arctic-latest 1.75.0

Description:

arcticlatest 1.75.0

# [](https://github.com/manahl/arctic) [Arctic TimeSeries and Tick store](https://github.com/manahl/arctic)[](https://arctic.readthedocs.io/en/latest/?badge=latest)[](https://travis-ci.org/manahl/arctic)[](https://coveralls.io/github/manahl/arctic?branch=master)[](https://landscape.io/github/manahl/arctic/master)[](https://gitter.im/manahl/arctic?utm_source=badge&utm_medium=badge&utm_campaign=pr-badge&utm_content=badge)Arctic is a high performance datastore for numeric data. It supports [Pandas](http://pandas.pydata.org/),[numpy](http://www.numpy.org/) arrays and pickled objects out-of-the-box, with pluggable support forother data types and optional versioning.Arctic can query millions of rows per second per client, achieves ~10x compression on network bandwidth,~10x compression on disk, and scales to hundreds of millions of rows per second per[MongoDB](https://www.mongodb.org/) instance.Arctic has been under active development at [Man AHL](http://www.ahl.com/) since 2012.## Quickstart### Install Arctic```pip install git+https://github.com/manahl/arctic.git```### Run a MongoDB```mongod --dbpath <path/to/db_directory>```### Using VersionStore```from arctic import Arcticimport quandl# Connect to Local MONGODBstore = Arctic('localhost')# Create the library - defaults to VersionStorestore.initialize_library('NASDAQ')# Access the librarylibrary = store['NASDAQ']# Load some data - maybe from Quandlaapl = quandl.get("WIKI/AAPL", authtoken="your token here")# Store the data in the librarylibrary.write('AAPL', aapl, metadata={'source': 'Quandl'})# Reading the dataitem = library.read('AAPL')aapl = item.datametadata = item.metadata```VersionStore supports much more: [See the HowTo](howtos/how_to_use_arctic.py)!### Adding your own storage enginePlugging a custom class in as a library type is straightforward. [This exampleshows how.](howtos/how_to_custom_arctic_library.py)## DocumentationYou can find complete documentation at [Arctic docs](https://arctic.readthedocs.io/en/latest/)## Concepts### LibrariesArctic provides namespaced *libraries* of data. These libraries allowbucketing data by *source*, *user* or some other metric (for example frequency:End-Of-Day; Minute Bars; etc.).Arctic supports multiple data libraries per user. A user (or namespace)maps to a MongoDB database (the granularity of mongo authentication). The libraryitself is composed of a number of collections within the database. Libraries look like: * user.EOD * user.ONEMINUTEA library is mapped to a Python class. All library databases in MongoDB are prefixed with 'arctic_'### Storage EnginesArctic includes three storage engines: * [VersionStore](arctic/store/version_store.py): a key-value versioned TimeSeries store. It supports: * Pandas data types (other Python types pickled) * Multiple versions of each data item. Can easily read previous versions. * Create point-in-time snapshots across symbols in a library * Soft quota support * Hooks for persisting other data types * Audited writes: API for saving metadata and data before and after a write. * a wide range of TimeSeries data frequencies: End-Of-Day to Minute bars * [See the HowTo](howtos/how_to_use_arctic.py) * [Documentation](docs/versionstore.md) * [TickStore](arctic/tickstore/tickstore.py): Column oriented tick database. Supports dynamic fields, chunks aren't versioned. Designed for large continuously ticking data. * [Chunkstore](https://github.com/manahl/arctic/wiki/Chunkstore): A storage type that allows data to be stored in customizable chunk sizes. Chunks aren't versioned, and can be appended to and updated in place. * [Documentation](docs/chunkstore.md)Arctic storage implementations are **pluggable**. VersionStore is the default.## RequirementsArctic currently works with: * Python 2.7, 3.4, 3.5, 3.6 * pymongo >= 3.6 * Pandas * MongoDB >= 2.4.xOperating Systems: * Linux * macOS * Windows 10## AcknowledgementsArctic has been under active development at [Man AHL](http://www.ahl.com/) since 2012.It wouldn't be possible without the work of the AHL Data Engineering Team including: * [Richard Bounds](https://github.com/richardbounds) * [James Blackburn](https://github.com/jamesblackburn) * [Vlad Mereuta](https://github.com/vmereuta) * [Tom Taylor](https://github.com/TomTaylorLondon) * Tope Olukemi * [Drake Siard](https://github.com/drakesiard) * [Slavi Marinov](https://github.com/slavi) * [Wilfred Hughes](https://github.com/wilfred) * [Edward Easton](https://github.com/eeaston) * [Bryant Moscon](https://github.com/bmoscon) * [Dimosthenis Pediaditakis](https://github.com/dimosped) * ... and many others ...Contributions welcome!