Parameters ---------- instruments : The stock list to retrieve. start_time : start_time of the original data. end_time : end_time of the original data. data_loader : Union[dict, str, DataLoader] data loa
(
self,
instruments=None,
start_time=None,
end_time=None,
data_loader: Union[dict, str, DataLoader] = None,
init_data=True,
fetch_orig=True,
)
| 104 | _data: pd.DataFrame # underlying data. |
| 105 | |
| 106 | def __init__( |
| 107 | self, |
| 108 | instruments=None, |
| 109 | start_time=None, |
| 110 | end_time=None, |
| 111 | data_loader: Union[dict, str, DataLoader] = None, |
| 112 | init_data=True, |
| 113 | fetch_orig=True, |
| 114 | ): |
| 115 | """ |
| 116 | Parameters |
| 117 | ---------- |
| 118 | instruments : |
| 119 | The stock list to retrieve. |
| 120 | start_time : |
| 121 | start_time of the original data. |
| 122 | end_time : |
| 123 | end_time of the original data. |
| 124 | data_loader : Union[dict, str, DataLoader] |
| 125 | data loader to load the data. |
| 126 | init_data : |
| 127 | initialize the original data in the constructor. |
| 128 | fetch_orig : bool |
| 129 | Return the original data instead of copy if possible. |
| 130 | """ |
| 131 | |
| 132 | # Setup data loader |
| 133 | assert data_loader is not None # to make start_time end_time could have None default value |
| 134 | |
| 135 | # what data source to load data |
| 136 | self.data_loader = init_instance_by_config( |
| 137 | data_loader, |
| 138 | None if (isinstance(data_loader, dict) and "module_path" in data_loader) else data_loader_module, |
| 139 | accept_types=DataLoader, |
| 140 | ) |
| 141 | |
| 142 | # what data to be loaded from data source |
| 143 | # For IDE auto-completion. |
| 144 | self.instruments = instruments |
| 145 | self.start_time = start_time |
| 146 | self.end_time = end_time |
| 147 | |
| 148 | self.fetch_orig = fetch_orig |
| 149 | if init_data: |
| 150 | with TimeInspector.logt("Init data"): |
| 151 | self.setup_data() |
| 152 | super().__init__() |
| 153 | |
| 154 | def config(self, **kwargs): |
| 155 | """ |
no test coverage detected