quantlab.acquisition.base.DataSourceRegistry

class quantlab.acquisition.base.DataSourceRegistry

Bases: object

The collection of every registered SourceDescriptor.

register_source adds a descriptor when its vendor module is imported, so defining a source registers it; quantlab.acquisition.registry imports every vendor, so the collection is complete once that module is imported. Read it through all() and get(); the class is never instantiated.

Attributes:

SOURCEStuple of SourceDescriptor

Every registered descriptor, in registration order.

Examples

>>> import quantlab.acquisition.registry
>>> from quantlab.acquisition.base import DataSourceRegistry
>>> [d.vendor for d in DataSourceRegistry.all()]
['alpaca', 'fred', 'massive', 'sharadar', 'tiingo', 'wrds']
>>> DataSourceRegistry.get("tiingo").display_name
'Tiingo EOD'

classmethod all()

Return every registered descriptor, sorted by vendor.

Sorting makes the result independent of which vendor module the caller happened to import first.

Returns:

tuple of SourceDescriptor

The descriptors sorted by vendor, or () when nothing is registered.

Examples

>>> len(DataSourceRegistry.all())
6
>>> DataSourceRegistry.all()[0].vendor
'alpaca'

classmethod get(vendor)

Return the descriptor registered for vendor.

Parameters:

vendorstr

The vendor’s short name, for example "tiingo".

Returns:

SourceDescriptor

The registered descriptor.

Raises:

ValueError

If no descriptor is registered for vendor. The message lists the vendors that are registered.

Examples

>>> DataSourceRegistry.get("tiingo").vendor
'tiingo'
>>> DataSourceRegistry.get("bloomberg")
Traceback (most recent call last):
...
ValueError: No data source is registered for vendor 'bloomberg'. ...