mirror of
https://github.com/wassname/catalyst.git
synced 2026-08-15 12:15:22 +08:00
asset_filter fix, revert old bundle paths, BaseBundle exception fix
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@@ -296,14 +296,12 @@ class BaseBundle(object):
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except Exception as e:
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except Exception as e:
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log.exception(
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log.exception(
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'Failed to load metadata from {}. '
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'Failed to load metadata from {}. '
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'Retrying.'.format(
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'Retrying.'.format(self.name)
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name=self.name,
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)
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)
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)
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else:
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else:
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raise ValueError(
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raise ValueError(
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'Failed to download metadata page %d after %d '
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'Failed to download metadata page {} after {} '
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'attempts.'.format(page_number, retries),
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'attempts.'.format(page_number, retries)
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)
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)
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@@ -313,7 +311,8 @@ class BaseBundle(object):
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# Apply selective asset filtering, useful for benchmark
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# Apply selective asset filtering, useful for benchmark
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# ingestion.
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# ingestion.
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raw = raw[raw.symbol.isin(self._asset_filter)]
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if self._asset_filter:
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raw = raw[raw.symbol.isin(self._asset_filter)]
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# Update cached value for key.
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# Update cached value for key.
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cache[key] = raw
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cache[key] = raw
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@@ -90,13 +90,13 @@ def cache_relative(bundle_name, timestr, environ=None):
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def daily_relative(bundle_name, timestr, environ=None):
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def daily_relative(bundle_name, timestr, environ=None):
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return bundle_name, timestr, 'daily.bcolz'
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return bundle_name, timestr, 'daily_equities.bcolz'
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def five_minute_relative(bundle_name, timestr, environ=None):
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def five_minute_relative(bundle_name, timestr, environ=None):
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return bundle_name, timestr, 'five_minute.bcolz'
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return bundle_name, timestr, 'five_minute.bcolz'
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def minute_relative(bundle_name, timestr, environ=None):
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def minute_relative(bundle_name, timestr, environ=None):
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return bundle_name, timestr, 'minute.bcolz'
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return bundle_name, timestr, 'minute_equities.bcolz'
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def asset_db_relative(bundle_name, timestr, environ=None, db_version=None):
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def asset_db_relative(bundle_name, timestr, environ=None, db_version=None):
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@@ -155,4 +155,13 @@ class PoloniexBundle(BaseCryptoPricingBundle):
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query=urlencode(query_params),
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query=urlencode(query_params),
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)
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)
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register_bundle(PoloniexBundle, ['USDT_BTC'])
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'''
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As a second parameter, you can pass an array of currency pairs
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that will be processed as an asset_filter to only process that
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subset of assets in the bundle, such as:
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register_bundle(PoloniexBundle, ['USDT_BTC',])
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For a production environment make sure to use (to bundle all pairs):
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register_bundle(PoloniexBundle)
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'''
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register_bundle(PoloniexBundle)
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