## LicenseArctic is licensed under the GNU LGPL v2.1. A copy of which is included in [LICENSE](LICENSE)## Changelog### 1.75 * Bugfix: pypandoc not rendering README correctly for PYPI### 1.74 (2019-02-28) * Bugfix: #712 Pandas deprecation warning in chunkstore serializer * BugFix: #670 Lots of pycodestyle fixes * BugFix: #691 Fix arrays_to_mgr for pandas 0.23.4+ * BugFix: #698 Fix no handler in logging warning * BugFix: #705 Use sort_index instead of sortlevel_ * BugFix: #710: Initialize SEGMENT_SHA in versions for writes and appends * Feature: #669 Experimental initial implementation of async arctic * Feature: #704 Do not enable sharding by default in BSONStore. * Feature: #688 Remove Chunkstore check for issue #422 * Feature: #717 Add a best effort cache for list_libraries * Bugfix: #722 Exception while reading a column from chunkstore with a column missing in the chunk### 1.73 (2018-11-27) * Bugfix: #658 Write/append errors for Panel objects from older pandas versions * Feature: #653 Add version meta-info in arctic module * Feature: #663 Include arctic numerical version in the metadata of the version document * Feature: #650 Implemented forward pointers for chunks in VersionStore (modes: enabled/disabled/hybrid)### 1.72 (2018-11-06) * Feature: #577 Added implementation for incremental serializer for numpy records * Bugfix: #648 Fix issue with Timezone aware Pandas types, which don't contain hasobject attribute### 1.71 (2018-11-05) * Bugfix: #645 Fix write errors for Pandas DataFrame that has mixed object/string types in multi-index column### 1.70 (2018-10-30) * Bugfix: #157 Assure that serialized dataframes remain value-equivalent (e.g. avoid NaN --> 'nan' in mixed string columns) * Bugfix: #608 Ensure Arctic performs well with MongoDB 3.6 (sorting) * Bugfix: #629 Column kwarg no longer modified * Bugfix: #641 DateRange.intersection open/closed range fix * Feature: #493 Can pass kwargs when calling MongoClient, e.g. for ssl * Feature: #590 Faster write handler selection for DataFrames with objects * Feature: #604 Improved handling handling for pickling serialization decidions### 1.69 (2018-09-12) * Docs: VersionStore documentation * Bugfix: Issue #612 ThreadPool should be created by process using it * Feature: Upsert option on appends in ChunkStore### 1.68 (2018-08-17) * Feature: #553 Compatibility with both the new and old LZ4 API * Feature: #571 Removed the Cython LZ4 code, use the latest python-lz4 * Feature: #557 Threadpool based compression. Speed imrpovement and tuning benchmarks. * Bugfix: fix tickstore unicode handling, support both unicode and utf-8 arrays * Bugfix: #591 Fix tickstore reads not returning index with localized timezone * Feature: #595 add host attribute to VersionedItem. * Bugfix: #594 Enable sharding on chunkstore### 1.67.1 (2018-07-11) * Bugfix: #579 Fix symbol corruption due to restore_version and append * Bugfix: #584 Fix list_versions for a snapshot after deleting symbols in later versions### 1.67 (2018-05-24) * Bugfix: #561 Fix PickleStore read corruption after write_metadata### 1.66 (2018-05-21) * Bugfix: #168 Do not allow empty string as a column name * Bugfix: #483 Remove potential floating point error from datetime_to_ms * Bugfix: #271 Log when library doesnt exist on delete * Feature: MetaDataStore: added list_symbols with regexp, as_of and metadata fields matching filters * Feature: Support for serialization of DataFrames in Pandas 0.23.x### 1.65 (2018-04-16) * Bugfix: #534 VersionStore: overwriting a symbol with different dtype (but same data format) does not raise exceptions anymore * Bugfix: #531 arctic_prune_versions: clean broken snapshot references before pruning * Bugfix: setup.py develop in a conda environment on Mac * Feature: #490 add support to numpy 1.14### 1.63 (2018-04-06) * Bugfix: #521 Clang 6.0 compiler support on macOS * Feature: #510 VersionStore: