quantlab.acquisition.config.AcquisitionConfig#

class quantlab.acquisition.config.AcquisitionConfig(market, frequency, vendor, raw_data_dir_path, watermark_path, symbols, start_date=None, end_date=None, kwargs=None, name=None)[source]#

Bases: object

Config of a raw-data download for one market, frequency and vendor.

Examples

>>> cfg = AcquisitionConfig(
...     market="us_equity",
...     frequency="1d",
...     vendor="tiingo",
...     raw_data_dir_path="/data/downloads/us_equity/1d/tiingo",
...     watermark_path="/data/downloads/us_equity/1d/_watermarks/tiingo",
...     symbols=("AAPL", "MSFT"),
...     start_date="2020-01-01",
...     kwargs={"max_workers": 4},
... )
>>> cfg.symbols
('AAPL', 'MSFT')

end_date = None#: Last date to fetch, inclusive. None means the latest available.

frequency#: The acquisition frequency (daily, minute or tick).

kwargs = None#: Vendor-specific options (batch sizes, feeds, data_type). None is treated as empty.

market#: The market being downloaded.

name = None#: Dotted import path of the acquisition class; filled by the config setter.

raw_data_dir_path#: Root of the raw tree the shards are written into.

start_date = None#: First date to fetch, inclusive. None means the vendor’s earliest.

symbols#: The symbols to download.

to_dict()[source]#

Return the config as a plain dict via dataclasses.asdict.

Examples

>>> cfg.to_dict()["kwargs"]
{'max_workers': 4}

vendor#: The vendor the data is fetched from.

watermark_path#: Directory holding the per-symbol watermarks that let an interrupted download resume.