1#!/usr/bin/env python 2# -*- coding: utf-8; py-indent-offset:4 -*- 3############################################################################### 4# 5# Copyright (C) 2015, 2016, 2017 Daniel Rodriguez 6# 7# This program is free software: you can redistribute it and/or modify 8# it under the terms of the GNU General Public License as published by 9# the Free Software Foundation, either version 3 of the License, or 10# (at your option) any later version. 11# 12# This program is distributed in the hope that it will be useful, 13# but WITHOUT ANY WARRANTY; without even the implied warranty of 14# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 15# GNU General Public License for more details. 16# 17# You should have received a copy of the GNU General Public License 18# along with this program. If not, see <http://www.gnu.org/licenses/>. 19# 20############################################################################### 21from __future__ import (absolute_import, division, print_function, 22 unicode_literals) 23 24from backtrader import date2num 25import backtrader.feed as feed 26 27 28class BlazeData(feed.DataBase): 29 ''' 30 Support for `Blaze <blaze.pydata.org>`_ ``Data`` objects. 31 32 Only numeric indices to columns are supported. 33 34 Note: 35 36 - The ``dataname`` parameter is a blaze ``Data`` object 37 38 - A negative value in any of the parameters for the Data lines 39 indicates it's not present in the DataFrame 40 it is 41 ''' 42 43 params = ( 44 # datetime must be present 45 ('datetime', 0), 46 # pass -1 for any of the following to indicate absence 47 ('open', 1), 48 ('high', 2), 49 ('low', 3), 50 ('close', 4), 51 ('volume', 5), 52 ('openinterest', 6), 53 ) 54 55 datafields = [ 56 'datetime', 'open', 'high', 'low', 'close', 'volume', 'openinterest' 57 ] 58 59 def start(self): 60 super(BlazeData, self).start() 61 62 # reset the iterator on each start 63 self._rows = iter(self.p.dataname) 64 65 def _load(self): 66 try: 67 row = next(self._rows) 68 except StopIteration: 69 return False 70 71 # Set the standard datafields - except for datetime 72 for datafield in self.datafields[1:]: 73 # get the column index 74 colidx = getattr(self.params, datafield) 75 76 if colidx < 0: 77 # column not present -- skip 78 continue 79 80 # get the line to be set 81 line = getattr(self.lines, datafield) 82 line[0] = row[colidx] 83 84 # datetime - assumed blaze always serves a native datetime.datetime 85 colidx = getattr(self.params, self.datafields[0]) 86 dt = row[colidx] 87 dtnum = date2num(dt) 88 89 # get the line to be set 90 line = getattr(self.lines, self.datafields[0]) 91 line[0] = dtnum 92 93 # Done ... return 94 return True 95