support multi column in pandas DataFrames### 1.62 (2018-3-14) * Bugfix: #517 VersionStore: append does not duplicate data in certain corner cases * Bugfix: #519 VersionStore: list_symbols speed improvement and fix for memory limit exceed### 1.61 (2018-3-2) * Feature: #288 Mapping reads and writes over chunks in chunkstore * Bugfix: #508 VersionStore: list_symbols and read now always returns latest version * Bugfix: #512 Improved performance for list_versions * Bugfix: #515 VersionStore: _prune_previous_versions now retries the cleanup operation### 1.60 (2018-2-13) * Bugfix: #503 ChunkStore: speedup check for -1 segments * Feature: #504 Increasing number of libraries in Arctic to 5000.### 1.59 (2018-2-6) * Bugfix: Increase performance of invalid segment check in chunkstore * Bugfix: #501 Fix the spurious data integrity exceptions at write path, due to moving chunks form the balancer### 1.58 (2018-1-15) * Bugfix: #491 roll back the use of frombuffer to fromstring, fixes the read-only ndarray issue### 1.57 (2018-1-11) * Feature: #206 String support for tickstore * Bugfix: #486 improve mongo_retry robustness with failures for version store write/append### 1.56 (2017-12-21) * Bugfix: #468 Re-adding compatibility for pandas 0.20.x * Bugfix: #476 Ensure we re-auth when a new MongoClient is created after fork### 1.55 (2017-12-14) * Bugfix: #439 fix cursor timeouts in chunkstore iterator * Bugfix: #450 fix error in chunkstore delete when chunk range produces empty df * Bugfix: #442 fix incorrect segment values in multi segment chunks in chunkstore * Feature: #457 enchances fix for #442 via segment_id_repair tool * Bugfix: #385 exceptions during quota statistics no longer kill a write * Feature: PR#161 TickStore.max_date now returns a datetime in the 'local' timezone * Feature: #425 user defined metadata for tickstore * Feature: #464 performance improvement by avoiding unnecessary re-authentication * Bugfix: #250 Added multiprocessing safety, check for initialized MongoClient after fork. * Feature: #465 Added fast operations for write only metadata and restore symbol to a version ### 1.54 (2017-10-18) * Bugfix: #440 Fix read empty MultiIndex+tz Series### 1.53 (2017-10-06) * Perf: #408 Improve memory performance of version store's serializer * Bugfix #394 Multi symbol read in chunkstore * Bugfix: #407 Fix segment issue on appends in chunkstore * Bugfix: Inconsistent returns on MetadataStore.append * Bugfix: #412 pandas deprecation and #289 improve exception report in numpy record serializer * Bugfix: #420 chunkstore ignoring open interval date ranges * Bugfix: #427 chunkstore metadata not being correctly replaced during symbol overwrite * Bugfix: #431 chunkstore iterators do not handle multi segment chunks correctly### 1.51 (2017-08-21) * Bugfix: #397 Remove calls to deprecated methods in pymongo * Bugfix: #402 Append to empty DF fails in VersionStore### 1.50 (2017-08-18) * Feature: #396 MetadataStore.read now supports as_of argument * Bugfix: #397 Pin pymongo==3.4.0### 1.49 (2017-08-02) * Feature: #392 MetadataStore * Bugfix: #384 sentinels missing time data on chunk start/ends in ChunkStore * Bugfix: #382 Remove dependency on cython being pre-installed * Bugfix: #343 Renaming libraries/collections within a namespace/database### 1.48 (2017-06-26) * BugFix: Rollback #363, as it breaks multi-index dataframe * Bugfix: #372 OSX build improvements### 1.47 (2017-06-19) * Feature: Re-introduce #363 `concat` flag, essentially undo-ing 1.45 * BugFix: #377 Fix broken `replace_one` on BSONStore and add `bulk_write`### 1.46 (2017-06-13) * Feature: #374 Shard BSONStore on `_id` rather than `symbol`### 1.45 (2017-06-09) * BugFix: Rollback #363, which can cause ordering issues on append### 1.44 (2017-06-08) * Feature: #364 Expose compressHC from internal arctic LZ4 and remove external LZ4 dependency * Feature: #363 Appending older data (compare to what's exist in library) will raise. Use `concat=True` to append only the new bits * Feature: #371 Expose more functionality in BSONStore### 1.43 (2017-05-30) * Bugfix: #350 remove deprecated pandas calls * Bugfix: #360 version incorrect in empty append in VersionStore * Feature: #365 add generic BSON store### 1.42 (2017-05-12) * Bugfix: #346 fixed daterange subsetting error