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#
hdf module

Module with HDFData.

## HDFData class

    HDFData(
        wrapper,
        data,
        single_key=True,
        classes=None,
        level_name=None,
        fetch_kwargs=None,
        returned_kwargs=None,
        last_index=None,
        delisted=None,
        tz_localize=None,
        tz_convert=None,
        missing_index=None,
        missing_columns=None,
        **kwargs
    )

Data class for fetching HDF data using PyTables.

Superclasses

- Analyzable
- AttrResolverMixin
- BaseDataMixin
- Cacheable
- Chainable
- Comparable
- Configured
- CustomData
- Data
- DataWithFeatures
- ExtPandasIndexer
- FileData
- HasSettings
- IndexingBase
- LocalData
- OHLCDataMixin
- PandasIndexer
- Pickleable
- PlotsBuilderMixin
- Prettified
- StatsBuilderMixin
- Wrapping

Inherited members

- AttrResolverMixin.deep_getattr()
- AttrResolverMixin.post_resolve_attr()
- AttrResolverMixin.pre_resolve_attr()
- AttrResolverMixin.resolve_attr()
- AttrResolverMixin.resolve_shortcut_attr()
- BaseDataMixin.assert_has_feature()
- BaseDataMixin.assert_has_symbol()
- BaseDataMixin.get_feature()
- BaseDataMixin.get_feature_idx()
- BaseDataMixin.get_symbol()
- BaseDataMixin.get_symbol_idx()
- BaseDataMixin.has_feature()
- BaseDataMixin.has_multiple_keys()
- BaseDataMixin.has_symbol()
- BaseDataMixin.prepare_key()
- BaseDataMixin.select_features()
- BaseDataMixin.select_symbols()
- Cacheable.get_ca_setup()
- Chainable.pipe()
- Configured.copy()
- Configured.equals()
- Configured.get_writeable_attrs()
- Configured.prettify()
- Configured.resolve_merge_kwargs()
- Configured.update_config()
- CustomData.get_custom_setting()
- CustomData.get_custom_settings()
- CustomData.has_custom_setting()
- CustomData.has_custom_settings()
- CustomData.key_match()
- CustomData.resolve_custom_setting()
- CustomData.set_custom_settings()
- Data.add()
- Data.add_column()
- Data.add_feature()
- Data.add_key()
- Data.add_symbol()
- Data.align_columns()
- Data.align_data()
- Data.align_index()
- Data.build_feature_config_doc()
- Data.check_dict_type()
- Data.column_stack()
- Data.concat()
- Data.dropna()
- Data.fetch()
- Data.fix_data_dict_type()
- Data.fix_dict_types_in_kwargs()
- Data.from_csv()
- Data.from_data()
- Data.from_data_str()
- Data.from_duckdb()
- Data.from_feather()
- Data.from_hdf()
- Data.from_parquet()
- Data.from_sql()
- Data.get()
- Data.get_base_setting()
- Data.get_base_settings()
- Data.get_feature_wrapper()
- Data.get_key_wrapper()
- Data.get_keys()
- Data.get_symbol_wrapper()
- Data.has_base_setting()
- Data.has_base_settings()
- Data.has_key_dict()
- Data.indexing_func()
- Data.invert()
- Data.invert_data()
- Data.merge()
- Data.modify_state()
- Data.override_feature_config_doc()
- Data.plot()
- Data.prepare_dt()
- Data.prepare_dt_column()
- Data.prepare_dt_index()
- Data.prepare_tzaware_index()
- Data.realign()
- Data.remove()
- Data.remove_columns()
- Data.remove_features()
- Data.remove_keys()
- Data.remove_symbols()
- Data.rename()
- Data.rename_columns()
- Data.rename_features()
- Data.rename_in_dict()
- Data.rename_keys()
- Data.rename_symbols()
- Data.replace()
- Data.resample()
- Data.resolve_base_setting()
- Data.resolve_columns()
- Data.resolve_features()
- Data.resolve_key_arg()
- Data.resolve_keys()
- Data.resolve_symbols()
- Data.row_stack()
- Data.run()
- Data.select()
- Data.select_classes()
- Data.select_columns()
- Data.select_delisted()
- Data.select_feature_from_dict()
- Data.select_feature_idxs()
- Data.select_feature_kwargs()
- Data.select_fetch_kwargs()
- Data.select_from_dict()
- Data.select_key_from_dict()
- Data.select_key_kwargs()
- Data.select_keys()
