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updater module

Class for scheduling data updates.

DataUpdater class

DataUpdater(
    data,
    schedule_manager=None,
    **kwargs
)

Class for scheduling data updates.

Usage

  • Update in the foreground:
>>> import vectorbt as vbt

>>> class MyDataUpdater(vbt.DataUpdater):
...     def __init__(self, *args, **kwargs):
...         super().__init__(*args, **kwargs)
...         self.update_count = 0
...
...     def update(self, count_limit=None):
...         prev_index_len = len(self.data.wrapper.index)
...         super().update()
...         new_index_len = len(self.data.wrapper.index)
...         print(f"Data updated with {new_index_len - prev_index_len} data points")
...         self.update_count += 1
...         if count_limit is not None and self.update_count >= count_limit:
...             raise vbt.CancelledError

>>> data = vbt.GBMData.download('SYMBOL', start='1 minute ago', freq='1s')
>>> my_updater = MyDataUpdater(data)
>>> my_updater.update_every(count_limit=10)
Data updated with 1 data points
Data updated with 1 data points
Data updated with 1 data points
Data updated with 1 data points
Data updated with 1 data points
Data updated with 1 data points
Data updated with 1 data points
Data updated with 1 data points
Data updated with 1 data points
Data updated with 1 data points

>>> my_updater.data.get()
2021-05-02 16:53:51.755347+00:00    96.830482
2021-05-02 16:53:52.755347+00:00    94.481883
2021-05-02 16:53:53.755347+00:00    94.327835
2021-05-02 16:53:54.755347+00:00    90.178038
2021-05-02 16:53:55.755347+00:00    88.260168
                                      ...
2021-05-02 16:54:57.755347+00:00    99.342590
2021-05-02 16:54:58.755347+00:00    94.872893
2021-05-02 16:54:59.755347+00:00    93.212823
2021-05-02 16:55:00.755347+00:00    95.199882
2021-05-02 16:55:01.755347+00:00    93.070532
Freq: S, Length: 71, dtype: float64
  • Update in the background:
>>> my_updater = MyDataUpdater(my_updater.data)
>>> my_updater.update_every(in_background=True, count_limit=10)
Data updated with 1 data points
Data updated with 1 data points
Data updated with 1 data points
Data updated with 1 data points
Data updated with 1 data points
Data updated with 1 data points
Data updated with 1 data points
Data updated with 1 data points
Data updated with 1 data points
Data updated with 1 data points

>>> my_updater.data.get()
2021-05-02 16:53:51.755347+00:00    96.830482
2021-05-02 16:53:52.755347+00:00    94.481883
2021-05-02 16:53:53.755347+00:00    94.327835
2021-05-02 16:53:54.755347+00:00    90.178038
2021-05-02 16:53:55.755347+00:00    88.260168
                                      ...
2021-05-02 16:55:07.755347+00:00    94.502885
2021-05-02 16:55:08.755347+00:00    94.823707
2021-05-02 16:55:09.755347+00:00    92.570025
2021-05-02 16:55:10.755347+00:00    84.239018
2021-05-02 16:55:11.755347+00:00    81.294486
Freq: S, Length: 81, dtype: float64

Superclasses

Inherited members

data property

Data instance.

See Data.

schedule_manager property

Schedule manager instance.

See ScheduleManager.

update method

DataUpdater.update(
    **kwargs
)

Method that updates data.

Override to do pre- and postprocessing.

To stop this method from running again, raise CancelledError.

update_every method

DataUpdater.update_every(
    *args,
    to=None,
    tags=None,
    in_background=False,
    start_kwargs=None,
    **kwargs
)

Schedule DataUpdater.update().

For *args, to and tags, see ScheduleManager.every().

If in_background is set to True, starts in the background as an asyncio task. The task can be stopped with ScheduleManager.stop().

**kwargs are passed to DataUpdater.update().