on very large dateframes in version store * Bugfix: #351 $size queries can't use indexes, use alternative queries### 1.41 (2017-04-20) * Bugfix: #334 Chunk range param with pandas object fails in chunkstore.get_chunk_ranges * Bugfix: #339 Depending on lz4<=0.8.2 to fix build errors * Bugfix: #342 fixed compilation errors on Mac OSX * Bugfix: #344 fixed data corruption problem with concurrent appends### 1.40 (2017-03-03) * BugFix: #330 Make Arctic._lock reentrant ### 1.39 (2017-03-03) * Feature: #329 Add reset() method to Arctic ### 1.38 (2017-02-22) * Bugfix: #324 Datetime indexes must be sorted in chunkstore * Feature: #290 improve performance of tickstore column reads### 1.37 (2017-1-31) * Bugfix: #300 to_datetime deprecated in pandas, use to_pydatetime instead * Bugfix: #309 formatting change for DateRange ```__str__``` * Feature: #313 set and read user specified metadata in chunkstore * Feature: #319 Audit log support in ChunkStor * Bugfix: #216 Tickstore write fails with named index column### 1.36 (2016-12-13) * Feature: Default to hashed based sharding * Bugfix: retry socket errors during VersionStore snapshot operations### 1.35 (2016-11-29) * Bugfix: #296 Cannot compress/decompress empty string### 1.34 (2016-11-29) * Feature: #294 Move per-chunk metadata for chunkstore to a separate collection * Bugfix: #292 Account for metadata size during size chunking in ChunkStore * Feature: #283 Support for all pandas frequency strings in ChunkStore DateChunker * Feature: #286 Add has_symbol to ChunkStore and support for partial symbol matching in list_symbols### 1.33 (2016-11-07) * Feature: #275 Tuple range object support in DateChunker * Bugfix: #273 Duplicate columns breaking serializer * Feature: #267 Tickstore.delete returns deleted data * Dependency: #266 Remove pytest-dbfixtures in favor of pytest-server-fixtures### 1.32 (2016-10-25) * Feature: #260 quota support on Chunkstore * Bugfix: #259 prevent write of unnamed columns/indexes * Bugfix: #252 pandas 0.19.0 compatibility fixes * Bugfix: #249 open ended range reads on data without index fail * Bugfix: #262 VersionStore.append must check data is written correctly during repack * Bugfix: #263 Quota: Improve the error message when near soft-quota limit * Perf: #265 VersionStore.write / append don't aggressively add indexes on each write### 1.31 (2016-09-29) * Bugfix: #247 segmentation read fix in chunkstore * Feature: #243 add get_library_type method * Bugfix: more cython changes to handle LZ4 errors properly * Feature: #239 improve chunkstore's get_info method### 1.30 (2016-09-26) * Feature: #235 method to return chunk ranges on a symbol in ChunkStore * Feature: #234 Iterator access to ChunkStore * Bugfix: #236 Cython not handling errors from LZ4 function calls### 1.29 (2016-09-20) * Bugfix: #228 Mongo fail-over during append can leave a Version in an inconsistent state * Feature: #193 Support for different Chunkers and Serializers by symbol in ChunkStore * Feature: #220 Raise exception if older version of arctic attempts to read unsupported pickled data * Feature: #219 and #220 Support for pickling large data (>2GB) * Feature: #204 Add support for library renaming * Feature: #209 Upsert capability in ChunkStore's update method * Feature: #207 Support DatetimeIndexes in DateRange chunker * Bugfix: #232 Don't raise during VersionStore #append(...) if the previous append failed### 1.28 (2016-08-16) * Bugfix: #195 Top level tickstore write with list of dicts now works with timezone aware datetimes### 1.27 (2016-08-05) * Bugfix: #187 Compatibility with latest version of pytest-dbfixtures * Feature: #182 Improve ChunkStore read/write performance * Feature: #162 Rename API for ChunkStore * Feature: #186 chunk_range on update * Bugfix: #189 range delete does not update symbol metadata### 1.26 (2016-07-20) * Bugfix: Faster TickStore querying for multiple symbols simultaneously * Bugfix: TickStore.read now respects `allow_secondary=True` * Bugfix: #147 Add get_info method to ChunkStore * Bugfix: Periodically re-cache the library.quota to pick up any changes * Bugfix: #166 Add index on SHA for ChunkStore * Bugfix: #169 Dtype mismatch in chunkstore updates * Feature: #171 allow deleting of values within a date range in ChunkStore * Bugfix: #172 Fix date