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(feat) text wrapper for querys #72

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Oct 2, 2023
Merged

(feat) text wrapper for querys #72

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7f90d09
(feat) text wrapper for querys
tomasgaudino Sep 29, 2023
85bdabe
(feat) text wrapper for optuna querys
tomasgaudino Sep 29, 2023
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14 changes: 7 additions & 7 deletions utils/database_manager.py
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Original file line number Diff line number Diff line change
Expand Up @@ -2,7 +2,7 @@
import streamlit as st

import pandas as pd
from sqlalchemy import create_engine
from sqlalchemy import create_engine, text
from sqlalchemy.orm import sessionmaker

from utils.data_manipulation import StrategyData
Expand Down Expand Up @@ -64,13 +64,13 @@ def configs(self):
def get_config_files(self):
with self.session_maker() as session:
query = 'SELECT DISTINCT config_file_path FROM TradeFill'
config_files = pd.read_sql_query(query, session.connection())
config_files = pd.read_sql_query(text(query), session.connection())
return config_files['config_file_path'].tolist()

def get_exchanges_trading_pairs_by_config_file(self, config_file_path):
with self.session_maker() as session:
query = f"SELECT DISTINCT market, symbol FROM TradeFill WHERE config_file_path = '{config_file_path}'"
exchanges_trading_pairs = pd.read_sql_query(query, session.connection())
exchanges_trading_pairs = pd.read_sql_query(text(query), session.connection())
exchanges_trading_pairs["market"] = exchanges_trading_pairs["market"].apply(
lambda x: x.lower().replace("_papertrade", ""))
exchanges_trading_pairs = exchanges_trading_pairs.groupby("market")["symbol"].apply(list).to_dict()
Expand Down Expand Up @@ -134,7 +134,7 @@ def _get_market_data_query(start_date=None, end_date=None):
def get_orders(self, config_file_path=None, start_date=None, end_date=None):
with self.session_maker() as session:
query = self._get_orders_query(config_file_path, start_date, end_date)
orders = pd.read_sql_query(query, session.connection())
orders = pd.read_sql_query(text(query), session.connection())
orders["market"] = orders["market"].apply(lambda x: x.lower().replace("_papertrade", ""))
orders["amount"] = orders["amount"] / 1e6
orders["price"] = orders["price"] / 1e6
Expand All @@ -147,7 +147,7 @@ def get_trade_fills(self, config_file_path=None, start_date=None, end_date=None)
float_cols = ["amount", "price", "trade_fee_in_quote"]
with self.session_maker() as session:
query = self._get_trade_fills_query(config_file_path, start_date, end_date)
trade_fills = pd.read_sql_query(query, session.connection())
trade_fills = pd.read_sql_query(text(query), session.connection())
trade_fills[float_cols] = trade_fills[float_cols] / 1e6
trade_fills["cum_fees_in_quote"] = trade_fills.groupby(groupers)["trade_fee_in_quote"].cumsum()
trade_fills["net_amount"] = trade_fills['amount'] * trade_fills['trade_type'].apply(lambda x: 1 if x == 'BUY' else -1)
Expand All @@ -168,13 +168,13 @@ def get_trade_fills(self, config_file_path=None, start_date=None, end_date=None)
def get_order_status(self, order_ids=None, start_date=None, end_date=None):
with self.session_maker() as session:
query = self._get_order_status_query(order_ids, start_date, end_date)
order_status = pd.read_sql_query(query, session.connection())
order_status = pd.read_sql_query(text(query), session.connection())
return order_status

def get_market_data(self, start_date=None, end_date=None):
with self.session_maker() as session:
query = self._get_market_data_query(start_date, end_date)
market_data = pd.read_sql_query(query, session.connection())
market_data = pd.read_sql_query(text(query), session.connection())
market_data["timestamp"] = pd.to_datetime(market_data["timestamp"] / 1e6, unit="ms")
market_data.set_index("timestamp", inplace=True)
market_data["mid_price"] = market_data["mid_price"] / 1e6
Expand Down
34 changes: 17 additions & 17 deletions utils/optuna_database_manager.py
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Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -2,7 +2,7 @@
import json

import pandas as pd
from sqlalchemy import create_engine
from sqlalchemy import create_engine, text
from sqlalchemy.orm import sessionmaker

