Data¶
-
class
quanttrader.data.backtest_data_feed.
BacktestDataFeed
(start_date=None, end_date=None)¶ BacktestDataFeed uses PLACEHOLDER to stream_next; actual data comes from data_board.get_hist_price This is an easy way to handle multiple sources
-
stream_next
()¶ Place the next TickEvent into the event queue.
-
subscribe_market_data
(symbols=None)¶ subscribe to market data
-
unsubscribe_market_data
(symbols=None)¶ unsubscribe market data
-
-
class
quanttrader.data.data_board.
DataBoard
¶ Data tracker that holds current market data info
-
get_hist_sym_time_index
(symbol)¶ retrieve historical calendar for a symbol this is not look forwward
-
get_hist_time_index
()¶ retrieve historical calendar this is not look forwward
-
get_last_price
(symbol)¶ Returns the most recent price for a given ticker
-
get_last_timestamp
(symbol)¶ Returns the most recent timestamp for a given ticker
-
-
class
quanttrader.data.live_data_feed.
LiveDataFeed
(events_queue, init_tickers=None, start_date=None, end_date=None, calc_adj_returns=False)¶ Live DataFeed class
-
stream_next
()¶ Place the next BarEvent onto the event queue.
-
subscribe_ticker
(ticker)¶ Subscribes the price handler to a new ticker symbol.
-