Module Information

Description: Data Connector class for QuantJourney Framework

This class is designed to facilitate the acquisition and management of financial market data from various external sources. It dynamically initializes data sources (or "connectors") and asset types based on configuration, making it highly adaptable for quantitative analysis in hedge fund applications.

Features: - Dynamic data source initialization based on environment variables and configuration files. - Flexible asset class access through a unified interface, allowing for easy extension. - Robust error handling to ensure reliability in data fetching and processing.

Author: jpolec

Date: 27-02-2024 and 18-03-2024

Class: DataConnector:()

Method: load_configuration

def load_configuration(
            config_path
        ) -> None

Loads configuration from a JSON file. Parameters:

Name	Type	Description
config_path	None	str, The path to the configuration file.

Returns:

Type	Description
None	None

Method: initialize_connectors

def initialize_connectors() -> Dict[str, object]

Dynamically initializes connectors based on the loaded configuration.

Returns:

Type	Description
Dict[str, object]	A dictionary of initialized connectors.

Method: get_asset_instance

def get_asset_instance(
            asset_type
        ) -> object

Dynamically gets or creates an instance of the requested asset type. Parameters:

Name	Type	Description
asset_type	None	The type of asset to get or create.

Returns:

Type	Description
object	The asset instance.

Method: is_shutting_down

def is_shutting_down() -> bool

Attempt to infer if the interpreter is shutting down by checking if dummy threading operations fail, indicating cleanup has started. This is a heuristic and might not be 100% reliable across all Python versions.

Returns:

Type	Description
bool	True if the interpreter is shutting down, False otherwise.

Method: close

def close() -> None

Ensure all connector resources are properly closed.

Returns:

Type	Description
None	None