Files
catalyst/catalyst/exchange/exchange_bundle.py
T
2017-11-03 21:04:16 -04:00

846 lines
28 KiB
Python

import os
import shutil
from itertools import chain
import pandas as pd
from catalyst.assets._assets import TradingPair
from logbook import Logger
from pandas.tslib import Timestamp
from pytz import UTC
from six import itervalues
from catalyst import get_calendar
from catalyst.constants import LOG_LEVEL
from catalyst.data.minute_bars import BcolzMinuteOverlappingData, \
BcolzMinuteBarMetadata
from catalyst.exchange.bundle_utils import range_in_bundle, \
get_bcolz_chunk, get_delta, get_month_start_end, \
get_year_start_end, get_df_from_arrays, get_start_dt, get_period_label
from catalyst.exchange.exchange_bcolz import BcolzExchangeBarReader, \
BcolzExchangeBarWriter
from catalyst.exchange.exchange_errors import EmptyValuesInBundleError, \
TempBundleNotFoundError, \
NoDataAvailableOnExchange, \
PricingDataNotLoadedError
from catalyst.exchange.exchange_utils import get_exchange_folder
from catalyst.utils.cli import maybe_show_progress
from catalyst.utils.paths import ensure_directory
import os
import shutil
from itertools import chain
import pandas as pd
from catalyst.assets._assets import TradingPair
from logbook import Logger
from pandas.tslib import Timestamp
from pytz import UTC
from six import itervalues
from catalyst import get_calendar
from catalyst.constants import LOG_LEVEL
from catalyst.data.minute_bars import BcolzMinuteOverlappingData, \
BcolzMinuteBarMetadata
from catalyst.exchange.bundle_utils import range_in_bundle, \
get_bcolz_chunk, get_delta, get_month_start_end, \
get_year_start_end, get_df_from_arrays, get_start_dt, get_period_label
from catalyst.exchange.exchange_bcolz import BcolzExchangeBarReader, \
BcolzExchangeBarWriter
from catalyst.exchange.exchange_errors import EmptyValuesInBundleError, \
TempBundleNotFoundError, \
NoDataAvailableOnExchange, \
PricingDataNotLoadedError
from catalyst.exchange.exchange_utils import get_exchange_folder
from catalyst.utils.cli import maybe_show_progress
from catalyst.utils.paths import ensure_directory
log = Logger('exchange_bundle', level=LOG_LEVEL)
BUNDLE_NAME_TEMPLATE = os.path.join('{root}', '{frequency}_bundle')
def _cachpath(symbol, type_):
return '-'.join([symbol, type_])
class ExchangeBundle:
def __init__(self, exchange):
self.exchange = exchange
self.minutes_per_day = 1440
self.default_ohlc_ratio = 1000000
self._writers = dict()
self._readers = dict()
self.calendar = get_calendar('OPEN')
def get_assets(self, include_symbols, exclude_symbols):
# TODO: filter exclude symbols assets
if include_symbols is not None:
include_symbols_list = include_symbols.split(',')
return self.exchange.get_assets(include_symbols_list)
else:
return self.exchange.get_assets()
def get_reader(self, data_frequency, path=None):
"""
Get a data writer object, either a new object or from cache
Returns
-------
BcolzMinuteBarReader | BcolzDailyBarReader
"""
if path is None:
root = get_exchange_folder(self.exchange.name)
path = BUNDLE_NAME_TEMPLATE.format(
root=root,
frequency=data_frequency
)
if path in self._readers and self._readers[path] is not None:
return self._readers[path]
try:
self._readers[path] = BcolzExchangeBarReader(
rootdir=path,
data_frequency=data_frequency
)
except IOError:
self._readers[path] = None
return self._readers[path]
def update_metadata(self, writer, start_dt, end_dt):
pass
def get_writer(self, start_dt, end_dt, data_frequency):
"""
Get a data writer object, either a new object or from cache
Returns
-------
BcolzMinuteBarWriter | BcolzDailyBarWriter
"""
root = get_exchange_folder(self.exchange.name)
path = BUNDLE_NAME_TEMPLATE.format(
root=root,
frequency=data_frequency
)
if path in self._writers:
return self._writers[path]
ensure_directory(path)
if len(os.listdir(path)) > 0:
metadata = BcolzMinuteBarMetadata.read(path)
write_metadata = False
if start_dt < metadata.start_session:
write_metadata = True
start_session = start_dt
else:
start_session = metadata.start_session
if end_dt > metadata.end_session:
write_metadata = True
end_session = end_dt
else:
end_session = metadata.end_session
self._writers[path] = \
BcolzExchangeBarWriter(
rootdir=path,
start_session=start_session,
end_session=end_session,
write_metadata=write_metadata,
data_frequency=data_frequency
)
else:
self._writers[path] = BcolzExchangeBarWriter(
rootdir=path,
start_session=start_dt,
end_session=end_dt,
write_metadata=True,
data_frequency=data_frequency
)
return self._writers[path]
def filter_existing_assets(self, assets, start_dt, end_dt, data_frequency):
"""
For each asset, get the close on the start and end dates of the chunk.
