custom module¶

Module with CustomData.

CustomData class¶

CustomData(
    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 custom data.

Superclasses

• Analyzable
• AttrResolverMixin
• BaseDataMixin
• Cacheable
• Chainable
• Comparable
• Configured
• Data
• DataWithFeatures
• ExtPandasIndexer
• HasSettings
• IndexingBase
• 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()
• 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.classes
• Data.close
• Data.cls_dir
• Data.column_only_select
• Data.column_stack()
• Data.column_type
• Data.columns
• Data.concat()
• Data.config
• Data.daily_log_returns
• Data.daily_returns
• Data.data
• Data.delisted
• Data.dict_type
• Data.drawdowns
• Data.dropna()
• Data.feature_classes
• Data.feature_oriented
• Data.features
• Data.fetch()
• Data.fetch_feature()
• Data.fetch_kwargs
• Data.fetch_symbol()
• Data.fix_data_dict_type()
• Data.fix_dict_types_in_kwargs()
• Data.freq
• 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.group_select
• Data.has_base_setting()
• Data.has_base_settings()
• Data.has_key_dict()
• Data.has_ohlc
• Data.has_ohlcv
• Data.high
• Data.hlc3
• Data.iloc
• Data.index
• Data.indexing_func()
• Data.indexing_kwargs
• Data.invert()
• Data.invert_data()
• Data.key_wrapper
• Data.keys
• Data.last_index
• Data.level_name
• Data.loc
• Data.log_returns
• Data.low
• Data.merge()
• Data.missing_columns
• Data.missing_index
• Data.modify_state()
• Data.ndim
• Data.ohlc
• Data.ohlc4
• Data.ohlcv
• Data.open
• Data.override_feature_config_doc()
• Data.plot()
• Data.plots_defaults
• Data.prepare_dt()
• Data.prepare_dt_column()
• Data.prepare_dt_index()
• Data.prepare_tzaware_index()
• Data.pull()
• Data.range_only_select
• Data.realign()
• Data.rec_state
• 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_keys_meta()
• Data.resolve_symbols()
• Data.returned_kwargs
• Data.returns
• Data.returns_acc
• 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.self_aliases
• Data.set_base_settings()
• Data.shape
• Data.shape_2d
• Data.single_feature
• Data.single_key
• Data.single_symbol
• Data.sql()
• Data.stats_defaults
• Data.switch_class()
• Data.symbol_classes
• Data.symbol_oriented
• Data.symbols
• 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.trade_count
• Data.transform()
• Data.try_fetch_feature()
• Data.try_fetch_symbol()
• Data.try_run()
• Data.try_update_feature()
• Data.try_update_symbol()
• Data.tz_convert
• Data.tz_localize
• Data.update()
• Data.update_classes()
• Data.update_feature()
• Data.update_fetch_kwargs()
• Data.update_returned_kwargs()
• Data.update_symbol()
• Data.use_feature_config_of()
• Data.volume
• Data.vwap
• Data.wrapper
• Data.xloc
• DataWithFeatures.feature_config
• 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.feature_wrapper
• OHLCDataMixin.get_daily_log_returns()
• OHLCDataMixin.get_daily_returns()
• OHLCDataMixin.get_drawdowns()
• OHLCDataMixin.get_log_returns()
• OHLCDataMixin.get_returns()
• OHLCDataMixin.get_returns_acc()
• OHLCDataMixin.symbol_wrapper
• 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()

Subclasses

• LocalData
• RemoteData
• SyntheticData

get_custom_setting class method¶

CustomData.get_custom_setting(
    *args,
    **kwargs
)

HasSettings.get_setting() with path_id="custom".

get_custom_settings class method¶

CustomData.get_custom_settings(
    *args,
    **kwargs
)

HasSettings.get_settings() with path_id="custom".

has_custom_setting class method¶

CustomData.has_custom_setting(
    *args,
    **kwargs
)

HasSettings.has_setting() with path_id="custom".

has_custom_settings class method¶

CustomData.has_custom_settings(
    *args,
    **kwargs
)

HasSettings.has_settings() with path_id="custom".

key_match static method¶

CustomData.key_match(
    key,
    pattern,
    use_regex=False
)

Return whether key matches pattern.

If use_regex is True, checks against a regular expression. Otherwise, checks against a glob-style pattern.

resolve_custom_setting class method¶

CustomData.resolve_custom_setting(
    *args,
    **kwargs
)

HasSettings.resolve_setting() with path_id="custom".

set_custom_settings class method¶

CustomData.set_custom_settings(
    *args,
    **kwargs
)

HasSettings.set_settings() with path_id="custom".