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data_blob.py
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data_blob.py
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from copy import copy
from sysbrokers.IB.ib_connection import connectionIB
from syscore.objects import get_class_name
from syscore.constants import arg_not_supplied
from syscore.fileutils import get_resolved_pathname
from syscore.text import camel_case_split
from sysdata.config.production_config import get_production_config, Config
from sysdata.mongodb.mongo_connection import mongoDb
from syslogging.logger import *
from sysdata.mongodb.mongo_IB_client_id import mongoIbBrokerClientIdData
from sysdata.parquet.parquet_access import ParquetAccess
class dataBlob(object):
def __init__(
self,
class_list: list = arg_not_supplied,
log_name: str = "",
csv_data_paths: dict = arg_not_supplied,
parquet_store_path: str = arg_not_supplied,
ib_conn: connectionIB = arg_not_supplied,
mongo_db: mongoDb = arg_not_supplied,
log=arg_not_supplied,
keep_original_prefix: bool = False,
):
"""
Set up of a data pipeline with standard attribute names, logging, links to DB etc
Class names we know how to handle are:
'ib*', 'mongo*', 'arctic*', 'csv*'
data = dataBlob([arcticFuturesContractPriceData, arcticFuturesContractPriceData, mongoFuturesContractData])
.... sets up the following equivalencies:
data.broker_contract_price = ibFuturesContractPriceData(ib_conn)
data.db_futures_contract_price = arcticFuturesContractPriceData(mongo_db=mongo_db)
data.db_futures_contract = mongoFuturesContractData(mongo_db=mongo_db)
This abstracts the precise data source
:param arg_string: str like a named tuple in the form 'classNameOfData1 classNameOfData2' and so on
:param log_name: logger name
:param keep_original_prefix: bool. If True then:
data = dataBlob([arcticFuturesContractPriceData, arcticFuturesContractPriceData, mongoFuturesContractData])
.... sets up the following equivalencies. This is useful if you are copying from one source to another
data.ib_contract_price = ibFuturesContractPriceData(ib_conn)
data.arctic_futures_contract_price = arcticFuturesContractPriceData(mongo_db=mongo_db)
data.mongo_futures_contract = mongoFuturesContractData(mongo_db=mongo_db)
"""
self._mongo_db = mongo_db
self._ib_conn = ib_conn
self._log = log
self._log_name = log_name
self._csv_data_paths = csv_data_paths
self._keep_original_prefix = keep_original_prefix
self._parquet_store_path = parquet_store_path
self._attr_list = []
if class_list is arg_not_supplied:
# can set up dynamically later
pass
else:
self.add_class_list(class_list)
self._original_data = copy(self)
def __repr__(self):
return "dataBlob with elements: %s" % ",".join(self._attr_list)
def add_class_list(self, class_list: list, use_prefix: str = arg_not_supplied):
for class_object in class_list:
self.add_class_object(class_object, use_prefix=use_prefix)
def add_class_object(self, class_object, use_prefix: str = arg_not_supplied):
class_name = get_class_name(class_object)
new_name = self._get_new_name(class_name, use_prefix=use_prefix)
if not self._already_existing_class_name(new_name):
resolved_instance = self._get_resolved_instance_of_class(class_object)
self._add_new_class_with_new_name(
resolved_instance=resolved_instance, attr_name=new_name
)
def _get_resolved_instance_of_class(self, class_object):
class_adding_method = self._get_class_adding_method(class_object)
resolved_instance = class_adding_method(class_object)
return resolved_instance
def _get_class_adding_method(self, class_object):
prefix = self._get_class_prefix(class_object)
class_dict = dict(
ib=self._add_ib_class,
csv=self._add_csv_class,
arctic=self._add_arctic_class,
mongo=self._add_mongo_class,
parquet=self._add_parquet_class,
)
method_to_add_with = class_dict.get(prefix, None)
if method_to_add_with is None:
error_msg = "Don't know how to handle object named %s" % get_class_name(
class_object
)
self._raise_and_log_error(error_msg)
return method_to_add_with
def _get_class_prefix(self, class_object) -> str:
class_name = get_class_name(class_object)
split_up_name = camel_case_split(class_name)
prefix = split_up_name[0]
return prefix
def _add_ib_class(self, class_object):
log = self._get_specific_logger(class_object)
try:
resolved_instance = class_object(self.ib_conn, self, log=log)
except Exception as e:
class_name = get_class_name(class_object)
msg = (