If the data exists, the chunk ingestion is complete.
If any data is missing we ingest the data.
Parameters
----------
assets: list[TradingPair]
The assets is scope.
start_dt: datetime
The chunk start date.
end_dt: datetime
The chunk end date.
data_frequency: str
Returns
-------
list[TradingPair]
The assets missing from the bundle
"""
reader = self.get_reader(data_frequency)
missing_assets = []
for asset in assets:
has_data = range_in_bundle(asset, start_dt, end_dt, reader)
if not has_data:
missing_assets.append(asset)
return missing_assets
def _write(self, data, writer, data_frequency):
try:
writer.write(
data=data,
show_progress=False,
invalid_data_behavior='raise'
)
except BcolzMinuteOverlappingData as e:
log.debug('chunk already exists: {}'.format(e))
except Exception as e:
log.warn('error when writing data: {}, trying again'.format(e))
# This is workaround, there is an issue with empty
# session_label when using a newly created writer
del self._writers[writer._rootdir]
writer = self.get_writer(writer._start_session,
writer._end_session, data_frequency)
writer.write(
data=data,
show_progress=False,
invalid_data_behavior='raise'
)
def get_calendar_periods_range(self, start_dt, end_dt, data_frequency):
"""
Get a list of dates for the specified range.
Parameters
----------
start_dt: datetime
end_dt: datetime
data_frequency: str
Returns
-------
list[datetime]
"""
return self.calendar.minutes_in_range(start_dt, end_dt) \
if data_frequency == 'minute' \
else self.calendar.sessions_in_range(start_dt, end_dt)
def ingest_df(self, ohlcv_df, data_frequency, asset, writer,
empty_rows_behavior='strip'):
"""
Ingest a DataFrame of OHLCV data for a given market.
Parameters
----------
ohlcv_df: DataFrame
data_frequency: str
asset: TradingPair
writer:
empty_rows_behavior: str
"""
if empty_rows_behavior is not 'ignore':
nan_rows = ohlcv_df[ohlcv_df.isnull().T.any().T].index
if len(nan_rows) > 0:
dates = []
previous_date = None
for row_date in nan_rows.values:
row_date = pd.to_datetime(row_date)
if previous_date is None:
dates.append(row_date)
else:
seq_date = previous_date + get_delta(1, data_frequency)
if row_date > seq_date:
dates.append(previous_date)
dates.append(row_date)
previous_date = row_date
dates.append(pd.to_datetime(nan_rows.values[-1]))
name = '{} from {} to {}'.format(
asset.symbol, ohlcv_df.index[0], ohlcv_df.index[-1]
)
if empty_rows_behavior == 'warn':
log.warn(
'\n{name} with end minute {end_minute} has empty rows '
'in ranges: {dates}'.format(
name=name,
end_minute=asset.end_minute,
dates=dates
)
)
elif empty_rows_behavior == 'raise':
raise EmptyValuesInBundleError(
name=name,
end_minute=asset.end_minute,
dates=dates
)
else:
ohlcv_df.dropna(inplace=True)
data = []
if not ohlcv_df.empty:
ohlcv_df.sort_index(inplace=True)
data.append((asset.sid, ohlcv_df))
self._write(data, writer, data_frequency)
def ingest_ctable(self, asset, data_frequency, period,
writer, empty_rows_behavior='strip', cleanup=False):
"""
Merge a ctable bundle chunk into the main bundle for the exchange.
