data_loader/types.py

from dataclasses import dataclass
from typing import Literal
import pandas as pd

Path = str
FileName = str


@dataclass
class DataSource:
    path: Path
    file_name: FileName
    freq: Literal["5m", "1h", "1d"]


DataCollection = list[DataSource]

ReturnSeries = pd.Series
ForwardReturnSeries = pd.Series
XDataFrame = pd.DataFrame
ySeries = pd.Series
feat(Data): resample exogenous/other datasource when their frequency is different (#234 ) 2022-03-10 20:00:06 +01:00			`from dataclasses import dataclass`
			`from typing import Literal`
feat(Events): added EventFilter, EventLabeller (#186 ) 2022-01-26 23:22:43 +01:00			`import pandas as pd`

			`Path = str`
			`FileName = str`
feat(Data): resample exogenous/other datasource when their frequency is different (#234 ) 2022-03-10 20:00:06 +01:00

			`@dataclass`
			`class DataSource:`
			`path: Path`
			`file_name: FileName`
			`freq: Literal["5m", "1h", "1d"]`


feat(Events): added EventFilter, EventLabeller (#186 ) 2022-01-26 23:22:43 +01:00			`DataCollection = list[DataSource]`

			`ReturnSeries = pd.Series`
			`ForwardReturnSeries = pd.Series`
			`XDataFrame = pd.DataFrame`
chore(Linter): reformatted code with black (#211 ) 2022-02-17 19:22:17 +01:00			`ySeries = pd.Series`