def _get_output_data_source(self):
return Mediator.get_database_source_picker().get_database_source(
MarketRequest(data_store=self.data_store))
def fetch_table(self, data_request):
"""Fetches table from underlying DatabaseSource
Parameters
----------
data_request : DataRequest
Request for data with start/finish date etc.
Returns
-------
DataFrame
"""
# Fetch table from the underlying database (CSV, SQL or RESTful etc.)
logger = LoggerManager().getLogger(__name__)
data_norm = data_request.data_norm
if data_norm is None:
data_norm = Mediator.get_data_norm(version=self._version)
# Where do we get data from?
database_source = Mediator.get_database_source_picker(
).get_database_source(data_request)
if database_source is None:
Exception("User asked for an unsupported database source")
# Extract the start/finish dates and ticker we wish to download data for
start_date = data_request.start_date
finish_date = data_request.finish_date
ticker = data_request.ticker
# Are we requesting market data or trade/order data of our own executions?
if isinstance(data_request, MarketRequest):
df = database_source.fetch_market_data(
start_date=start_date,
finish_date=finish_date,
ticker=ticker,
table_name=data_request.market_data_database_table)
df = data_norm.normalize_market_data(df, None, data_request)
elif isinstance(data_request, TradeRequest):
trade_order_type = data_request.trade_order_type
trade_order_mapping = data_request.trade_order_mapping
trade_data_database_name = data_request.trade_data_database_name
if data_request.data_store == 'csv' and trade_order_type != None and trade_order_mapping != None:
df = database_source.fetch_trade_order_data(
start_date=start_date,
finish_date=finish_date,
ticker=ticker,
table_name=trade_order_mapping[trade_order_type])
elif trade_order_mapping is not None:
df = database_source.fetch_trade_order_data(
start_date=start_date,
finish_date=finish_date,
ticker=ticker,
table_name=trade_order_mapping[trade_order_type],
database_name=trade_data_database_name)
else:
# Otherwise we have a CSV file without any sort of mapping, which we assume only contains trade_df data
df = database_source.fetch_trade_order_data(
start_date=start_date,
finish_date=finish_date,
ticker=ticker)
df = data_norm.normalize_trade_data(df, None, data_request)
if df is None:
pass
if df is not None and df.empty:
logger.warning('Dataframe empty for ticker ' + ticker)
return df
