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drift/data_loader/collections.py
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Mark Aron Szulyovszky 8dd2d88740 chore(Linter): reformatted code with black (#211)
* chore(Linter): reformatted code with black

* Create black.yaml
2022-02-17 19:22:17 +01:00

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Python

from .types import Path, FileName, DataSource, DataCollection
from utils.helpers import flatten
def transform_to_data_collection(path: str, file_names: list[str]) -> DataCollection:
return list(zip([path] * len(file_names), file_names))
__daily_etf = ["GLD", "IEF", "QQQ", "SPY", "TLT"]
__daily_crypto = [
"ADA_USD",
"BCH_USD",
"BNB_USD",
"BTC_USD",
"DOT_USD",
"ETC_USD",
"ETH_USD",
"FIL_USD",
"LTC_USD",
"SOL_USD",
"THETA_USD",
"TRX_USD",
"UNI_USD",
"XLM_USD",
"XRP_USD",
"XTZ_USD",
]
__daily_crypto_lightweight = ["ADA_USD", "BCH_USD"]
__5min_crypto = [
"BTC_USD",
"DASH_USD",
"ETC_USD",
"ETH_USD",
"LTC_USD",
"TRX_USD",
"XLM_USD",
"XMR_USD",
]
__daily_glassnode = [
"rhodl_ratio",
# 'cvdd',
"nvt_ratio",
"nvt_signal",
"velocity",
"supply_adjusted_cdd",
"binary_cdd",
"supply_adjusted_dormancy",
"puell_multiple",
"asopr",
"reserve_risk",
"sopr",
"cdd",
"asol",
"msol",
"dormancy",
"liveliness",
"relative_unrealized_profit",
"relative_unrealized_loss",
"nupl",
"sth_nupl",
"lth_nupl",
"ssr",
"bvin",
# 'hash_rate'
]
data_collections = dict(
daily_only_btc=transform_to_data_collection("data/daily_crypto", ["BTC_USD"]),
daily_crypto=transform_to_data_collection("data/daily_crypto", __daily_crypto),
daily_crypto_lightweight=transform_to_data_collection(
"data/daily_crypto", __daily_crypto_lightweight
),
daily_etf=transform_to_data_collection("data/daily_etf", __daily_etf),
fivemin_crypto=transform_to_data_collection("data/5min_crypto", __5min_crypto),
daily_glassnode=transform_to_data_collection(
"data/daily_glassnode", __daily_glassnode
),
)