of the paths for this source. @see: {__init__}

source code

get_symbols_in_sublist(self, subdir)
Returns all the symbols belonging to that subdir of the data store.

source code

get_sublists(self)
Returns a list of all the sublists for a data store.

source code

get_data_labels(self)
Returns a list of all the data labels available for this type of data access object.

source code

get_info(self)
Returns and prints a string that describes the datastore.

source code

Inherited from object: __delattr__, __format__, __getattribute__, __hash__, __new__, __reduce__, __reduce_ex__, __repr__, __setattr__, __sizeof__, __str__, __subclasshook__

Properties

[hide private]

Inherited from object: __class__

Method Details

[hide private]

init(self, sourcein=`'Norgate'`)
(Constructor)

source code

x.__init__(...) initializes x; see help(type(x)) for signature

Parameters:

sourcestr - Specifies the source of the data. Initializes paths based on source.

Overrides: object.__init__

Note: No data is actually read in the constructor. Only paths for the source are initialized

get_data_hardread(self, ts_list, symbol_list, data_item, verbose=False, bIncDelist=False)

source code

Read data into a DataFrame no matter what.

Parameters:

ts_list - List of timestamps for which the data values are needed. Timestamps must be sorted.
symbol_list - The list of symbols for which the data values are needed
data_item - The data_item needed. Like open, close, volume etc. May be a list, in which case a list of DataFrame is returned.
bIncDelist - If true, delisted securities will be included.

Note: If a symbol is not found then a message is printed. All the values in the column for that stock will be NaN. Execution then continues as usual. No errors are raised at the moment.

get_data(self, ts_list, symbol_list, data_item, verbose=False, bIncDelist=False)

source code

Read data into a DataFrame, but check to see if it is in a cache first.

Parameters:

ts_list - List of timestamps for which the data values are needed. Timestamps must be sorted.
symbol_list - The list of symbols for which the data values are needed
data_item - The data_item needed. Like open, close, volume etc. May be a list, in which case a list of DataFrame is returned.
bIncDelist - If true, delisted securities will be included.

Note: If a symbol is not found then a message is printed. All the values in the column for that stock will be NaN. Execution then continues as usual. No errors are raised at the moment.