stockdaq.data.manager¶
Data manager
Functions
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Divide data into three segments: premkt, open, aftermkt. |
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Split dataframe into multiple stockdaq.data.data.Data objects |
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stockdaq.data.manager.extended_trading_splitter(dataframe, begin='9:30', end='15:59')¶ Divide data into three segments: premkt, open, aftermkt.
- Parameters
dataframe (pandas.core.frame.DataFrame) –
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stockdaq.data.manager.segmenter(dataframe, criterion='date')¶ Split dataframe into multiple stockdaq.data.data.Data objects
- Parameters
dataframe (pandas.core.frame.DataFrame) – Dataframe
criterion (str) – “date” or “year”
- Returns
data_dict – {“date” or “year”: stockdaq.data.data.Data} pair For example {“2020-01-01”: …, “2020-01-02”: …, …}.
- Return type
dict of stockdaq.data.data.Data