Parameters
----------
asset: TradingPair
data_frequency: str
period: str
writer:
empty_rows_behavior: str
Ensure that the bundle does not have any missing data.
cleanup: bool
Remove the temp bundle directory after ingestion.
:return:
"""
# Download and extract the bundle
path = get_bcolz_chunk(
exchange_name=self.exchange.name,
symbol=asset.symbol,
data_frequency=data_frequency,
period=period
)
reader = self.get_reader(data_frequency, path=path)
if reader is None:
raise TempBundleNotFoundError(path=path)
start_dt = reader.first_trading_day
end_dt = reader.last_available_dt
if data_frequency == 'daily':
end_dt = end_dt - pd.Timedelta(hours=23, minutes=59)
arrays = None
try:
arrays = reader.load_raw_arrays(
sids=[asset.sid],
fields=['open', 'high', 'low', 'close', 'volume'],
start_dt=start_dt,
end_dt=end_dt
)
except Exception as e:
log.warn('skipping ctable for {} from {} to {}: {}'.format(
asset.symbol, start_dt, end_dt, e
))
if not arrays:
return reader._rootdir
periods = self.get_calendar_periods_range(
start_dt, end_dt, data_frequency
)
df = get_df_from_arrays(arrays, periods)
self.ingest_df(
ohlcv_df=df,
data_frequency=data_frequency,
asset=asset,
writer=writer,
empty_rows_behavior=empty_rows_behavior
)
if cleanup:
log.debug(
'removing bundle folder following ingestion: {}'.format(
reader._rootdir)
)
shutil.rmtree(reader._rootdir)
return reader._rootdir
def get_adj_dates(self, start, end, assets, data_frequency):
"""
Contains a date range to the trading availability of the specified
markets.
Parameters
----------
start: datetime
end: datetime
assets: list[TradingPair]
data_frequency: str
Returns
-------
datetime, datetime
"""
earliest_trade = None
last_entry = None
for asset in assets:
if earliest_trade is None or earliest_trade > asset.start_date:
if asset.start_date >= self.calendar.first_session:
earliest_trade = asset.start_date
else:
earliest_trade = self.calendar.first_session
end_asset = asset.end_minute if data_frequency == 'minute' else \
asset.end_daily
if end_asset is not None:
if last_entry is None or end_asset > last_entry:
last_entry = end_asset
else:
end = None
last_entry = None
if start is None or \
(earliest_trade is not None and earliest_trade > start):
start = earliest_trade
if end is None or (last_entry is not None and end > last_entry):
end = last_entry
if end is None or start is None or start >= end:
raise NoDataAvailableOnExchange(
exchange=asset.exchange.title(),
symbol=[asset.symbol],
data_frequency=data_frequency,
)
return start, end
def prepare_chunks(self, assets, data_frequency, start_dt, end_dt):
"""
Split a price data request into chunks corresponding to individual
bundles.
Parameters
----------
assets: list[TradingPair]
data_frequency: str
start_dt: datetime
end_dt: datetime
Returns
-------
dict[TradingPair, list[dict(str, Object]]]
"""
get_start_end = get_month_start_end \
if data_frequency == 'minute' else get_year_start_end
# Get a reader for the main bundle to verify if data exists
reader = self.get_reader(data_frequency)
chunks = dict()
for asset in assets:
try:
# Checking if the the asset has price data in the specified
# date range
adj_start, adj_end = self.get_adj_dates(
start_dt, end_dt, [asset], data_frequency
)
except NoDataAvailableOnExchange as e:
# If not, we continue to the next asset
log.debug('skipping {}: {}'.format(asset.symbol, e))
continue
dates = pd.date_range(
start=get_period_label(adj_start, data_frequency),
end=get_period_label(adj_end, data_frequency),
freq='MS' if data_frequency == 'minute' else 'AS',
tz=UTC
)
# Adjusting the last date of the range to avoid
# going over the asset's trading bounds
dates.values[0] = adj_start
dates.values[-1] = adj_end
chunks[asset] = []
for index, dt in enumerate(dates):
period_start, period_end = get_start_end(
dt=dt,
first_day=dt if index == 0 else None,
last_day=dt if index == len(dates) - 1 else None
)