- Data.select_last_index()
- Data.select_returned_kwargs()
- Data.select_run_func_args()
- Data.select_run_func_kwargs()
- Data.select_symbol_from_dict()
- Data.select_symbol_idxs()
- Data.select_symbol_kwargs()
- Data.set_base_settings()
- Data.sql()
- Data.switch_class()
- Data.to_csv()
- Data.to_duckdb()
- Data.to_feather()
- Data.to_feature_oriented()
- Data.to_hdf()
- Data.to_parquet()
- Data.to_sql()
- Data.to_symbol_oriented()
- Data.transform()
- Data.try_fetch_feature()
- Data.try_fetch_symbol()
- Data.try_run()
- Data.try_update_feature()
- Data.try_update_symbol()
- Data.update()
- Data.update_classes()
- Data.update_fetch_kwargs()
- Data.update_returned_kwargs()
- Data.use_feature_config_of()
- FileData.classes
- FileData.close
- FileData.cls_dir
- FileData.column_only_select
- FileData.column_type
- FileData.columns
- FileData.config
- FileData.daily_log_returns
- FileData.daily_returns
- FileData.data
- FileData.delisted
- FileData.dict_type
- FileData.drawdowns
- FileData.feature_classes
- FileData.feature_config
- FileData.feature_oriented
- FileData.feature_wrapper
- FileData.features
- FileData.fetch_kwargs
- FileData.freq
- FileData.group_select
- FileData.has_ohlc
- FileData.has_ohlcv
- FileData.high
- FileData.hlc3
- FileData.iloc
- FileData.index
- FileData.indexing_kwargs
- FileData.is_dir_match()
- FileData.is_file_match()
- FileData.key_wrapper
- FileData.keys
- FileData.last_index
- FileData.level_name
- FileData.list_paths()
- FileData.loc
- FileData.log_returns
- FileData.low
- FileData.missing_columns
- FileData.missing_index
- FileData.ndim
- FileData.ohlc
- FileData.ohlc4
- FileData.ohlcv
- FileData.open
- FileData.path_to_key()
- FileData.plots_defaults
- FileData.pull()
- FileData.range_only_select
- FileData.rec_state
- FileData.resolve_keys_meta()
- FileData.returned_kwargs
- FileData.returns
- FileData.returns_acc
- FileData.self_aliases
- FileData.shape
- FileData.shape_2d
- FileData.single_feature
- FileData.single_key
- FileData.single_symbol
- FileData.stats_defaults
- FileData.symbol_classes
- FileData.symbol_oriented
- FileData.symbol_wrapper
- FileData.symbols
- FileData.trade_count
- FileData.tz_convert
- FileData.tz_localize
- FileData.volume
- FileData.vwap
- FileData.wrapper
- FileData.xloc
- HasSettings.get_path_setting()
- HasSettings.get_path_settings()
- HasSettings.get_setting()
- HasSettings.get_settings()
- HasSettings.has_path_setting()
- HasSettings.has_path_settings()
- HasSettings.has_setting()
- HasSettings.has_settings()
- HasSettings.reset_settings()
- HasSettings.resolve_setting()
- HasSettings.resolve_settings_paths()
- HasSettings.set_settings()
- IndexingBase.indexing_setter_func()
- OHLCDataMixin.get_daily_log_returns()
- OHLCDataMixin.get_daily_returns()
- OHLCDataMixin.get_drawdowns()
- OHLCDataMixin.get_log_returns()
- OHLCDataMixin.get_returns()
- OHLCDataMixin.get_returns_acc()
- PandasIndexer.xs()
- Pickleable.decode_config()
- Pickleable.decode_config_node()
- Pickleable.dumps()
- Pickleable.encode_config()
- Pickleable.encode_config_node()
- Pickleable.file_exists()
- Pickleable.getsize()
- Pickleable.load()
- Pickleable.loads()
- Pickleable.resolve_file_path()
- Pickleable.save()
- PlotsBuilderMixin.build_subplots_doc()
- PlotsBuilderMixin.override_subplots_doc()
- PlotsBuilderMixin.plots()
- StatsBuilderMixin.build_metrics_doc()
- StatsBuilderMixin.override_metrics_doc()
- StatsBuilderMixin.stats()
- Wrapping.regroup()
- Wrapping.resolve_column_stack_kwargs()
- Wrapping.resolve_row_stack_kwargs()
- Wrapping.resolve_self()
- Wrapping.resolve_stack_kwargs()
- Wrapping.select_col()
- Wrapping.select_col_from_obj()
- Wrapping.split()

