quantlab.dataset.config.FrameDatasetConfig#

class quantlab.dataset.config.FrameDatasetConfig(*, zarr_file_path=None, start_date=None, end_date=None, symbols=None, kwargs=None, resample_freq=None, resample_how=None, name=None)[source]#

Bases: BaseDatasetConfig

Config of a dataset held in memory, built from a caller’s frame or panel.

The panel itself is not part of the config: a FrameDataset is handed its data at construction, so no Zarr store is needed and zarr_file_path defaults to None. A config that names a store is how the panel comes back from disk: a FrameDataset built from it reads that store into memory (the rebuild path of a saved backtest run, whose config.json names the store relative to the run directory). The dates and symbols are unused, as there is nothing to convert from raw files; the resample fields are set by resample() as on any dataset.

Examples

>>> cfg = FrameDatasetConfig()
>>> cfg.zarr_file_path is None
True
>>> FrameDatasetConfig(zarr_file_path="copies/prices.zarr").zarr_file_path
'copies/prices.zarr'

zarr_file_path = None#: Path of a Zarr store holding the panel, read at construction; None for a panel handed over in memory.