class LoaderTemplate:
def __init__(self):
self.config = None
try:
self.config = ConfigManager()
except: pass
return
@abc.abstractmethod
def load_ticker(self, time_series_request):
"""
load_ticker - Retrieves market data from external data source
Parameters
----------
time_series_request : TimeSeriesRequest
contains all the various parameters detailing time series start and finish, tickers etc
Returns
-------
DataFrame
"""
return
# to be implemented by subclasses
@abc.abstractmethod
def kill_session(self):
return
def construct_vendor_time_series_request(self, time_series_request):
"""
construct_vendor_time_series_request - creates a TimeSeriesRequest with the vendor tickers
Parameters
----------
time_series_request : TimeSeriesRequest
contains all the various parameters detailing time series start and finish, tickers etc
Returns
-------
TimeSeriesRequest
"""
symbols_vendor = self.translate_to_vendor_ticker(time_series_request)
fields_vendor = self.translate_to_vendor_field(time_series_request)
time_series_request_vendor = copy.copy(time_series_request)
time_series_request_vendor.tickers = symbols_vendor
time_series_request_vendor.fields = fields_vendor
return time_series_request_vendor
def translate_to_vendor_field(self, time_series_request):
"""
translate_to_vendor_field - Converts all the fields from Thalesians fields to vendor fields
Parameters
----------
time_series_request : TimeSeriesRequest
contains all the various parameters detailing time series start and finish, tickers etc
Returns
-------
List of Strings
"""
if hasattr(time_series_request, 'vendor_fields'):
return time_series_request.vendor_fields
source = time_series_request.data_source
fields_list = time_series_request.fields
if isinstance(fields_list, str):
fields_list = [fields_list]
if self.config is None: return fields_list
fields_converted = []
for field in fields_list:
fields_converted.append(self.config.convert_library_to_vendor_field(source, field))
return fields_converted
# translate Thalesians ticker to vendor ticker
def translate_to_vendor_ticker(self, time_series_request):
"""
translate_to_vendor_tickers - Converts all the tickers from Thalesians tickers to vendor tickers
Parameters
----------
time_series_request : TimeSeriesRequest
contains all the various parameters detailing time series start and finish, tickers etc
Returns
-------
List of Strings
"""
if hasattr(time_series_request, 'vendor_tickers'):
return time_series_request.vendor_tickers
category = time_series_request.category
source = time_series_request.data_source
freq = time_series_request.freq
cut = time_series_request.cut
tickers_list = time_series_request.tickers
if isinstance(tickers_list, str):
tickers_list = [tickers_list]
if self.config is None: return tickers_list
tickers_list_converted = []
for ticker in tickers_list:
tickers_list_converted.append(
self.config.convert_library_to_vendor_ticker(category, source, freq, cut, ticker))
return tickers_list_converted
def translate_from_vendor_field(self, vendor_fields_list, time_series_request):
"""
translate_from_vendor_field - Converts all the fields from vendors fields to Thalesians fields
Parameters
----------
time_series_request : TimeSeriesRequest
contains all the various parameters detailing time series start and finish, tickers etc
Returns
-------
List of Strings
"""
data_source = time_series_request.data_source
if isinstance(vendor_fields_list, str):
vendor_fields_list = [vendor_fields_list]
# if self.config is None: return vendor_fields_list
fields_converted = []
# if we haven't set the configuration files for automatic configuration
if hasattr(time_series_request, 'vendor_fields'):
dictionary = dict(zip(time_series_request.vendor_fields, time_series_request.fields))
for vendor_field in vendor_fields_list:
try:
fields_converted.append(dictionary[vendor_field])
except:
fields_converted.append(vendor_field)
# otherwise used stored configuration files
else:
for vendor_field in vendor_fields_list:
fields_converted.append(self.config.convert_vendor_to_library_field(data_source, vendor_field))
return fields_converted
# translate Thalesians ticker to vendor ticker
def translate_from_vendor_ticker(self, vendor_tickers_list, time_series_request):
"""
translate_from_vendor_ticker - Converts all the fields from vendor tickers to Thalesians tickers
Parameters
----------
time_series_request : TimeSeriesRequest
contains all the various parameters detailing time series start and finish, tickers etc
Returns
-------
List of Strings
"""
if hasattr(time_series_request, 'vendor_tickers'):
dictionary = dict(zip(time_series_request.vendor_tickers, time_series_request.tickers))
tickers_stuff = []
for vendor_ticker in vendor_tickers_list:
tickers_stuff.append(dictionary[vendor_ticker])
return tickers_stuff # [item for sublist in tickers_stuff for item in sublist]
data_source = time_series_request.data_source
# tickers_list = time_series_request.tickers
if isinstance(vendor_tickers_list, str):
vendor_tickers_list = [vendor_tickers_list]
if self.config is None: return vendor_tickers_list
tickers_converted = []
for vendor_ticker in vendor_tickers_list:
tickers_converted.append(
self.config.convert_vendor_to_library_ticker(data_source, vendor_ticker))
return tickers_converted
class LoaderTemplate:
def __init__(self):
if Constants(
