fixed Yahoo feed

neurallayer · Dec 13, 2024 · f0e275d · f0e275d
1 parent eddc804
commit f0e275d
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Showing 4 changed files with 7 additions and 5 deletions.
diff --git a/roboquant/feeds/csvfeed.py b/roboquant/feeds/csvfeed.py
@@ -64,6 +64,7 @@ def __init__(
         files = self._get_files(path)
         logger.info("located %s files in path %s", len(files), path)
         self._parse_csvfiles(files)  # type: ignore
+        self._update()
 
     def _get_files(self, path):
         if pathlib.Path(path).is_file():

diff --git a/roboquant/feeds/historic.py b/roboquant/feeds/historic.py
@@ -38,12 +38,12 @@ def _add_item(self, dt: datetime, item: PriceItem):
 
     def assets(self) -> list[Asset]:
         """Return the list of unique symbols available in this feed"""
-        self.__update()
+        self._update()
         return list(self.__assets)
 
     def timeline(self) -> list[datetime]:
         """Return the timeline of this feed as a list of datatime objects"""
-        self.__update()
+        self._update()
         return list(self.__data.keys())
 
     def timeframe(self):
@@ -54,15 +54,15 @@ def timeframe(self):
 
         return Timeframe.EMPTY
 
-    def __update(self):
+    def _update(self):
         if self.__modified:
             self.__data = dict(sorted(self.__data.items()))
             price_items = chain.from_iterable(self.__data.values())
             self.__assets = {item.asset for item in price_items}
             self.__modified = False
 
     def play(self, channel: EventChannel):
-        self.__update()
+        self._update()
         for k, v in self.__data.items():
             evt = Event(k, v)
             channel.put(evt)

diff --git a/roboquant/feeds/randomwalk.py b/roboquant/feeds/randomwalk.py
@@ -51,6 +51,7 @@ def __init__(
             for i in range(n_prices):
                 item = item_gen(asset, prices[i], volume, spread_dev)
                 self._add_item(timeline[i], item)
+        self._update()
 
     @staticmethod
     def __get_trade(symbol, price, volume, _):

diff --git a/roboquant/feeds/yahoo.py b/roboquant/feeds/yahoo.py
@@ -43,7 +43,7 @@ def __init__(self, *symbols: str, start_date: str = "2010-01-01", end_date: str
 
             logger.info("retrieved symbol=%s items=%s", symbol, len(df))
 
-        self.__update()
+        self._update()
 
     @staticmethod
     def __auto_adjust(df):