Esempi in Python per CsvDataSource

Esempio n. 1

File: problem3_trading_params.py Progetto: utkarsh06542/qq-optiver

 def getDataParser(self):
     instrumentIds = self.__instrumentIds
     return CsvDataSource(
         cachedFolderName='historicalData/',
         dataSetId=self.__dataSetId,
         instrumentIds=self.__instrumentIds,
         downloadUrl=
         'https://raw.githubusercontent.com/Auquan/qq3Data/master',
         timeKey='datetime',
         timeStringFormat='%Y-%m-%d %H:%M:%S',
         startDateStr=self.__startDate,
         endDateStr=self.__endDate)

Esempio n. 2

 def getDataParser(self):
     instrumentIds = self.__tradingFunctions.getSymbolsToTrade()
     return CsvDataSource(cachedFolderName='historicalData/',
                          dataSetId=self.__dataSetId,
                          instrumentIds=instrumentIds,
                          downloadUrl = 'https://raw.githubusercontent.com/Auquan/auquan-historical-data/master/qq2Data/',
                          timeKey = '',
                          timeStringFormat = '%Y-%m-%d %H:%M:%S',
                          startDateStr=self.__startDate,
                          endDateStr=self.__endDate,
                          liveUpdates=True,
                          pad=True)

Esempio n. 3

File: Worksheet.py Progetto: aniketraj1712/qq-optiver

### Load the Data
### THIS STEP WILL TAKE A WHILE TO RUN the first time
from backtester.dataSource.csv_data_source import CsvDataSource
from datetime import datetime

startDateStr = '2010/06/02'
endDateStr = '2013/02/07'
cachedFolderName = 'historicalData/'
dataSetId = 'QQ3Data'
ds = CsvDataSource(
    cachedFolderName='historicalData/',
    dataSetId='QQ3Data',
    instrumentIds=[],
    downloadUrl='https://raw.githubusercontent.com/Auquan/qq3Data/master',
    timeKey='datetime',
    timeStringFormat='%Y-%m-%d %H:%M:%S',
    startDateStr='2010/06/02',
    endDateStr='2013/02/07',
    liveUpdates=False,
    pad=True)

# In[4]:

# Load Relevant information
price = 'F5'
returns = 'F2'
# data = ds.getBookDataByFeature()[price]
# returns a list of instrument identifiers
ids = ds.getInstrumentIds()
print("Available Instruments are:")

Esempio n. 4

File: problem1_ml_and_trading_params.py Progetto: vishalbelsare/quant-quest-3

 def getDataParser(self):
     instrumentIds = self.__tradingFunctions.getSymbolsToTrade()
     return CsvDataSource(**self.__dataSourceParams)