Load an Algorithm-Ready Dataset in a S3 for a Backtest

Helper for loading datasets from s3

analysis_engine.load_algo_dataset_from_s3.load_algo_dataset_from_s3(s3_key, s3_address, s3_bucket, s3_access_key, s3_secret_key, s3_region_name, s3_secure, 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 local file

Parameters:
  • 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

Minio (S3) connectivity arguments

Parameters:
  • s3_enabled – bool - toggle for auto-archiving on Minio (S3) (default is True)
  • s3_key – string - key to save the data in redis (default is None)
  • s3_address – Minio S3 connection string format: host:port (default is localhost:9000)
  • s3_bucket – S3 Bucket for storing the artifacts (default is dev) which should be viewable on a browser: http://localhost:9000/minio/dev/
  • s3_access_key – S3 Access key (default is trexaccesskey)
  • s3_secret_key – S3 Secret key (default is trex123321)
  • s3_region_name – S3 region name (default is us-east-1)
  • s3_secure – Transmit using tls encryption (default is False)