def __init__(self, db_path, calendar, start_session, end_session):
self.conn = check_and_create_engine(db_path, False)
if start_session != end_session:
if not calendar.is_session(start_session):
raise ValueError(
"Start session %s is invalid!" % start_session
)
if not calendar.is_session(end_session):
raise ValueError(
"End session %s is invalid!" % end_session
)
self._start_session = start_session
self._end_session = end_session
self._calendar = calendar
try:
self.conn.connect()
except sa.exc.OperationalError:
# can't connect to db. might mean that the database is not created yey.
# let's create it. (happens in first time usage)
self.ensure_database(db_path)
self.ensure_table()
def __init__(self, path, read_all_threshold=3000):
self.conn = check_and_create_engine(path, False)
# Cache of fully read np.array for the carrays in the daily bar table.
# raw_array does not use the same cache, but it could.
# Need to test keeping the entire array in memory for the course of a
# process first.
self._spot_cols = {}
self._read_all_threshold = read_all_threshold
# caching the calendar-sessions like this prevent problems during ingestion
# where the reader is first initialized when there are still no bars
self._sessions = pd.DatetimeIndex([], dtype='datetime64[ns, UTC]', freq='C')
self._calendar_offsets_c = {}
self._first_rows_c = {}
self._last_rows_c = {}
self._first_trading_day_c = {}