# Currencies don't always start trading at midnight.
# Checking the last minute of the day instead.
range_start = period_start.replace(hour=23, minute=59) \
if data_frequency == 'minute' else period_start
# Checking if the data already exists in the bundle
# for the date range of the chunk. If not, we create
# a chunk for ingestion.
has_data = range_in_bundle(
asset, range_start, period_end, reader
)
if not has_data:
period = get_period_label(dt, data_frequency)
chunk = dict(
asset=asset,
period=period,
)
chunks[asset].append(chunk)
# We sort the chunks by end date to ingest most recent data first
chunks[asset].sort(
key=lambda chunk: pd.to_datetime(chunk['period'])
)
return chunks
def ingest_assets(self, assets, data_frequency, start_dt=None, end_dt=None,
show_progress=False, asset_chunks=False):
"""
Determine if data is missing from the bundle and attempt to ingest it.
Parameters
----------
assets: list[TradingPair]
data_frequency: str
start_dt: datetime
end_dt: datetime
show_progress: bool
asset_chunks: bool
"""
if start_dt is None:
start_dt = self.calendar.first_session
if end_dt is None:
end_dt = pd.Timestamp.utcnow()
get_start_end = get_month_start_end \
if data_frequency == 'minute' else get_year_start_end
# Assign the first and last day of the period
start_dt, _ = get_start_end(start_dt)
_, end_dt = get_start_end(end_dt)
chunks = self.prepare_chunks(
assets=assets,
data_frequency=data_frequency,
start_dt=start_dt,
end_dt=end_dt
)
# This is the common writer for the entire exchange bundle
# we want to give an end_date far in time
writer = self.get_writer(start_dt, end_dt, data_frequency)
if asset_chunks:
for asset in chunks:
with maybe_show_progress(
chunks[asset],
show_progress,
label='Ingesting {frequency} price data for '
'{symbol} on {exchange}'.format(
exchange=self.exchange.name,
frequency=data_frequency,
symbol=asset.symbol
)) as it:
for chunk in it:
self.ingest_ctable(
asset=chunk['asset'],
data_frequency=data_frequency,
period=chunk['period'],
writer=writer,
empty_rows_behavior='strip',
cleanup=True
)
else:
all_chunks = list(chain.from_iterable(itervalues(chunks)))
# We sort the chunks by end date to ingest most recent data first
all_chunks.sort(
key=lambda chunk: pd.to_datetime(chunk['period'])
)
with maybe_show_progress(
all_chunks,
show_progress,
label='Ingesting {frequency} price data on '
'{exchange}'.format(
exchange=self.exchange.name,
frequency=data_frequency,
)) as it:
for chunk in it:
self.ingest_ctable(
asset=chunk['asset'],
data_frequency=data_frequency,
period=chunk['period'],
writer=writer,
empty_rows_behavior='strip',
cleanup=True
)
def ingest(self, data_frequency, include_symbols=None,
exclude_symbols=None, start=None, end=None,
show_progress=True, environ=os.environ):
"""
Inject data based on specified parameters.
Parameters
----------
data_frequency: str
include_symbols: str
exclude_symbols: str
start: datetime
end: datetime
show_progress: bool
environ:
"""
assets = self.get_assets(include_symbols, exclude_symbols)
for frequency in data_frequency.split(','):
self.ingest_assets(assets, frequency, start, end,
show_progress)
def get_history_window_series_and_load(self,
assets,
end_dt,
bar_count,
field,
data_frequency,
algo_end_dt=None
):
"""
Retrieve price data history, ingest missing data.
Parameters
----------
assets: list[TradingPair]
end_dt: datetime
bar_count: int
field: str
data_frequency: str
algo_end_dt: datetime
Returns
-------
Series
"""
try:
series = self.get_history_window_series(
assets=assets,
end_dt=end_dt,
bar_count=bar_count,
field=field,
data_frequency=data_frequency
)
return pd.DataFrame(series)
except PricingDataNotLoadedError:
start_dt = get_start_dt(end_dt, bar_count, data_frequency)
log.info(
'pricing data for {symbol} not found in range '
'{start} to {end}, updating the bundles.'.format(
symbol=[asset.symbol for asset in assets],
start=start_dt,
end=end_dt
)
)
self.ingest_assets(
assets=assets,
start_dt=start_dt,
end_dt=algo_end_dt,
data_frequency=data_frequency,
show_progress=True,
asset_chunks=True
)
series = self.get_history_window_series(
assets=assets,
end_dt=end_dt,
bar_count=bar_count,
field=field,
data_frequency=data_frequency,
reset_reader=False
)
return series
def get_spot_values(self,
assets, # type: List[TradingPair]
field, # type: str
dt, # type: Timestamp
data_frequency, # type: str
reset_reader=False # type: bool
):
# type: (...) -> List[float]
"""
The spot values for the gives assets, field and date. Reads from
the exchange data bundle.