### fetch_feature class method

    HDFData.fetch_feature(
        feature,
        **kwargs
    )

Fetch the HDF object of a feature.

Uses HDFData.fetch_key().

### fetch_key class method

    HDFData.fetch_key(
        key,
        path=None,
        start=None,
        end=None,
        tz=None,
        start_row=None,
        end_row=None,
        chunk_func=None,
        **read_kwargs
    )

Fetch the HDF object of a feature or symbol.

Args

`key` :`hashable`
  Feature or symbol.
`path` :`str`

  Path.

  Will be resolved with HDFData.split_hdf_path().

  If `path` is None, uses `key` as the path to the HDF file.

`start` :`any`

  Start datetime.

  Will extract the object's index and compare the index to the date. Will use the timezone of the object. See to_timestamp().

  Note

  Can only be used if the object was saved in the table format!

`end` :`any`

  End datetime.

  Will extract the object's index and compare the index to the date. Will use the timezone of the object. See to_timestamp().

  Note

  Can only be used if the object was saved in the table format!

`tz` :`any`

  Target timezone.

  See to_timezone().

`start_row` :`int`

  Start row (inclusive).

  Will use it when querying index as well.

`end_row` :`int`

  End row (exclusive).

  Will use it when querying index as well.

`chunk_func` :`callable`

  Function to select and concatenate chunks from `TableIterator`.

  Gets called only if `iterator` or `chunksize` are set.

`**read_kwargs`
  Other keyword arguments passed to `pd.read_hdf`.

See https://pandas.pydata.org/docs/reference/api/pandas.read_hdf.html for other arguments.

For defaults, see `custom.hdf` in data.

### fetch_symbol class method

    HDFData.fetch_symbol(
        symbol,
        **kwargs
    )

Load the HDF object for a symbol.

Uses HDFData.fetch_key().

### is_hdf_file class method

    HDFData.is_hdf_file(
        path
    )

Return whether the path is an HDF file.

### match_path class method

    HDFData.match_path(
        path,
        match_regex=None,
        sort_paths=True,
        recursive=True,
        **kwargs
    )

Override `FileData.match_path` to return a list of HDF paths (path to file + key) matching a path.

### split_hdf_path class method

    HDFData.split_hdf_path(
        path,
        key=None
    )

Split the path to an HDF object into the path to the file and the key.

### update_feature method

    HDFData.update_feature(
        feature,
        **kwargs
    )

Update data of a feature.

Uses HDFData.update_key() with `key_is_feature=True`.

### update_key method

    HDFData.update_key(
        key,
        key_is_feature=False,
        **kwargs
    )

Update data of a feature or symbol.

### update_symbol method

    HDFData.update_symbol(
        symbol,
        **kwargs
    )

Update data for a symbol.

Uses HDFData.update_key() with `key_is_feature=False`.

## HDFKeyNotFoundError class

    HDFKeyNotFoundError(
        *args,
        **kwargs
    )

Gets raised if the key to an HDF object could not be found.

Superclasses

- `builtins.BaseException`
- `builtins.Exception`

## HDFPathNotFoundError class

    HDFPathNotFoundError(
        *args,
        **kwargs
    )

Gets raised if the path to an HDF file could not be found.

Superclasses

- `builtins.BaseException`
- `builtins.Exception`

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