).default_time_series_factory == "cachedtimeseriesfactory":
from pythalesians.util.configmanager import ConfigManager
self.config = ConfigManager()
return
@abc.abstractmethod
def load_ticker(self, time_series_request):
"""
load_ticker - Retrieves market data from external data source
Parameters
----------
time_series_request : TimeSeriesRequest
contains all the various parameters detailing time series start and finish, tickers etc
Returns
-------
DataFrame
"""
return
# to be implemented by subclasses
@abc.abstractmethod
def kill_session(self):
return
def construct_vendor_time_series_request(self, time_series_request):
"""
construct_vendor_time_series_request - creates a TimeSeriesRequest with the vendor tickers
Parameters
----------
time_series_request : TimeSeriesRequest
contains all the various parameters detailing time series start and finish, tickers etc
Returns
-------
TimeSeriesRequest
"""
symbols_vendor = self.translate_to_vendor_ticker(time_series_request)
fields_vendor = self.translate_to_vendor_field(time_series_request)
time_series_request_vendor = copy.copy(time_series_request)
time_series_request_vendor.tickers = symbols_vendor
time_series_request_vendor.fields = fields_vendor
return time_series_request_vendor
def translate_to_vendor_field(self, time_series_request):
"""
translate_to_vendor_field - Converts all the fields from Thalesians fields to vendor fields
Parameters
----------
time_series_request : TimeSeriesRequest
contains all the various parameters detailing time series start and finish, tickers etc
Returns
-------
List of Strings
"""
if hasattr(time_series_request, 'vendor_fields'):
return time_series_request.vendor_fields
source = time_series_request.data_source
fields_list = time_series_request.fields
if isinstance(fields_list, str):
fields_list = [fields_list]
if self.config is None: return fields_list
fields_converted = []
for field in fields_list:
fields_converted.append(
self.config.convert_library_to_vendor_field(source, field))
return fields_converted
# translate Thalesians ticker to vendor ticker
def translate_to_vendor_ticker(self, time_series_request):
"""
translate_to_vendor_tickers - Converts all the tickers from Thalesians tickers to vendor tickers
Parameters
----------
time_series_request : TimeSeriesRequest
contains all the various parameters detailing time series start and finish, tickers etc
Returns
-------
List of Strings
"""
if hasattr(time_series_request, 'vendor_tickers'):
return time_series_request.vendor_tickers
category = time_series_request.category
source = time_series_request.data_source
freq = time_series_request.freq
cut = time_series_request.cut
tickers_list = time_series_request.tickers
if isinstance(tickers_list, str):
tickers_list = [tickers_list]
if self.config is None: return tickers_list
tickers_list_converted = []
for ticker in tickers_list:
tickers_list_converted.append(
self.config.convert_library_to_vendor_ticker(
category, source, freq, cut, ticker))
return tickers_list_converted
def translate_from_vendor_field(self, vendor_fields_list,
time_series_request):
"""
translate_from_vendor_field - Converts all the fields from vendors fields to Thalesians fields
Parameters
----------
time_series_request : TimeSeriesRequest
contains all the various parameters detailing time series start and finish, tickers etc
Returns
-------
List of Strings
"""
data_source = time_series_request.data_source
if isinstance(vendor_fields_list, str):
vendor_fields_list = [vendor_fields_list]
# if self.config is None: return vendor_fields_list
fields_converted = []
# if we haven't set the configuration files for automatic configuration
if hasattr(time_series_request, 'vendor_fields'):
dictionary = dict(
zip(time_series_request.vendor_fields,
time_series_request.fields))
for vendor_field in vendor_fields_list:
try:
fields_converted.append(dictionary[vendor_field])
except:
fields_converted.append(vendor_field)
# otherwise used stored configuration files
else:
for vendor_field in vendor_fields_list:
fields_converted.append(
self.config.convert_vendor_to_library_field(
data_source, vendor_field))
return fields_converted
# translate Thalesians ticker to vendor ticker
def translate_from_vendor_ticker(self, vendor_tickers_list,
time_series_request):
"""
translate_from_vendor_ticker - Converts all the fields from vendor tickers to Thalesians tickers
Parameters
----------
time_series_request : TimeSeriesRequest
contains all the various parameters detailing time series start and finish, tickers etc
Returns
-------
List of Strings
"""
if hasattr(time_series_request, 'vendor_tickers'):
dictionary = dict(
zip(time_series_request.vendor_tickers,
time_series_request.tickers))
tickers_stuff = []
for vendor_ticker in vendor_tickers_list:
tickers_stuff.append(dictionary[vendor_ticker])
return tickers_stuff # [item for sublist in tickers_stuff for item in sublist]
data_source = time_series_request.data_source
# tickers_list = time_series_request.tickers
if isinstance(vendor_tickers_list, str):
vendor_tickers_list = [vendor_tickers_list]
if self.config is None: return vendor_tickers_list
tickers_converted = []
for vendor_ticker in vendor_tickers_list:
tickers_converted.append(
self.config.convert_vendor_to_library_ticker(
data_source, vendor_ticker))
return tickers_converted
