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agg cache optimized

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David Brazda
2024-10-31 13:19:00 +01:00
parent 5770d8324a
commit 47450e2740
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README.md
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@ -18,7 +18,11 @@ Modules:
Detailed examples in [tests/data_loader_tryme.ipynb](tests/data_loader_tryme.ipynb)
## load_data
Returns vectorized aggregation of given type. If trades for given period are not cached they are remotely fetched from Alpaca first.
Returns vectorized aggregation of given type.
If aggregated data are already in agg cache with same conditions for same or wider date span they are returned from cache.
Otherwise trade data are aggregated on the fly, saved to cache and returned.
If trades for given period are not cached ,they are remotely fetched from Alpaca first.
Example: