HaverDataProvider
- class qf_lib.data_providers.haver.haver_data_provider.HaverDataProvider(settings: Settings)[source]
Bases:
AbstractPriceDataProvider
Constructs a new
HaverDataProvider
instance.- Parameters:
settings – Settings object, which should contain path to the directory with the Haver database
Methods:
expiration_date_field_str_map
([ticker])Method has to be implemented in each data provider in order to be able to use get_futures_chain_tickers.
get_history
(tickers[, fields, start_date, ...])Gets historical fields for Haver tickers.
Haver stores only end of day figures.
Returns classes of tickers which are supported by this DataProvider.
- expiration_date_field_str_map(ticker: Optional[Ticker] = None) Dict[ExpirationDateField, str] [source]
Method has to be implemented in each data provider in order to be able to use get_futures_chain_tickers. Returns dictionary containing mapping between ExpirationDateField and corresponding string that has to be used by get_futures_chain_tickers method.
- Parameters:
ticker (None, Ticker) – ticker is optional and might be uses by particular data providers to create appropriate dictionary
- Returns:
mapping between ExpirationDateField and corresponding strings
- Return type:
Dict[ExpirationDateField, str]
- get_history(tickers: Union[HaverTicker, Sequence[HaverTicker]], fields=None, start_date: Optional[datetime] = None, end_date: Optional[datetime] = None, **kwargs) Union[QFSeries, QFDataFrame] [source]
Gets historical fields for Haver tickers.
- Parameters:
tickers (HaverTicker, Sequence[HaverTicker]) – Haver tickers, for which the prices should be returned
fields – should be equal to None as each ticker corresponds to one timeseries and there is no such thing as a field in the Haver DB
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
- Return type:
- price_field_to_str_map() Dict[PriceField, Optional[str]] [source]
Haver stores only end of day figures. Use PriceField.Close to obtain them