def get_bars(self, pcontract, dt_start, dt_end):
self.log.append(HashObject.new(start=dt_start, end=dt_end))
dt_start = pd.to_datetime(dt_start)
dt_end = pd.to_datetime(dt_end)
dt_curr = dt_start
arr = []
while dt_curr <= dt_end:
arr.append({'datetime': dt_curr})
dt_curr += pcontract.period.to_timedelta()
data = pd.DataFrame([{'datetime': pd.to_datetime('2010-1-1')}])\
.set_index('datetime')
return SourceWrapper(pcontract, data, len(data))
def get_bars(self, pcontract, dt_start, dt_end):
try:
logger.info('trying to load from cache')
return self.cache.get_bars(pcontract, dt_start, dt_end)
except LoadCacheException as e:
logger.info('updating cache')
missing_range = e.missing_range
logger.info('missing range: {0}', missing_range)
missing_data = []
for start, end in missing_range:
wrapper = self.datasource.get_bars(pcontract, start, end)
missing_data.append(
HashObject.new(data=wrapper.data, start=start, end=end))
self.cache.save_data(missing_data, pcontract)
logger.info('loading cache')
return self.cache.get_bars(pcontract, dt_start, dt_end)
def get_bars(self, pcontract, dt_start, dt_end):
try:
logger.info('trying to load from cache')
return self.cache.get_bars(pcontract, dt_start, dt_end)
except LoadCacheException as e:
logger.info('updating cache')
missing_range = e.missing_range
logger.info('missing range: {0}', missing_range)
missing_data = []
for start, end in missing_range:
wrapper = self.datasource.get_bars(pcontract, start, end)
missing_data.append(HashObject.new(data=wrapper.data,
start=start,
end=end))
self.cache.save_data(missing_data, pcontract)
logger.info('loading cache')
return self.cache.get_bars(pcontract, dt_start, dt_end)