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File data loading #287

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chanhosuh opened this issue Dec 6, 2023 · 1 comment
Open
4 tasks

File data loading #287

chanhosuh opened this issue Dec 6, 2023 · 1 comment
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enhancement New feature or request

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@chanhosuh
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chanhosuh commented Dec 6, 2023

FileDataSource should implement a generic DataSource interface and be able to load a csv file of historical prices and volumes. It should return a Pandas Series-like object (can just use an actual Series for now) for each price/volume series. Might be good to just have each query return one series.

TODOs:

  • DataSource interface
  • FileDataSource class
  • In PriceVolume.__init__, replace fetching data with simply passing in price and volume series
  • Update the pipelines for the new logic: the file data sources will need to be called. One idea is to pass in DataSources as arguments to the pipeline function, and ApiDataSources can be defaults.

Last two items will prepare the step to replacing PriceVolume with a ReferenceMarket.

@chanhosuh chanhosuh added this to the Simulation Redesign milestone Dec 6, 2023
@chanhosuh chanhosuh added the enhancement New feature or request label Dec 6, 2023
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Data Loading

@nagakingg nagakingg mentioned this issue Jan 16, 2024
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