(self, instruments_data: Union[list, pd.DataFrame])
| 212 | np.savetxt(calendars_path, result_calendars_list, fmt="%s", encoding="utf-8") |
| 213 | |
| 214 | def save_instruments(self, instruments_data: Union[list, pd.DataFrame]): |
| 215 | self._instruments_dir.mkdir(parents=True, exist_ok=True) |
| 216 | instruments_path = str(self._instruments_dir.joinpath(self.INSTRUMENTS_FILE_NAME).resolve()) |
| 217 | if isinstance(instruments_data, pd.DataFrame): |
| 218 | _df_fields = [self.symbol_field_name, self.INSTRUMENTS_START_FIELD, self.INSTRUMENTS_END_FIELD] |
| 219 | instruments_data = instruments_data.loc[:, _df_fields] |
| 220 | instruments_data[self.symbol_field_name] = instruments_data[self.symbol_field_name].apply( |
| 221 | lambda x: fname_to_code(x.lower()).upper() |
| 222 | ) |
| 223 | instruments_data.to_csv(instruments_path, header=False, sep=self.INSTRUMENTS_SEP, index=False) |
| 224 | else: |
| 225 | np.savetxt(instruments_path, instruments_data, fmt="%s", encoding="utf-8") |
| 226 | |
| 227 | def data_merge_calendar(self, df: pd.DataFrame, calendars_list: List[pd.Timestamp]) -> pd.DataFrame: |
| 228 | # calendars |
no test coverage detected