"Error %s couldn't evaluate %s(self.ib_conn, self) This might be because (a) IB gateway not running, or (b) import is missing\
or (c) arguments don't follow pattern"
% (str(e), class_name)
)
self._raise_and_log_error(msg)
return resolved_instance
def _add_mongo_class(self, class_object):
log = self._get_specific_logger(class_object)
try:
resolved_instance = class_object(mongo_db=self.mongo_db, log=log)
except Exception as e:
class_name = get_class_name(class_object)
msg = (
"Error '%s' couldn't evaluate %s(mongo_db=self.mongo_db) \
This might be because import is missing\
or arguments don't follow pattern"
% (str(e), class_name)
)
self._raise_and_log_error(msg)
return resolved_instance
def _add_arctic_class(self, class_object):
log = self._get_specific_logger(class_object)
try:
resolved_instance = class_object(mongo_db=self.mongo_db, log=log)
except Exception as e:
class_name = get_class_name(class_object)
msg = (
"Error %s couldn't evaluate %s(mongo_db=self.mongo_db) \
This might be because import is missing\
or arguments don't follow pattern"
% (str(e), class_name)
)
self._raise_and_log_error(msg)
return resolved_instance
def _add_parquet_class(self, class_object):
log = self._get_specific_logger(class_object)
try:
resolved_instance = class_object(
parquet_access=self.parquet_access, log=log
)
except Exception as e:
class_name = get_class_name(class_object)
msg = (
"Error '%s' couldn't evaluate %s(parquet_access = self.parquet_access) \
This might be because import is missing\
or arguments don't follow pattern or parquet_store is undefined"
% (str(e), class_name)
)
self._raise_and_log_error(msg)
return resolved_instance
def _add_csv_class(self, class_object):
datapath = self._get_csv_paths_for_class(class_object)
log = self._get_specific_logger(class_object)
try:
resolved_instance = class_object(datapath=datapath, log=log)
except Exception as e:
class_name = get_class_name(class_object)
msg = (
"Error %s couldn't evaluate %s(datapath = datapath) \
This might be because import is missing\
or arguments don't follow pattern"
% (str(e), class_name)
)
self._raise_and_log_error(msg)
return resolved_instance
def _get_csv_paths_for_class(self, class_object) -> str:
class_name = get_class_name(class_object)
csv_data_paths = self.csv_data_paths
if csv_data_paths is arg_not_supplied:
return arg_not_supplied
datapath = csv_data_paths.get(class_name, "")
if datapath == "":
self.log.warning(
"No key for %s in csv_data_paths, will use defaults (may break in production, should be fine in sim)"
% class_name
)
return arg_not_supplied
return datapath
@property
def csv_data_paths(self) -> dict:
csv_data_paths = getattr(self, "_csv_data_paths", arg_not_supplied)
return csv_data_paths
def _get_specific_logger(self, class_object):
class_name = get_class_name(class_object)
log = get_logger(self.log.name, {COMPONENT_LOG_LABEL: class_name})
return log
def _get_new_name(self, class_name: str, use_prefix: str = arg_not_supplied) -> str:
split_up_name = camel_case_split(class_name)
attr_name = identifying_name(
split_up_name,
keep_original_prefix=self._keep_original_prefix,
use_prefix=use_prefix,
)
return attr_name
def _add_new_class_with_new_name(self, resolved_instance, attr_name: str):
already_exists = self._already_existing_class_name(attr_name)
if already_exists:
## not uncommon don't log or would be a sea of spam
pass
else:
setattr(self, attr_name, resolved_instance)
self._add_attr_to_list(attr_name)
def _already_existing_class_name(self, attr_name: str):
existing_attr = getattr(self, attr_name, None)
if existing_attr is None:
return False
else:
return True
def _add_attr_to_list(self, new_attr: str):
self._attr_list.append(new_attr)
def update_log(self, new_log):
self._log = new_log
"""
Following two methods implement context manager
"""
def __enter__(self):
return self
def __exit__(self, exc_type, exc_val, exc_tb):
self.close()
def close(self):
if self._ib_conn is not arg_not_supplied:
self.ib_conn.close_connection()
self.db_ib_broker_client_id.release_clientid(self.ib_conn.client_id())
# No need to explicitly close Mongo connections; handled by Python garbage collection
@property
def ib_conn(self) -> connectionIB:
ib_conn = getattr(self, "_ib_conn", arg_not_supplied)
if ib_conn is arg_not_supplied:
ib_conn = self._get_new_ib_connection()
self._ib_conn = ib_conn
return ib_conn
def _get_new_ib_connection(self) -> connectionIB:
