def connectTo(self, connections, **kwargs):
''' Set up allowed data sources '''
tz = kwargs.get('timezone', self.tz)
log = kwargs.get('logger', None)
lvl = kwargs.get('lvl', 'debug')
if 'database' in connections:
db_name = kwargs.get('db_name', str(os.environ['QTRADEDB']))
self.db = QuantSQLite(db_name, timezone=tz, logger=log, lvl=lvl)
self._logger.info('Database location provided, Connected to %s' %
db_name)
self.connected['database'] = True
if 'remote' in connections:
self.remote = Fetcher(timezone=tz, logger=log, lvl=lvl)
self.connected['remote'] = True
if 'csv' in connections:
raise NotImplementedError()
def __init__(self, data, **kwargs):
assert isinstance(data['index'], pd.tseries.index.DatetimeIndex)
self.data = data
# Unpack config dictionary with default values.
self.sids = kwargs.get('sids', data['tickers'])
self.start = kwargs.get('start', data['index'][0])
self.end = kwargs.get('end', data['index'][-1])
self.fake_index = pd.date_range(self.start,
self.end,
freq=pd.datetools.BDay())
# Hash_value for downstream sorting.
self.arg_string = hash_args(data, **kwargs)
self._raw_data = None
self.remote = Fetcher()
self.feed = DataFeed()
