removed some pandas dependency

roboquant/feeds/__init__.py

@@ -1,4 +1,4 @@
-import roboquant.feeds.feedutil
+from roboquant.feeds import feedutil
 from .candlefeed import CandleFeed
 from .csvfeed import CSVFeed
 from .eventchannel import EventChannel

roboquant/feeds/feedutil.py

@@ -23,29 +23,23 @@ def get_symbol_prices(
     return x, y
 
 
-def get_symbol_ohlcv(feed: Feed, symbol: str, timeframe: Timeframe | None = None) -> list[tuple]:
+def get_symbol_ohlcv(feed: Feed, symbol: str, timeframe: Timeframe | None = None) -> dict[str, list]:
     """Get the candles for a single symbol from a feed"""
 
-    result = []
+    result = {column: [] for column in ["Date", "Open", "High", "Low", "Close", "Volume"]}
     channel = feed.play_background(timeframe)
     while event := channel.get():
         item = event.price_items.get(symbol)
         if item and isinstance(item, Candle):
-            result.append((event.time, *item.ohlcv))
+            result["Date"].append(event.time)
+            result["Open"].append(item.ohlcv[0])
+            result["High"].append(item.ohlcv[1])
+            result["Low"].append(item.ohlcv[2])
+            result["Close"].append(item.ohlcv[3])
+            result["Volume"].append(item.ohlcv[4])
     return result
 
 
-def get_symbol_dataframe(feed: Feed, symbol: str, timeframe: Timeframe | None = None):
-    # pylint: disable=import-outside-toplevel
-    """Get prices for a single symbol from a feed as a pandas dataframe"""
-
-    # noinspection PyPackageRequirements
-    import pandas as pd
-
-    ohlcv = get_symbol_ohlcv(feed, symbol, timeframe)
-    return pd.DataFrame(ohlcv, columns=["Date", "Open", "High", "Low", "Close", "Volume"]).set_index("Date")
-
-
 def get_sp500_symbols():
     full_path = pathlib.Path(__file__).parent.resolve().joinpath("sp500.json")
     with open(full_path, encoding="utf8") as f:

tests/samples/dataframe.py

@@ -0,0 +1,16 @@
+if __name__ == "__main__":
+    # %%
+    import pandas as pd
+    import warnings
+    import roboquant as rq
+
+    warnings.simplefilter(action="ignore", category=FutureWarning)
+
+    # %%
+    feed = rq.feeds.YahooFeed("JPM", "IBM", "F", start_date="2010-01-01")
+    ohlcv = rq.feeds.feedutil.get_symbol_ohlcv(feed, "IBM")
+
+    # %%
+    pd.DataFrame(ohlcv).set_index("Date")
+
+# %%