DataProvider#
- class qf_lib.data_providers.data_provider.DataProvider(timer: Timer | None = None)[source]#
Bases:
objectAn interface for data providers (for example AbstractPriceDataProvider).
- abstractmethod get_history(tickers: Ticker | Sequence[Ticker], fields: str | Sequence[str], start_date: datetime, end_date: datetime = None, frequency: Frequency = None, look_ahead_bias: bool = False, **kwargs) QFSeries | QFDataFrame | QFDataArray[source]#
Gets historical attributes (fields) of different securities (tickers).
- Parameters:
tickers (Ticker, Sequence[Ticker]) – tickers for securities which should be retrieved
fields (None, str, Sequence[str]) – fields of securities which should be retrieved.
start_date (datetime) – date representing the beginning of historical period from which data should be retrieved
end_date (datetime) – date representing the end of historical period from which data should be retrieved; if no end_date was provided, by default the current date will be used
frequency (Frequency) – frequency of the data
look_ahead_bias (bool) – if set to False, the look-ahead bias will be taken care of to make sure no future data is returned
kwargs – kwargs should not be used on the level of AbstractDataProvider. They are here to provide a common interface for all data providers since some of the specific data providers accept additional arguments
- Returns:
If possible the result will be squeezed, so that instead of returning a QFDataArray, data of lower dimensionality will be returned. The results will be either a QFDataArray (with 3 dimensions: date, ticker, field), a QFDataFrame (with 2 dimensions: date, ticker or field; it is also possible to get 2 dimensions ticker and field if single date was provided), a QFSeries (with 1 dimensions: date) or a float / str (in case if a single ticker, field and date were provided). If no data is available in the database or a non existing ticker was provided an empty structure (nan, QFSeries, QFDataFrame or QFDataArray) will be returned.
- Return type: