class tmp_assets_db(object):
"""Create a temporary assets sqlite database.
This is meant to be used as a context manager.
Parameters
----------
data : pd.DataFrame, optional
The data to feed to the writer. By default this maps:
('A', 'B', 'C') -> map(ord, 'ABC')
"""
def __init__(self, **frames):
self._eng = None
if not frames:
frames = {
'equities': make_simple_equity_info(
list(map(ord, 'ABC')),
pd.Timestamp(0),
pd.Timestamp('2015'),
)
}
self._data = AssetDBWriterFromDataFrame(**frames)
def __enter__(self):
self._eng = eng = create_engine('sqlite://')
self._data.write_all(eng)
return eng
def __exit__(self, *excinfo):
assert self._eng is not None, '_eng was not set in __enter__'
self._eng.dispose()
def __init__(self, data=None):
self._eng = None
self._data = AssetDBWriterFromDataFrame(
data if data is not None else make_simple_asset_info(
list(map(ord, 'ABC')),
pd.Timestamp(0),
pd.Timestamp('2015'),
))
def __init__(self, **frames):
self._eng = None
if not frames:
frames = {
'equities': make_simple_equity_info(
list(map(ord, 'ABC')),
pd.Timestamp(0),
pd.Timestamp('2015'),
)
}
self._data = AssetDBWriterFromDataFrame(**frames)
def _write_data_dataframes(self,
equities=None,
futures=None,
exchanges=None,
root_symbols=None):
AssetDBWriterFromDataFrame(equities, futures, exchanges, root_symbols)\
.write_all(self.engine)
def __init__(self, data=None):
self._eng = None
self._data = AssetDBWriterFromDataFrame(
data if data is not None else make_simple_asset_info(
list(map(ord, 'ABC')),
pd.Timestamp(0),
pd.Timestamp('2015'),
)
)