Merge pull request #320 from pikers/drop_pandas

Drop `pandas`

piker/brokers/cli.py

@@ -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):
+def quote(config, tickers):
-    """Print symbol quotes to the console
+    '''
-    """
+    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:
+    click.echo(colorize_json(quotes))
-        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))
 
 
 @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):
+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
     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(colorize_json(bars))
-        click.echo(pd.DataFrame(bars))
-    else:
-        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):
+def optsquote(config, symbol, date):
-    """Retreive symbol option quotes on the console
+    '''
-    """
+    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:
+    click.echo(colorize_json(quotes))
-        df = pd.DataFrame(
-            (quote.values() for quote in quotes),
-            columns=quotes[0].keys(),
-        )
-        click.echo(df)
-    else:
-        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']
 

piker/brokers/questrade.py

@@ -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())
 
 

piker/data/marketstore.py

@@ -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',

piker/ui/_axes.py

@@ -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]
+        # 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(
         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 (

setup.py

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