Point72 / Point72/csp

`CSV` adapter difficult to use and not very flexible

Open
#259 1 comment 0 reactions 0 assignees View on GitHub

Nobody has claimed this yet.

adapter: general good first issue type: enhancement
Dominant language
Python
Stars
441
Forks
90
Avg merge
1d 12m
Merged PRs (30d)
5

Description

Discovered during the hackathon, the current CSV adapter is not great. It was difficult to map multiple columns as datetimes, it basically presupposes a "symbol column", and it doesnt allow for returning just e.g. a dict of values in the row. Here is a naive alternative built for the hackathon to read Citibike historical CSV data:

import csv as pycsv
from datetime import datetime

from csp import ts
from csp.impl.pulladapter import PullInputAdapter
from csp.impl.wiring import py_pull_adapter_def


class CSVAdapterImpl(PullInputAdapter):
    def __init__(self, filename: str, datetime_columns: list = None):
        if not datetime_columns:
            raise Exception("Must provide at least one datetime column")
        self._filename = filename
        self._datetime_columns = datetime_columns
        self._csv_reader = None
        self._first_row = None
        super().__init__()

    def start(self, starttime, endtime):
        super().start(starttime, endtime)
        self._csv_reader = pycsv.DictReader(open(self._filename, "r"))

        # fast forward to first record
        while True:
            try:
                row = next(self._csv_reader)
                time = datetime.strptime(
                    row[self._datetime_columns[0]], "%Y-%m-%d %H:%M:%S"
                )

                if time < starttime:
                    continue

                for dtc in self._datetime_columns:
                    row[dtc] = datetime.strptime(row[dtc], "%Y-%m-%d %H:%M:%S")
                self._first_row = row
                break

            except StopIteration:
                return

    def stop(self):
        self._csv_reader = None

    def next(self):
        if self._first_row is not None:
            ret = self._first_row[self._datetime_columns[0]], self._first_row
            self._first_row = None
        try:
            row = next(self._csv_reader)
            time = datetime.strptime(
                row[self._datetime_columns[0]], "%Y-%m-%d %H:%M:%S"
            )
            for dtc in self._datetime_columns:
                row[dtc] = datetime.strptime(row[dtc], "%Y-%m-%d %H:%M:%S")
            return time, row
        except StopIteration:
            return None


CSVAdapter = py_pull_adapter_def(
    "CSVAdapter", CSVAdapterImpl, ts[dict], filename=str, datetime_columns=list
)

Contributor guide

No contributing guide indexed for this repository

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by reading the current CSV adapter alongside csp.impl.pulladapter.PullInputAdapter and py_pull_adapter_def. Use the provided CSVAdapterImpl example as the reference for supporting multiple datetime columns, avoiding a required symbol column, and returning row dictionaries. Done means the adapter API and behavior cover these use cases without losing time-based reading.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
data-engineering, stream-processing
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
25/100

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.