data_request
Classes
Object for defining data retrieval parameters. |
Module Contents
- class data_request.DataRequest(source: str = 'ccxt', tickers: str | List[str] = 'btc', quote_ccy: str | None = None, markets: str | List[str] | None = None, freq: str = 'd', exch: str | None = None, asset_class: str | None = None, cat: str | None = None, countries: str | List[str] | None = None, mkt_type: str | None = 'spot', start_date: str | datetime.datetime | pandas.Timestamp | None = None, end_date: str | datetime.datetime | pandas.Timestamp | None = None, fields: str | List[str] = ['close'], tz: str | None = None, trials: int | None = 3, pause: float | None = 0.1, source_tickers: str | List[str] | None = None, source_markets: str | List[str] | None = None, source_freq: str | None = None, source_start_date: str | int | datetime.datetime | pandas.Timestamp | None = None, source_end_date: str | int | datetime.datetime | pandas.Timestamp | None = None, source_fields: str | List[str] | None = None)
Object for defining data retrieval parameters.
The DataRequest object serves as the command pattern, holding all necessary parameters (assets, dates, frequency, source, etc.) required to fetch and process data from any supported data vendor.
- property source
Returns data source for data request.
- property tickers
Returns tickers for data request.
- property quote_ccy
Returns quote currency for data request.
- property markets
Returns markets for data request.
- property freq
Returns frequency of observations for data request.
- property exch
Returns exchange for data request.
- property asset_class
Returns asset class for data request.
- property cat
Returns category for data request.
- property countries
Returns country codes for data request.
- property mkt_type
Returns market type for data request.
- property start_date
Returns start date for data request.
- property end_date
Returns end date for data request.
- property fields
Returns fields for data request.
- property tz
Returns timezone for data request.
- property trials
Returns number of trials for data request.
- property pause
Returns number of seconds to pause between data requests.
- property source_tickers
Returns tickers for data request in data source format.
- property source_markets
Returns markets for data request in data source format.
- property source_freq
Returns frequency of data request in data source format.
- property source_start_date
Returns start date for data request in data source format.
- property source_end_date
Returns end date for data request in data source format.
- property source_fields
Returns fields for data request in data source format.