asset_filter fix, revert old bundle paths, BaseBundle exception fix

This commit is contained in:
Victor Grau Serrat
2017-08-08 21:13:59 +02:00
parent c494ac64ca
commit cafd79bd0f
3 changed files with 17 additions and 9 deletions
+5 -6
View File
@@ -296,14 +296,12 @@ class BaseBundle(object):
except Exception as e: except Exception as e:
log.exception( log.exception(
'Failed to load metadata from {}. ' 'Failed to load metadata from {}. '
'Retrying.'.format( 'Retrying.'.format(self.name)
name=self.name,
)
) )
else: else:
raise ValueError( raise ValueError(
'Failed to download metadata page %d after %d ' 'Failed to download metadata page {} after {} '
'attempts.'.format(page_number, retries), 'attempts.'.format(page_number, retries)
) )
@@ -313,7 +311,8 @@ class BaseBundle(object):
# Apply selective asset filtering, useful for benchmark # Apply selective asset filtering, useful for benchmark
# ingestion. # ingestion.
raw = raw[raw.symbol.isin(self._asset_filter)] if self._asset_filter:
raw = raw[raw.symbol.isin(self._asset_filter)]
# Update cached value for key. # Update cached value for key.
cache[key] = raw cache[key] = raw
+2 -2
View File
@@ -90,13 +90,13 @@ def cache_relative(bundle_name, timestr, environ=None):
def daily_relative(bundle_name, timestr, environ=None): def daily_relative(bundle_name, timestr, environ=None):
return bundle_name, timestr, 'daily.bcolz' return bundle_name, timestr, 'daily_equities.bcolz'
def five_minute_relative(bundle_name, timestr, environ=None): def five_minute_relative(bundle_name, timestr, environ=None):
return bundle_name, timestr, 'five_minute.bcolz' return bundle_name, timestr, 'five_minute.bcolz'
def minute_relative(bundle_name, timestr, environ=None): def minute_relative(bundle_name, timestr, environ=None):
return bundle_name, timestr, 'minute.bcolz' return bundle_name, timestr, 'minute_equities.bcolz'
def asset_db_relative(bundle_name, timestr, environ=None, db_version=None): def asset_db_relative(bundle_name, timestr, environ=None, db_version=None):
+10 -1
View File
@@ -155,4 +155,13 @@ class PoloniexBundle(BaseCryptoPricingBundle):
query=urlencode(query_params), query=urlencode(query_params),
) )
register_bundle(PoloniexBundle, ['USDT_BTC']) '''
As a second parameter, you can pass an array of currency pairs
that will be processed as an asset_filter to only process that
subset of assets in the bundle, such as:
register_bundle(PoloniexBundle, ['USDT_BTC',])
For a production environment make sure to use (to bundle all pairs):
register_bundle(PoloniexBundle)
'''
register_bundle(PoloniexBundle)