Db

systematica.data.db

get_bfc_data

get_bfc_data(
    symbols: str | List[str] = None,
    timeframe: str = '60m',
    table: str = 'candle',
    index_col: str = 'close_datetime',
    engine_name: str = 'research',
    engine: str = None,
    start: str = None,
    end: str = None,
    n_records: int = None,
    freq: str = None,
    **kwargs,
) ‑> vectorbtpro.data.base.Data

Fetch SQL data and return it as a vectorbt Data object.

Parameters:

Name	Type	Default	Description
symbols	str, optional	--	Single symbol or list of symbols to query
timeframe	str	60m	Timeframe in minutes. Available timeframe are 1m and 30m. Defaults “30m”.
table	str	candle	SQL table name (default: candle)
index_col	str	close_datetime	Column to use as index (default: close_datetime)
engine_name	str	research	Name of the SQL engine (default: research)
engine	str	None	SQL engine connection string (default: None)
start	str	None	Start date for data (default: None)
end	str	None	End date for data (default: None)
n_records	int	None	Maximum number of records to return (default: None)
freq	str	None	Resampling frequency. Default is None, which means no resampling.
kwargs	tp.Kwargs	--	Additional arguments passed to vbt.SQLData.pull.

Raises:

Type	Description
ValueError	If timeframe not in [“1m”, “30m”, “60m”]
RuntimeError	If SQL data fetch fails

Returns:

Type	Description
vbt.Data	Vectorbt Data object containing the queried data

ModelBFCSchema

ModelBFCSchema(
    **data: Any,
)

Database schema.

Create a new model by parsing and validating input data from keyword arguments.

Raises [ValidationError][pydantic_core.ValidationError] if the input data cannot be validated to form a valid model.

self is explicitly positional-only to allow self as a field name.

Ancestors

• pydantic.main.BaseModel

Class variables

• strategy: str: Strategy name.

• type: str: Type of the strategy.

• perc_equity: float: Percentage of equity to use for the strategy.

• slippage: float: Slippage in percentage.

• model_config: The type of the None singleton.

BFCData

BFCData(
    wrapper: vectorbtpro.base.wrapping.ArrayWrapper,
    data: vectorbtpro.data.base.feature_dict | vectorbtpro.data.base.symbol_dict,
    single_key: bool = True,
    classes: vectorbtpro.data.base.feature_dict | vectorbtpro.data.base.symbol_dict | None = None,
    level_name: bool | Hashable | Iterable[Hashable] | None = None,
    fetch_kwargs: vectorbtpro.data.base.feature_dict | vectorbtpro.data.base.symbol_dict | None = None,
    returned_kwargs: vectorbtpro.data.base.feature_dict | vectorbtpro.data.base.symbol_dict | None = None,
    last_index: vectorbtpro.data.base.feature_dict | vectorbtpro.data.base.symbol_dict | None = None,
    delisted: vectorbtpro.data.base.feature_dict | vectorbtpro.data.base.symbol_dict | None = None,
    tz_localize: bool | str | int | float | datetime.timedelta | datetime.tzinfo | None = None,
    tz_convert: bool | str | int | float | datetime.timedelta | datetime.tzinfo | None = None,
    missing_index: str | None = None,
    missing_columns: str | None = None,
    **kwargs,
)

BFC SQL Data class.

Ancestors

• vectorbtpro.data.custom.sql.SQLData
• vectorbtpro.data.custom.db.DBData
• vectorbtpro.data.custom.local.LocalData
• vectorbtpro.data.custom.custom.CustomData
• vectorbtpro.data.base.Data
• vectorbtpro.generic.analyzable.Analyzable
• vectorbtpro.base.wrapping.Wrapping
• vectorbtpro.utils.config.Configured
• vectorbtpro.utils.config.HasSettings
• vectorbtpro.utils.caching.Cacheable
• vectorbtpro.utils.checks.Comparable
• vectorbtpro.utils.pickling.Pickleable
• vectorbtpro.utils.formatting.Prettified
• vectorbtpro.utils.chaining.Chainable
• vectorbtpro.base.wrapping.HasWrapper
• vectorbtpro.base.indexing.ExtPandasIndexer
• vectorbtpro.base.indexing.PandasIndexer
• vectorbtpro.base.indexing.IndexingBase
• vectorbtpro.utils.params.ItemParamable
• vectorbtpro.utils.params.Itemable
• vectorbtpro.utils.params.Paramable
• vectorbtpro.base.indexes.IndexApplier
• vectorbtpro.utils.attr_.AttrResolverMixin
• vectorbtpro.generic.stats_builder.StatsBuilderMixin
• vectorbtpro.generic.plots_builder.PlotsBuilderMixin
• vectorbtpro.data.base.OHLCDataMixin
• vectorbtpro.data.base.BaseDataMixin
• vectorbtpro.utils.base.Base

Static methods

fetch_symbol

fetch_symbol(
    symbol,
    **kwargs,
)

Fetch BFC SQL symbol.

Parameters:

Name	Type	Default	Description
symbols	str	--	Single symbol to fetch.
kwargs	tp.Kwargs	--	Additional arguments passed to vbt.SQLData.pull.

Returns:

Type	Description
vbt.SQLData	Vectorbt Data object containing the queried data

pull

pull(
    symbols: str | List[str],
    **kwargs,
)

Pull BFC SQL data.

Parameters:

Name	Type	Default	Description
symbols	str	--	Symbol or list of symbols to query.
kwargs	tp.Kwargs	--	Additional arguments passed to vbt.SQLData.pull.

Returns:

Type	Description
vbt.SQLData	Vectorbt Data object containing the queried data