Template Base Classes

Trump’s templating system consists of pure-python objects, which can be converted into either lists, dictionaries, or ordered dictionaries, which can then be used in the generalized constructors of Trump’s SQLAlchemy based ORM system.

class bTags

Bases: trump.templating.converters._ListConverter

Tag Templates are any object which implements a property called as_list, which returns a list of strings

The Base Template for Tag Templates inherits from _listConverter, which implements as_list(). as_list() looks at the attributes defined and set to True, in order to include the list of tags.

class bMunging

Bases: trump.templating.converters._OrderedDictConverter

Munging Templates are any object which implements a property called as_odict, which returns an odict where each key is a function in munging_methods, and it’s value is an object which represents the parameters to use on that object. This should be sufficient to pass to a a Feed constructor’s munging parameter, which then becomes FeedMungingArgs objects making up a FeedMunge object, of which will be the instructions associated with a specific Feed object.

class bSource

Bases: trump.templating.converters._DictConverter

Source Templates are any object which implements a property called as_dict. The keywords and values of which are sufficient to pass to a a Feed constructor’s source parameter, which then become FeedSource objects making up a source.

class bFeed

Bases: object

Feed objects need an tags, sourcing, munging and validity attribute defined. They must be a list, dict, odict, and dict, respectively.

class bValidity

Bases: object

Validity Templates are any object which implements an attribute named ‘validator’, and optionally some additional arguments as arga, argb, argc, argd and arge.

class bIndex

Bases: object

Index Templates are any object which implements sufficient information to fully define an IndexImplementer via it’s name, case and associated kwargs, vias three attributes called imp_name (string), case (string), kwargs (dict).

Template Classes

Tag Templates

class AssetTT(cls)

Bases: trump.templating.bases.bTags

implements groups of tags for certain asset classes

class GenericTT(tags)

Bases: trump.templating.bases.bTags

implements generic list of tags via boolean attributes

class SimpleTT(tags)

Bases: trump.templating.bases.bTags

implements a simple list of tags via a single attribute

class SimpleTT(tags)

Bases: trump.templating.bases.bTags

implements a simple list of tags via a single attribute

Munging Templates

class AbsMT

Bases: trump.templating.bases.bMunging, trump.templating.munging_helpers.mixin_pab

Example munging template, which implements an absolute function.

class AsFreqMT(**kwargs)

Bases: trump.templating.bases.bMunging, trump.templating.munging_helpers.mixin_pab

Example munging template, which implements pct_change.

class RollingMeanMT(**kwargs)

Bases: trump.templating.bases.bMunging, trump.templating.munging_helpers.mixin_pnab

Example munging template, which implements a rolling mean.

class FFillRollingMeanMT(**kwargs)

Bases: trump.templating.bases.bMunging, trump.templating.munging_helpers.mixin_pab, trump.templating.munging_helpers.mixin_pnab

Example munging template, which implements a ffill using the generic pandas attribute based munging, and then a rolling mean.

class RollingMeanFFillMT(**kwargs)

Bases: trump.templating.bases.bMunging, trump.templating.munging_helpers.mixin_pab, trump.templating.munging_helpers.mixin_pnab

Example munging template, which implements a rolling mean and a generic pandas attribute based munging step.

class SimpleExampleMT(periods, window)

Bases: trump.templating.bases.bMunging, trump.templating.munging_helpers.mixin_pnab, trump.templating.munging_helpers.mixin_pab

Example munging template, which has defaults to forward fill, and a minimum period argument of 5

class MultiExampleMT(pct_change_kwargs, add_kwargs)

Bases: trump.templating.bases.bMunging, trump.templating.munging_helpers.mixin_pnab, trump.templating.munging_helpers.mixin_pab

Example munging template, which implements a pct_change and add, using two sets of kwargs

Source Templates

class DBapiST(dsn=None, user=None, password=None, host=None, database=None, sourcing_key=None)

Bases: trump.templating.bases.bSource, trump.templating.source_helpers.mixin_dbCon, trump.templating.source_helpers.mixin_dbIns

implements the generic source information for a DBAPI 2.0 driver

class PyDataDataReaderST(data_source, name, column='Close', start='2000-01-01', end='now')

Bases: trump.templating.bases.bSource

implements the pydata datareaders sources

class PyDataCSVST(filepath_or_buffer, data_column, **kwargs)

Bases: trump.templating.bases.bSource

implements pandas.read_csv source

Feed Templates

class DBapiFT(table=None, indexcol=None, datacol=None, dsn=None, user=None, password=None, host=None, database=None, sourcing_key=None)

Bases: trump.templating.bases.bFeed

Feed template for DBAPI 2.0, which collects up everything it needs via parameters about the connection and information.

class SQLFT(command)

Bases: trump.templating.templates.ExplicitCommandFT

Just wrap inherit, for renaming purposes.

class QuandlFT(dataset, **kwargs)

Bases: trump.templating.bases.bFeed

Feed tamplate for a Quandl data source

class QuandlSecureFT(dataset, **kwargs)

Bases: trump.templating.templates.QuandlFT

Feed tamplate for a Quandl data source, authtoken left in config file.

class GoogleFinanceFT(name, column='Close', start='1995-01-01', end='now')

Bases: trump.templating.bases.bFeed

PyData reader feed, generalized for google finance.

class YahooFinanceFT(name, column='Close', start='1995-01-01', end='now')

Bases: trump.templating.bases.bFeed

PyData reader feed, generalized for Yahoo Finance.

class StLouisFEDFT(name, column=None, start='1995-01-01', end='now')

Bases: trump.templating.bases.bFeed

PyData reader feed, generalized for St Louis FED.

class CSVFT(filepath_or_buffer, data_column, **kwargs)

Bases: trump.templating.bases.bFeed

Creates a feed from a CSV.

Index Templates

class FFillIT(freq='B')

Bases: trump.templating.bases.bIndex

Validity Templates

class FeedsMatchVT(feed_left=1, feed_right=2, lastx=10)

Bases: trump.templating.bases.bValidity

class DateExistsVT(date='today')

Bases: trump.templating.bases.bValidity