range bug when querying dates in the middle of chunks * Bugfix: #176 Fix overwrite failures in Chunkstore * Bugfix: #178 - Change how start/end dates are populated in the DB, also fix append so it works as expected. * Bugfix: #43 - Remove dependency on hardcoded Linux timezone files### 1.25 (2016-05-23) * Bugfix: Ensure that Tickstore.write doesn't allow out of order messages * Bugfix: VersionStore.write now allows writing 'None' as a value### 1.24 (2016-05-10) * Bugfix: Backwards compatibility reading/writing documents with previous versions of Arctic### 1.22 (2016-05-09) * Bugfix: #109 Ensure stable sort during Arctic read * Feature: New benchmark suite using ASV * Bugfix: #129 Fixed an issue where some chunks could get skipped during a multiple-symbol TickStore read * Bugfix: #135 Fix issue with different datatype returned from pymongo in python3 * Feature: #130 New Chunkstore storage type### 1.21 (2016-03-08) * Bugfix: #106 Fix Pandas Panel storage for panels with different dimensions### 1.20 (2016-02-03) * Feature: #98 Add initial_image as optional parameter on tickstore write() * Bugfix: #100 Write error on end field when writing with pandas dataframes### 1.19 (2016-01-29) * Feature: Add python 3.3/3.4 support * Bugfix: #95 Fix raising NoDataFoundException across multiple low level libraries### 1.18 (2016-01-05) * Bugfix: #81 Fix broken read of multi-index DataFrame written by old version of Arctic * Bugfix: #49 Fix strifying tickstore### 1.17 (2015-12-24) * Feature: Add timezone suppport to store multi-index dataframes * Bugfix: Fixed broken sdist releases### 1.16 (2015-12-15) * Feature: ArticTransaction now supports non-audited 'transactions': `audit=False` ``` with ArcticTransaction(Arctic('hostname')['some_library'], 'symbol', audit=False) as at: ... ``` This is useful for batch jobs which read-modify-write and don't want to clash with concurrent writers, and which don't require keeping all versions of a symbol.### 1.15 (2015-11-25) * Feature: get_info API added to version_store.### 1.14 (2015-11-25)### 1.12 (2015-11-12) * Bugfix: correct version detection for Pandas >= 0.18. * Bugfix: retrying connection initialisation in case of an AutoReconnect failure.### 1.11 (2015-10-29) * Bugfix: Improve performance of saving multi-index Pandas DataFrames by 9x * Bugfix: authenticate should propagate non-OperationFailure exceptions (e.g. ConnectionFailure) as this might be indicative of socket failures * Bugfix: return 'deleted' state in VersionStore.list_versions() so that callers can pick up on the head version being the delete-sentinel.### 1.10 (2015-10-28) * Bugfix: VersionStore.read(date_range=...) could do the wrong thing with TimeZones (which aren't yet supported for date_range slicing.).### 1.9 (2015-10-06) * Bugfix: fix authentication race condition when sharing an Arctic instance between multiple threads.### 1.8 (2015-09-29) * Bugfix: compatibility with both 3.0 and pre-3.0 MongoDB for querying current authentications### 1.7 (2015-09-18) * Feature: Add support for reading a subset of a pandas DataFrame in VersionStore.read by passing in an arctic.date.DateRange * Bugfix: Reauth against admin if not auth'd against a library a specific library's DB. Sometimes we appear to miss admin DB auths. This is to workaround that until we work out what the issue is.### 1.6 (2015-09-16) * Feature: Add support for multi-index Bitemporal DataFrame storage. This allows persisting data and changes within the DataFrame making it easier to see how old data has been revised over time. * Bugfix: Ensure we call the error logging hook when exceptions occur### 1.5 (2015-09-02) * Always use the primary cluster node for 'has_symbol()', it's safer### 1.4 (2015-08-19) * Bugfixes for timezone handling, now ensures use of non-naive datetimes * Bugfix for tickstore read missing images### 1.3 (2015-08-011) * Improvements to command-line control scripts for users and libraries * Bugfix for pickling top-level Arctic object### 1.2 (2015-06-29) * Allow snapshotting a range of versions in the VersionStore, and snapshot all versions by default.### 1.1 (2015-06-16) * Bugfix for backwards-compatible unpickling of bson-encoded data * Added switch for enabling parallel lz4 compression### 1.0 (2015-06-14) * Initial public release