stockdaq.data.data.Data

class stockdaq.data.data.Data(datetime_column=None, open_=None, high=None, low=None, close=None, volume=None, dataframe=None, load_path=None)

Bases: object

Data class for saving and loading stockdaq format stock data.

Parameters

  • datetime_column (pandas.core.indexes.datetimes.DatetimeIndex) – Date and time

  • open (array) – open price data

  • high (array) – high price data

  • low (array) – low price data

  • close (array) – close price data

  • volume (array) – volume data

  • Attritubes –

  • ---------- –

  • datetime_column – Date and time

  • open – open price data

  • high – high price data

  • low – low price data

  • close – close price data

  • volume – volume data

  • dataframe (pandas.core.frame.DataFrame) – The data frame.

__init__(datetime_column=None, open_=None, high=None, low=None, close=None, volume=None, dataframe=None, load_path=None)

Initization with data array or dataframe.

Parameters

  • datetime_column (pandas.core.indexes.datetimes.DatetimeIndex) – Date and time

  • open (array) – open price data

  • high (array) – high price data

  • low (array) – low price data

  • close (array) – close price data

  • volume (array) – volume data

  • dataframe (pandas.core.frame.DataFrame) – dataframe

  • load_path (str) – file name of a stockdaq data file.

Note

Only specify data in stockdaq standardized format.

Methods

__init__([datetime_column, open_, high, …])

Initization with data array or dataframe.

load(path[, format])

Load a single stockdaq data file.

merge(path[, mergehow])

Merge self.dataframe with an exist datafile.

save(path[, format, conflict, mergehow])

Save the dataframe
load(path, format='hdf5')

Load a single stockdaq data file.

Parameters

  • path (str) – The path of the file to be read.

  • format (str, optional) – The format of the file to be saved. Defaults to “hdf5”. Options are [“hdf5”, “csv”]

merge(path, mergehow='keep old')

Merge self.dataframe with an exist datafile.

Parameters

  • path (str) – The path of the file to be merged.

  • mergehow (str, optional) – “keep old”: If there are duplicated indexes, keep old data. “update”: If there are duplicated indexes, keep new data.

save(path, format='hdf5', conflict='merge', mergehow='keep old', **kwargs)

Save the dataframe

Parameters

  • path (str) – The path to be saved to.

  • format (str, optional) – The format of the file to be saved. Defaults to “hdf5”. Options are [“hdf5”, “csv”]

  • conflict (str, optional) – How to resolve conflicts. options are [“merge”, “overwrite”, “ignore”]. “merge”: append non-duplicating data to the existing datafile. “overwrite”: replace the existing file. “ignore”: don’t do anything.

  • mergehow (str, optional) – Only effective when conflict == “merge”. “keep old”: If there are duplicated indexes, keep old data. “update”: If there are duplicated indexes, keep new data.

  • **kwargs – Keyword arguments passed to the pandas methods