margot.data.column.columns¶
-
class
margot.data.column.columns.
BaseColumn
(time_series: str, *args, **kwargs)¶ A Column represents a single time series of a symbol.
This could be adjusted_close, open, volume - etc.
Example
volume = column.AlphaVantage(function=’historical_daily_adjusted’, field=’adjusted_close’)
- Parameters
function (str) – the name of the function passed to the Alphavantage API
time_series (str) – the name of the time_series that will be returned
-
get_label
()¶ Return the label for this column.
-
clone
()¶ Return a new instance of oneself.
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setup
(symbol: str, env: dict = {})¶ Setup the column.
Called by the Symbol so that the symbol name can be passed.
-
clean
(df)¶ Clean the data.
-
load_or_fetch_series
(symbol: str)¶ Load of fetch the Dataframe, return the series.
In order to return the time-series, first determine if we have it and can return it, or if we need to fetch it.
TODO: Test for up-to-dateness (or maybe that happens in Symbol)?
- Parameters
symbol (str) – the name of the symbol to fetch.
- Returns
time-series of the column
- Return type
pd.Series
-
refresh
()¶ Refresh the data from the source.
- Returns
the whole dataframe (cleaned)
- Return type
pd.DataFrame
-
load
(symbol: str)¶ Load it.
-
save
(df, symbol)¶ Save it.
-
get_series
(when=None)¶ Get the data series as a pandas series.
- Parameters
when (datetime) –
- Returns
time series of the field
- Return type
pd.Series
-
property
latest
¶ Return the latest value in this series.