# Try this 5 times...
attempts = 0
failed_ids = []
client_id = self._get_next_client_id_for_ib()
while True:
try:
ib_conn = connectionIB(client_id, log_name=self.log_name)
for id in failed_ids:
self.db_ib_broker_client_id.release_clientid(id)
return ib_conn
except Exception as e:
failed_ids.append(client_id)
client_id = self._get_next_client_id_for_ib()
attempts += 1
if attempts > 5:
for id in failed_ids:
self.db_ib_broker_client_id.release_clientid(id)
raise e
def _get_next_client_id_for_ib(self) -> int:
## default to tracking ID through mongo change if required
self.add_class_object(mongoIbBrokerClientIdData)
client_id = self.db_ib_broker_client_id.return_valid_client_id()
return int(client_id)
@property
def mongo_db(self) -> mongoDb:
mongo_db = getattr(self, "_mongo_db", arg_not_supplied)
if mongo_db is arg_not_supplied:
mongo_db = self._get_new_mongo_db()
self._mongo_db = mongo_db
return mongo_db
@property
def parquet_access(self) -> ParquetAccess:
return ParquetAccess(self.parquet_root_directory)
@property
def parquet_root_directory(self) -> str:
path = self._parquet_store_path
if path is arg_not_supplied:
try:
path = get_parquet_root_directory(self.config)
except:
raise Exception("Need to define parquet_store in config to use parquet")
return path
def _get_new_mongo_db(self) -> mongoDb:
mongo_db = mongoDb()
return mongo_db
@property
def config(self) -> Config:
config = getattr(self, "_config", None)
if config is None:
config = self._config = get_production_config()
return config
def _raise_and_log_error(self, error_msg: str):
self.log.critical(error_msg)
raise Exception(error_msg)
@property
def log(self):
log = getattr(self, "_log", arg_not_supplied)
if log is arg_not_supplied:
log = get_logger(self.log_name)
self._log = log
return log
@property
def log_name(self) -> str:
log_name = getattr(self, "_log_name", "")
return log_name
source_dict = dict(arctic="db", mongo="db", csv="db", parquet="db", ib="broker")
def get_parquet_root_directory(config):
path = config.get_element("parquet_store")
return get_resolved_pathname(path)
def identifying_name(
split_up_name: list,
keep_original_prefix: bool = False,
use_prefix: str = arg_not_supplied,
) -> str:
"""
Turns sourceClassNameData into broker_class_name or db_class_name
:param split_up_name: list eg source, class,name,data
:return: str, class_name
"""
lower_split_up_name = [x.lower() for x in split_up_name]
data_label = lower_split_up_name.pop(-1) # always 'data'
original_source_label = lower_split_up_name.pop(
0
) # always the source, eg csv, ib, mongo or arctic
try:
assert data_label == "data"
except BaseException:
raise Exception("Get_data strings only work if class name ends in ...Data")
if use_prefix is not arg_not_supplied:
source_label = use_prefix
elif keep_original_prefix:
source_label = original_source_label
else:
try:
source_label = source_dict[original_source_label]
except BaseException:
raise Exception(
"Only works with classes that begin with one of %s"
% str(source_dict.keys())
)
lower_split_up_name = [source_label] + lower_split_up_name
return "_".join(lower_split_up_name)