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updater module¶

Class for scheduling data updates.

VectorBT PRO

Data savers periodically fetch new data and write it to CSV or HDF5. Parallel data updates process multiple symbols concurrently.

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().