quantlab.dataset.massive.raw.read_rest_watermark#

quantlab.dataset.massive.raw.read_rest_watermark(vendor_root, endpoint)[source]#

Return the day a REST endpoint’s rows are pulled through, or None.

Every row whose date field is on or before the watermark was pulled; a later pull asks only for rows after it (less the endpoint’s overlap). A snapshot endpoint’s watermark is the day of its last snapshot. The watermark (rest_watermark_file, a dated watermark of quantlab.utils.watermark holding endpoint, field and through) is written by quantlab.acquisition.massive.raw_tier.write_rest_watermark.

Examples

>>> import tempfile
>>> from quantlab.acquisition.massive.raw_tier import write_rest_watermark
>>> root = tempfile.mkdtemp()
>>> read_rest_watermark(root, "splits") is None
True
>>> write_rest_watermark(root, "splits", "execution_date", date(2024, 3, 14))
>>> read_rest_watermark(root, "splits")
datetime.date(2024, 3, 14)