Udating data saved in a file.

[Krzysiek191]

I am trying to come with a code that will update the data saved in a file.

import vectorbt as vbt

class MyDataUpdater(vbt.DataUpdater):
     def __init__(self, *args, **kwargs):
         super().__init__(*args, **kwargs)
         self.update_count = 0

     def update(self, count_limit=None):
         prev_index_len = len(self.data.wrapper.index)
         super().update()
         new_index_len = len(self.data.wrapper.index)
         print(f"Data updated with {new_index_len - prev_index_len} data points")
         self.update_count += 1
         if count_limit is not None and self.update_count >= count_limit:
             raise vbt.CancelledError

binance_data = vbt.BinanceData.load('BTCBUSD_1m.pkl')
my_updater = MyDataUpdater(binance_data)
my_updater.update()

After running the script I get the message that the data is updated but the file is unchanged. I tried to use .save with no success.

[polakowo]

@Krzysiek191 you don't need DataUpdater for this task, just download with BinanceData, save to a file, and later call update, which will returns a new instance of BinanceData. Then, again, you can save it to a file.

[Krzysiek191]

binance_data.save('BTCBUSD_1m.pkl') added at the end doesn't save the file.

The code above returns a message

Data updated with 7730 data points

but the file is unchanged.

binance_data = vbt.BinanceData.load('BTCBUSD_1m.pkl')

binance_data.update()

binance_data.save('BTCBUSD_1m.pkl')

Doesn't even return a message that the data is updated.

PS. Sorry for the typo in the title...

[polakowo]

binance_data = vbt.BinanceData.load('BTCBUSD_1m.pkl')

new_binance_data = binance_data.update()

new_binance_data.save('BTCBUSD_1m.pkl')

[Krzysiek191]

I knew it's something straight forward like this...

Again, thank you for your reply and for this wonderful library.

[jeff1228]

Can we read data into vbt from a local file? and how?

Thanks