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Query multiple PSE symbols with parallelization #342

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@ajdajd ajdajd commented Feb 4, 2021

resolves #341

Description

Implement get_pse_data_multiple which is a utility function for get_pse_data to be able to query multiple stock data with parallelization using joblib.

Demo notebook included to show some usage guide and benchmark.

Checklist

  • I am making a pull request from a branch other than master
  • I have read the CONTRIBUTING.md
  • I have added/edited documentation in a relevant docs/docusaurus markdown file
  • (For new docs, check if not applicable) I have added the id of a new docs md to the docs/docusaurus/sidebars.js file

@ajdajd ajdajd changed the title Query multiple symbols with parallelization Query multiple PSE symbols with parallelization Feb 4, 2021
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ajdajd commented Feb 4, 2021

Would love to hear your thoughts before I iron out documentation and what not! :)

@ajdajd ajdajd changed the base branch from experiment to master February 4, 2021 10:21
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  • Added type checking
  • Updated the demo notebook to show Google Colab performance, using date range from Jan 2021 to present

examples/get_pse_data_multiple_demo.ipynb Show resolved Hide resolved
examples/get_pse_data_multiple_demo.ipynb Show resolved Hide resolved
python/fastquant/data/stocks/pse.py Show resolved Hide resolved
@mikeejazmines
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Hi @ajdajd have the changes been adjusted :D Can handle this pr if ever!

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ajdajd commented Dec 22, 2021 via email

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[FEATURE] Use get_pse_data with a list of symbols with parallelization
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