wrapper

LetDataFeedWrapper

LetDataFeedWrapper(data: DataFrame)

Wrap DataFeed

Parameters:

• data (DataFrame) –

  DataFeed object

Raises:

• RuntimeError –

  description

Source code in lettrade/data/wrapper.py

def __init__(self, data: pd.DataFrame) -> None:
    """_summary_

    Args:
        data (pd.DataFrame): DataFeed object

    Raises:
        RuntimeError: _description_
    """
    # Validate new instance not load an existed wrapper
    if hasattr(data.index, __LET_WRAPPER_KEY__):
        raise RuntimeError("DataFeed.index reuses a loaded wrapper")
    for column in data.columns:
        if hasattr(data[column], __LET_WRAPPER_KEY__):
            raise RuntimeError(f"DataFeed.{column} reuses a loaded wrapper")

    self._pointer = 0
    self._data = data
    self._iloc = LetILocWrapper(self._data, self)

iloc property

iloc: LetILocWrapper | _iLocIndexer

Get iloc wrapper of DataFeed

pointer property

pointer

Get current pointer value

pointer_start property

pointer_start

Get start pointer value

pointer_stop property

pointer_stop

Get stop pointer value

go_start

go_start() -> None

Move pointer to begin

Source code in lettrade/data/wrapper.py

def go_start(self) -> None:
    """Move pointer to begin"""
    self._pointer = 0

go_stop

go_stop() -> None

Move pointer to end

Source code in lettrade/data/wrapper.py

def go_stop(self) -> None:
    """Move pointer to end"""
    self._pointer = len(self._data) - 1

next

next(size=1)

Move pointer to next

Source code in lettrade/data/wrapper.py

def next(self, size=1):
    """Move pointer to next"""
    self._pointer += size

reset

reset() -> None

Reset pointer to begin

Source code in lettrade/data/wrapper.py

def reset(self) -> None:
    """Reset pointer to begin"""
    self._pointer = 0

LetILocWrapper

LetILocWrapper(data, owner)

Wrap iloc object from DataFeed

Parameters:

• data (_type_) –

  DataFeed or pd.Series

• owner (_type_) –

  DataFeed object

Source code in lettrade/data/wrapper.py

def __init__(self, data, owner) -> None:
    """_summary_

    Args:
        data (_type_): DataFeed or pd.Series
        owner (_type_): DataFeed object
    """
    self._data = data
    self._owner = owner

LetIndexWapper

LetIndexWapper(data, owner)

Wrap DataFeed.index

Parameters:

• data (_type_) –

  pandas.DatetimeIndex

• owner (_type_) –

  DataFeed object

Source code in lettrade/data/wrapper.py

def __init__(self, data, owner) -> None:
    """_summary_

    Args:
        data (_type_): pandas.DatetimeIndex
        owner (_type_): DataFeed object
    """
    self._data = data
    self._owner = owner

LetSeriesWapper

LetSeriesWapper(data, owner)

Wrap DataFeed column

Source code in lettrade/data/wrapper.py

def __init__(self, data, owner) -> None:
    self._data = data
    self._owner = owner
    self._iloc = LetILocWrapper(self._data, self._owner)