from utils.data_manipulation import StrategyData
Expand All @@ -20,7 +20,7 @@ def status(self):
try:
with self.session_maker() as session:
query = 'SELECT * FROM trials WHERE state = "COMPLETE"'
completed_trials = pd.read_sql_query(query, session.connection())
completed_trials = pd.read_sql_query(text(query), session.connection())
if len(completed_trials) > 0:
# TODO: improve error handling, think what to do with other cases
return "OK"
Expand All @@ -37,7 +37,7 @@ def _get_tables(self):
try:
with self.session_maker() as session:
query = "SELECT name FROM sqlite_master WHERE type='table';"
tables = pd.read_sql_query(query, session.connection())
tables = pd.read_sql_query(text(query), session.connection())
return tables["name"].tolist()
except Exception as e:
return f"Error: {str(e)}"
Expand All @@ -49,7 +49,7 @@ def trials(self):
def _get_trials_table(self):
try:
with self.session_maker() as session:
df = pd.read_sql_query("SELECT * FROM trials", session.connection())
df = pd.read_sql_query(text("SELECT * FROM trials"), session.connection())
return df
except Exception as e:
return f"Error: {str(e)}"
Expand All @@ -61,7 +61,7 @@ def studies(self):
def _get_studies_table(self):
try:
with self.session_maker() as session:
df = pd.read_sql_query("SELECT * FROM studies", session.connection())
df = pd.read_sql_query(text("SELECT * FROM studies"), session.connection())
return df
except Exception as e:
return f"Error: {str(e)}"
Expand All @@ -73,7 +73,7 @@ def trial_params(self):
def _get_trial_params_table(self):
try:
with self.session_maker() as session:
df = pd.read_sql_query("SELECT * FROM trial_params", session.connection())
df = pd.read_sql_query(text("SELECT * FROM trial_params"), session.connection())
return df
except Exception as e:
return f"Error: {str(e)}"
Expand All @@ -85,7 +85,7 @@ def trial_values(self):
def _get_trial_values_table(self):
try:
with self.session_maker() as session:
df = pd.read_sql_query("SELECT * FROM trial_values", session.connection())
df = pd.read_sql_query(text("SELECT * FROM trial_values"), session.connection())
return df
except Exception as e:
return f"Error: {str(e)}"
Expand All @@ -97,7 +97,7 @@ def trial_system_attributes(self):
def _get_trial_system_attributes_table(self):
try:
with self.session_maker() as session:
df = pd.read_sql_query("SELECT * FROM trial_system_attributes", session.connection())
df = pd.read_sql_query(text("SELECT * FROM trial_system_attributes"), session.connection())
return df
except Exception as e:
return f"Error: {str(e)}"
Expand All @@ -109,7 +109,7 @@ def trial_system_attributes(self):
def _get_trial_system_attributes_table(self):
try:
with self.session_maker() as session:
df = pd.read_sql_query("SELECT * FROM trial_system_attributes", session.connection())
df = pd.read_sql_query(text("SELECT * FROM trial_system_attributes"), session.connection())
return df
except Exception as e:
return f"Error: {str(e)}"
Expand All @@ -121,7 +121,7 @@ def version_info(self):
def _get_version_info_table(self):
try:
with self.session_maker() as session:
df = pd.read_sql_query("SELECT * FROM version_info", session.connection())
df = pd.read_sql_query(text("SELECT * FROM version_info"), session.connection())
return df
except Exception as e:
return f"Error: {str(e)}"
Expand All @@ -133,7 +133,7 @@ def study_directions(self):
def _get_study_directions_table(self):
try:
with self.session_maker() as session:
df = pd.read_sql_query("SELECT * FROM study_directions", session.connection())
df = pd.read_sql_query(text("SELECT * FROM study_directions"), session.connection())
return df
except Exception as e:
return f"Error: {str(e)}"
Expand All @@ -145,7 +145,7 @@ def study_user_attributes(self):
def _get_study_user_attributes_table(self):
try:
with self.session_maker() as session:
df = pd.read_sql_query("SELECT * FROM study_user_attributes", session.connection())
df = pd.read_sql_query(text("SELECT * FROM study_user_attributes"), session.connection())
return df
except Exception as e:
return f"Error: {str(e)}"
Expand All @@ -157,7 +157,7 @@ def study_system_attributes(self):
def _get_study_system_attributes_table(self):
try:
with self.session_maker() as session:
df = pd.read_sql_query("SELECT * FROM study_system_attributes", session.connection())
df = pd.read_sql_query(text("SELECT * FROM study_system_attributes"), session.connection())
return df
except Exception as e:
return f"Error: {str(e)}"
Expand All @@ -169,7 +169,7 @@ def trial_user_attributes(self):
def _get_trial_user_attributes_table(self):
try:
with self.session_maker() as session:
df = pd.read_sql_query("SELECT * FROM trial_user_attributes", session.connection())
df = pd.read_sql_query(text("SELECT * FROM trial_user_attributes"), session.connection())
return df
except Exception as e:
return f"Error: {str(e)}"
Expand All @@ -181,7 +181,7 @@ def trial_intermediate_values(self):
def _get_trial_intermediate_values_table(self):
try:
with self.session_maker() as session:
df = pd.read_sql_query("SELECT * FROM trial_intermediate_values", session.connection())
df = pd.read_sql_query(text("SELECT * FROM trial_intermediate_values"), session.connection())
return df
except Exception as e:
return f"Error: {str(e)}"
Expand All @@ -193,7 +193,7 @@ def trial_heartbeats(self):
def _get_trial_heartbeats_table(self):
try:
with self.session_maker() as session:
df = pd.read_sql_query("SELECT * FROM trial_heartbeats", session.connection())
df = pd.read_sql_query(text("SELECT * FROM trial_heartbeats"), session.connection())
return df
except Exception as e:
return f"Error: {str(e)}"
Expand All @@ -205,7 +205,7 @@ def alembic_version(self):
def _get_alembic_version_table(self):
try:
with self.session_maker() as session:
df = pd.read_sql_query("SELECT * FROM alembic_version", session.connection())
df = pd.read_sql_query(text("SELECT * FROM alembic_version"), session.connection())
return df
except Exception as e:
return f"Error: {str(e)}"
Expand Down