:param assets:
:param field:
:param dt:
:param data_frequency:
:param reset_reader:
:return:
"""
values = []
try:
reader = self.get_reader(data_frequency)
if reset_reader:
del self._readers[reader._rootdir]
reader = self.get_reader(data_frequency)
for asset in assets:
value = reader.get_value(
sid=asset.sid,
dt=dt,
field=field
)
values.append(value)
return values
except Exception:
symbols = [asset.symbol for asset in assets]
raise PricingDataNotLoadedError(
field=field,
first_trading_day=min([asset.start_date for asset in assets]),
exchange=self.exchange.name,
symbols=symbols,
symbol_list=','.join(symbols),
data_frequency=data_frequency
)
def get_history_window_series(self,
assets,
end_dt,
bar_count,
field,
data_frequency,
reset_reader=False):
start_dt = get_start_dt(end_dt, bar_count, data_frequency)
start_dt, end_dt = self.get_adj_dates(
start_dt, end_dt, assets, data_frequency
)
reader = self.get_reader(data_frequency)
if reset_reader:
del self._readers[reader._rootdir]
reader = self.get_reader(data_frequency)
if reader is None:
symbols = [asset.symbol for asset in assets]
raise PricingDataNotLoadedError(
field=field,
first_trading_day=min([asset.start_date for asset in assets]),
exchange=self.exchange.name,
symbols=symbols,
symbol_list=','.join(symbols),
data_frequency=data_frequency
)
for asset in assets:
asset_start_dt, asset_end_dt = self.get_adj_dates(
start_dt, end_dt, assets, data_frequency
)
in_bundle = range_in_bundle(
asset, asset_start_dt, asset_end_dt, reader
)
if not in_bundle:
raise PricingDataNotLoadedError(
field=field,
first_trading_day=asset.start_date,
exchange=self.exchange.name,
symbols=asset.symbol,
symbol_list=asset.symbol,
data_frequency=data_frequency
)
series = dict()
try:
arrays = reader.load_raw_arrays(
sids=[asset.sid for asset in assets],
fields=[field],
start_dt=start_dt,
end_dt=end_dt
)
except Exception:
symbols = [asset.symbol.encode('utf-8') for asset in assets]
raise PricingDataNotLoadedError(
field=field,
first_trading_day=min([asset.start_date for asset in assets]),
exchange=self.exchange.name,
symbols=symbols,
symbol_list=','.join(symbols),
data_frequency=data_frequency
)
periods = self.get_calendar_periods_range(
start_dt, end_dt, data_frequency
)
for asset_index, asset in enumerate(assets):
asset_values = arrays[asset_index]
value_series = pd.Series(asset_values.flatten(), index=periods)
series[asset] = value_series
return series
def clean(self, data_frequency):
log.debug('cleaning exchange {}, frequency {}'.format(
self.exchange.name, data_frequency
))
root = get_exchange_folder(self.exchange.name)
symbols = os.path.join(root, 'symbols.json')
if os.path.isfile(symbols):
os.remove(symbols)
temp_bundles = os.path.join(root, 'temp_bundles')
if os.path.isdir(temp_bundles):
log.debug('removing folder and content: {}'.format(temp_bundles))
shutil.rmtree(temp_bundles)
log.debug('{} removed'.format(temp_bundles))
frequencies = ['daily', 'minute'] if data_frequency is None \
else [data_frequency]
for frequency in frequencies:
label = '{}_bundle'.format(frequency)
frequency_bundle = os.path.join(root, label)
if os.path.isdir(frequency_bundle):
log.debug(
'removing folder and content: {}'.format(frequency_bundle)
)
shutil.rmtree(frequency_bundle)
log.debug('{} removed'.format(frequency_bundle))