Load an Algorithm-Ready Dataset in a Redis for a Backtest

Helper for loading datasets from redis

Supported environment variables

# to show debug, trace logging please export ``SHARED_LOG_CFG``
# to a debug logger json file. To turn on debugging for this
# library, you can export this variable to the repo's
# included file with the command:
export SHARED_LOG_CFG=/opt/sa/analysis_engine/log/debug-logging.json
analysis_engine.load_algo_dataset_from_redis.load_algo_dataset_from_redis(redis_key, redis_address, redis_db, redis_password, redis_expire=None, redis_serializer='json', serialize_datasets=['daily', 'minute', 'quote', 'stats', 'peers', 'news1', 'financials', 'earnings', 'dividends', 'company', 'news', 'calls', 'puts', 'pricing', 'tdcalls', 'tdputs'], compress=False, encoding='utf-8')[source]

Load an algorithm-ready dataset for algorithm backtesting from a redis key

  • serialize_datasets – optional - list of dataset names to deserialize in the dataset
  • compress – optional - boolean flag for decompressing the contents of the path_to_file if necessary (default is False and algorithms use zlib for compression)
  • encoding – optional - string for data encoding