ParquetFileStore#
tradingstrategy.direct_feed.trade_store.ParquetFileStore Python class in Trading Strategy framework.
- class ParquetFileStore[source]#
Bases:
TradeFeedStore
Store trades on a Parquet file on a file system.
Methods
__init__
(path)create
()Create a new state storage.
State has not been written yet.
load
()Load the state from the storage.
save
(df)Write a new Parquet dump using Linux atomic file replacement.