quantlab.dataset.config.MappedTradeBarsConfig#

class quantlab.dataset.config.MappedTradeBarsConfig(*, source, zarr_file_path, resample_freq=None, resample_how=None, name=None)[source]#

Bases: FrozenConfig

Config of the Trade bars mapped onto permatickers and kept in a store of their own.

source is the permaticker view the store is written from (its own bars, not resampled); zarr_file_path is the store. resample_freq and resample_how are set by MappedTradeBarDataset.resample.

Examples

With bars a PermatickerTradeBarDataset:

>>> cfg = MappedTradeBarsConfig(source=bars, zarr_file_path="/data/massive_permaticker_bars_1m.zarr")
>>> sorted(cfg.to_dict())
['name', 'resample_freq', 'resample_how', 'source', 'zarr_file_path']

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

resample_freq = None#: The coarser bars the panel is resampled to; None for the store’s bars.

resample_how = None#: {variable: method} of the resample; None for the Trade bars’ defaults.

source#: The permaticker view the store is written from.

zarr_file_path#: The store of the mapped bars.