Merge pull request #320 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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GPG Key ID: 4AEE18F83AFDEB23
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 from operator import itemgetter
import click import click
import pandas as pd
import trio import trio
import tractor import tractor
@ -47,8 +46,10 @@ _watchlists_data_path = os.path.join(_config_dir, 'watchlists.json')
@click.argument('kwargs', nargs=-1) @click.argument('kwargs', nargs=-1)
@click.pass_obj @click.pass_obj
def api(config, meth, kwargs, keys): def api(config, meth, kwargs, keys):
"""Make a broker-client API method call '''
""" Make a broker-client API method call
'''
# global opts # global opts
broker = config['brokers'][0] broker = config['brokers'][0]
@ -79,13 +80,13 @@ def api(config, meth, kwargs, keys):
@cli.command() @cli.command()
@click.option('--df-output', '-df', flag_value=True,
help='Output in `pandas.DataFrame` format')
@click.argument('tickers', nargs=-1, required=True) @click.argument('tickers', nargs=-1, required=True)
@click.pass_obj @click.pass_obj
def quote(config, tickers, df_output): def quote(config, tickers):
"""Print symbol quotes to the console '''
""" Print symbol quotes to the console
'''
# global opts # global opts
brokermod = config['brokermods'][0] brokermod = config['brokermods'][0]
@ -100,28 +101,19 @@ def quote(config, tickers, df_output):
if ticker not in syms: if ticker not in syms:
brokermod.log.warn(f"Could not find symbol {ticker}?") 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() @cli.command()
@click.option('--df-output', '-df', flag_value=True,
help='Output in `pandas.DataFrame` format')
@click.option('--count', '-c', default=1000, @click.option('--count', '-c', default=1000,
help='Number of bars to retrieve') help='Number of bars to retrieve')
@click.argument('symbol', required=True) @click.argument('symbol', required=True)
@click.pass_obj @click.pass_obj
def bars(config, symbol, count, df_output): def bars(config, symbol, count):
"""Retreive 1m bars for symbol and print on the console '''
""" Retreive 1m bars for symbol and print on the console
'''
# global opts # global opts
brokermod = config['brokermods'][0] brokermod = config['brokermods'][0]
@ -133,7 +125,7 @@ def bars(config, symbol, count, df_output):
brokermod, brokermod,
symbol, symbol,
count=count, count=count,
as_np=df_output as_np=False,
) )
) )
@ -141,9 +133,6 @@ def bars(config, symbol, count, df_output):
log.error(f"No quotes could be found for {symbol}?") log.error(f"No quotes could be found for {symbol}?")
return return
if df_output:
click.echo(pd.DataFrame(bars))
else:
click.echo(colorize_json(bars)) click.echo(colorize_json(bars))
@ -156,8 +145,10 @@ def bars(config, symbol, count, df_output):
@click.argument('name', nargs=1, required=True) @click.argument('name', nargs=1, required=True)
@click.pass_obj @click.pass_obj
def record(config, rate, name, dhost, filename): 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 # global opts
brokermod = config['brokermods'][0] brokermod = config['brokermods'][0]
loglevel = config['loglevel'] loglevel = config['loglevel']
@ -195,8 +186,10 @@ def record(config, rate, name, dhost, filename):
@click.argument('symbol', required=True) @click.argument('symbol', required=True)
@click.pass_context @click.pass_context
def contracts(ctx, loglevel, broker, symbol, ids): 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) brokermod = get_brokermod(broker)
get_console_log(loglevel) get_console_log(loglevel)
@ -213,14 +206,14 @@ def contracts(ctx, loglevel, broker, symbol, ids):
@cli.command() @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.option('--date', '-d', help='Contracts expiry date')
@click.argument('symbol', required=True) @click.argument('symbol', required=True)
@click.pass_obj @click.pass_obj
def optsquote(config, symbol, df_output, date): def optsquote(config, symbol, date):
"""Retreive symbol option quotes on the console '''
""" Retreive symbol option quotes on the console
'''
# global opts # global opts
brokermod = config['brokermods'][0] brokermod = config['brokermods'][0]
@ -233,13 +226,6 @@ def optsquote(config, symbol, df_output, date):
log.error(f"No option quotes could be found for {symbol}?") log.error(f"No option quotes could be found for {symbol}?")
return 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))
@ -247,8 +233,10 @@ def optsquote(config, symbol, df_output, date):
@click.argument('tickers', nargs=-1, required=True) @click.argument('tickers', nargs=-1, required=True)
@click.pass_obj @click.pass_obj
def symbol_info(config, tickers): def symbol_info(config, tickers):
"""Print symbol quotes to the console '''
""" Print symbol quotes to the console
'''
# global opts # global opts
brokermod = config['brokermods'][0] brokermod = config['brokermods'][0]
@ -270,8 +258,10 @@ def symbol_info(config, tickers):
@click.argument('pattern', required=True) @click.argument('pattern', required=True)
@click.pass_obj @click.pass_obj
def search(config, pattern): def search(config, pattern):
"""Search for symbols from broker backend(s). '''
""" Search for symbols from broker backend(s).
'''
# global opts # global opts
brokermods = config['brokermods'] brokermods = config['brokermods']

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

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

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

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