Merge pull request from pikers/drop_pandas

Drop `pandas`
flexxin
goodboy 2022-05-15 13:57:06 -04:00 committed by GitHub
commit 9f47515f59
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5 changed files with 60 additions and 75 deletions

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@ -23,7 +23,6 @@ from operator import attrgetter
from operator import itemgetter
import click
import pandas as pd
import trio
import tractor
@ -47,8 +46,10 @@ _watchlists_data_path = os.path.join(_config_dir, 'watchlists.json')
@click.argument('kwargs', nargs=-1)
@click.pass_obj
def api(config, meth, kwargs, keys):
"""Make a broker-client API method call
"""
'''
Make a broker-client API method call
'''
# global opts
broker = config['brokers'][0]
@ -79,13 +80,13 @@ def api(config, meth, kwargs, keys):
@cli.command()
@click.option('--df-output', '-df', flag_value=True,
help='Output in `pandas.DataFrame` format')
@click.argument('tickers', nargs=-1, required=True)
@click.pass_obj
def quote(config, tickers, df_output):
"""Print symbol quotes to the console
"""
def quote(config, tickers):
'''
Print symbol quotes to the console
'''
# global opts
brokermod = config['brokermods'][0]
@ -100,28 +101,19 @@ def quote(config, tickers, df_output):
if ticker not in syms:
brokermod.log.warn(f"Could not find symbol {ticker}?")
if df_output:
cols = next(filter(bool, quotes)).copy()
cols.pop('symbol')
df = pd.DataFrame(
(quote or {} for quote in quotes),
columns=cols,
)
click.echo(df)
else:
click.echo(colorize_json(quotes))
click.echo(colorize_json(quotes))
@cli.command()
@click.option('--df-output', '-df', flag_value=True,
help='Output in `pandas.DataFrame` format')
@click.option('--count', '-c', default=1000,
help='Number of bars to retrieve')
@click.argument('symbol', required=True)
@click.pass_obj
def bars(config, symbol, count, df_output):
"""Retreive 1m bars for symbol and print on the console
"""
def bars(config, symbol, count):
'''
Retreive 1m bars for symbol and print on the console
'''
# global opts
brokermod = config['brokermods'][0]
@ -133,7 +125,7 @@ def bars(config, symbol, count, df_output):
brokermod,
symbol,
count=count,
as_np=df_output
as_np=False,
)
)
@ -141,10 +133,7 @@ def bars(config, symbol, count, df_output):
log.error(f"No quotes could be found for {symbol}?")
return
if df_output:
click.echo(pd.DataFrame(bars))
else:
click.echo(colorize_json(bars))
click.echo(colorize_json(bars))
@cli.command()
@ -156,8 +145,10 @@ def bars(config, symbol, count, df_output):
@click.argument('name', nargs=1, required=True)
@click.pass_obj
def record(config, rate, name, dhost, filename):
"""Record client side quotes to a file on disk
"""
'''
Record client side quotes to a file on disk
'''
# global opts
brokermod = config['brokermods'][0]
loglevel = config['loglevel']
@ -195,8 +186,10 @@ def record(config, rate, name, dhost, filename):
@click.argument('symbol', required=True)
@click.pass_context
def contracts(ctx, loglevel, broker, symbol, ids):
"""Get list of all option contracts for symbol
"""
'''
Get list of all option contracts for symbol
'''
brokermod = get_brokermod(broker)
get_console_log(loglevel)
@ -213,14 +206,14 @@ def contracts(ctx, loglevel, broker, symbol, ids):
@cli.command()
@click.option('--df-output', '-df', flag_value=True,
help='Output in `pandas.DataFrame` format')
@click.option('--date', '-d', help='Contracts expiry date')
@click.argument('symbol', required=True)
@click.pass_obj
def optsquote(config, symbol, df_output, date):
"""Retreive symbol option quotes on the console
"""
def optsquote(config, symbol, date):
'''
Retreive symbol option quotes on the console
'''
# global opts
brokermod = config['brokermods'][0]
@ -233,22 +226,17 @@ def optsquote(config, symbol, df_output, date):
log.error(f"No option quotes could be found for {symbol}?")
return
if df_output:
df = pd.DataFrame(
(quote.values() for quote in quotes),
columns=quotes[0].keys(),
)
click.echo(df)
else:
click.echo(colorize_json(quotes))
click.echo(colorize_json(quotes))
@cli.command()
@click.argument('tickers', nargs=-1, required=True)
@click.pass_obj
def symbol_info(config, tickers):
"""Print symbol quotes to the console
"""
'''
Print symbol quotes to the console
'''
# global opts
brokermod = config['brokermods'][0]
@ -270,8 +258,10 @@ def symbol_info(config, tickers):
@click.argument('pattern', required=True)
@click.pass_obj
def search(config, pattern):
"""Search for symbols from broker backend(s).
"""
'''
Search for symbols from broker backend(s).
'''
# global opts
brokermods = config['brokermods']

