pipefolio.data

Classes

OHLCV
DataPlaceHolder	A placeholder for financial data with OHLCV structure.

Module Contents

class pipefolio.data.OHLCV

Bases: tuple

open

high

low

close

volume

class pipefolio.data.DataPlaceHolder

A placeholder for financial data with OHLCV structure.

data

A pandas DataFrame containing financial data.

symbols

A list of asset symbols.

ohlcv

An OHLCV namedtuple mapping data columns.

period

The data period (e.g., daily, weekly).

start

The start timestamp of the data.

end

The end timestamp of the data.

price_col

The column to use as price data.

data: pandas.DataFrame

symbols: list[str]

ohlcv: OHLCV

period: pipefolio.enums.DataPeriod

start: pandas.Timestamp

end: pandas.Timestamp

price_col: pipefolio.enums.DataColumn = None

classmethod from_dataframe(data, ohlcv=OHLCV('Open', 'High', 'Low', 'Close', 'Volume'), period=DataPeriod.DAILY, price_col=DataColumn.CLOSE)

Create a DataPlaceHolder from a DataFrame.

Parameters:

• data (pandas.DataFrame) – A pandas DataFrame with a MultiIndex for columns.

• ohlcv (OHLCV) – An OHLCV namedtuple to map data columns.

• period (pipefolio.enums.DataPeriod) – The data period.

• price_col (pipefolio.enums.DataColumn) – The column to use as price data.

Returns:

A DataPlaceHolder instance.

Return type:

Self

property open: pandas.DataFrame

Get the open prices.

Return type:

pandas.DataFrame

property high: pandas.DataFrame

Get the high prices.

Return type:

pandas.DataFrame

property low: pandas.DataFrame

Get the low prices.

Return type:

pandas.DataFrame

property close: pandas.DataFrame

Get the close prices.

Return type:

pandas.DataFrame

property volume: pandas.DataFrame

Get the volume data.

Return type:

pandas.DataFrame

property price: pandas.DataFrame

Get the selected price column based on price_col.

Returns:

The DataFrame for the selected price column.

Return type:

pandas.DataFrame

select_symbols(symbols)

Select data for specific symbols.

Parameters:

symbols (collections.abc.Iterable[str]) – An iterable of asset symbols.

Returns:

A DataFrame with data for the specified symbols.

Return type:

pandas.DataFrame

copy_with_new_data(data)

Create a copy of the instance with new data.

Parameters:

data (pandas.DataFrame) – A pandas DataFrame with new data.

Returns:

A new DataPlaceHolder instance with the updated data.

Return type:

DataPlaceHolder