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@ -35,7 +35,6 @@ import pendulum
import trio
import tractor
from async_generator import asynccontextmanager
import pandas as pd
import numpy as np
import wrapt
import asks
@ -669,7 +668,7 @@ def get_OHLCV(
"""
del bar['end']
del bar['VWAP']
bar['start'] = pd.Timestamp(bar['start']).value/10**9
bar['start'] = pendulum.from_timestamp(bar['start']) / 10**9
return tuple(bar.values())

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@ -40,7 +40,6 @@ from bidict import bidict
import msgpack
import pyqtgraph as pg
import numpy as np
import pandas as pd
import tractor
from trio_websocket import open_websocket_url
from anyio_marketstore import (
@ -268,7 +267,7 @@ def quote_to_marketstore_structarray(
'''
if last_fill:
# new fill bby
now = timestamp(last_fill)
now = int(pendulum.parse(last_fill).timestamp)
else:
# this should get inserted upstream by the broker-client to
# subtract from IPC latency
@ -298,15 +297,6 @@ def quote_to_marketstore_structarray(
return np.array([tuple(array_input)], dtype=_quote_dt)
def timestamp(date, **kwargs) -> int:
'''
Return marketstore compatible 'Epoch' integer in nanoseconds
from a date formatted str.
'''
return int(pd.Timestamp(date, **kwargs).value)
@acm
async def get_client(
host: str = 'localhost',

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@ -19,10 +19,10 @@ Chart axes graphics and behavior.
"""
from functools import lru_cache
from typing import List, Tuple, Optional, Callable
from typing import Optional, Callable
from math import floor
import pandas as pd
import numpy as np
import pyqtgraph as pg
from PyQt5 import QtCore, QtGui, QtWidgets
from PyQt5.QtCore import QPointF
@ -103,7 +103,7 @@ class Axis(pg.AxisItem):
def size_to_values(self) -> None:
pass
def txt_offsets(self) -> Tuple[int, int]:
def txt_offsets(self) -> tuple[int, int]:
return tuple(self.style['tickTextOffset'])
@ -218,9 +218,9 @@ class DynamicDateAxis(Axis):
def _indexes_to_timestrs(
self,
indexes: List[int],
indexes: list[int],
) -> List[str]:
) -> list[str]:
chart = self.linkedsplits.chart
bars = chart._arrays[chart.name]
@ -241,10 +241,17 @@ class DynamicDateAxis(Axis):
)]
# TODO: **don't** have this hard coded shift to EST
dts = pd.to_datetime(epochs, unit='s') # - 4*pd.offsets.Hour()
# delay = times[-1] - times[-2]
dts = np.array(epochs, dtype='datetime64[s]')
delay = times[-1] - times[-2]
return dts.strftime(self.tick_tpl[delay])
# see units listing:
# https://numpy.org/devdocs/reference/arrays.datetime.html#datetime-units
return list(np.datetime_as_string(dts))
# TODO: per timeframe formatting?
# - we probably need this based on zoom now right?
# prec = self.np_dt_precision[delay]
# return dts.strftime(self.tick_tpl[delay])
def tickStrings(
self,
@ -430,7 +437,7 @@ class XAxisLabel(AxisLabel):
| QtCore.Qt.AlignCenter
)
def size_hint(self) -> Tuple[float, float]:
def size_hint(self) -> tuple[float, float]:
# size to parent axis height
return self._parent.height(), None
@ -444,11 +451,11 @@ class XAxisLabel(AxisLabel):
timestrs = self._parent._indexes_to_timestrs([int(value)])
if not timestrs.any():
if not len(timestrs):
return
pad = 1*' '
self.label_str = pad + timestrs[0] + pad
self.label_str = pad + str(timestrs[0]) + pad
_, y_offset = self._parent.txt_offsets()
@ -509,7 +516,7 @@ class YAxisLabel(AxisLabel):
if getattr(self._parent, 'txt_offsets', False):
self.x_offset, y_offset = self._parent.txt_offsets()
def size_hint(self) -> Tuple[float, float]:
def size_hint(self) -> tuple[float, float]:
# size to parent axis width(-ish)
wsh = self._dpifont.boundingRect(' ').height() / 2
return (

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@ -68,7 +68,6 @@ setup(
'cython',
'numpy',
'numba',
'pandas',
# UI
'PyQt5',