PyPI 官网下载 | arctic-1.29.0.tar.gz

# [](https://github.com/manahl/arctic) [Arctic TimeSeries and Tick store](https://github.com/manahl/arctic) [](https://circleci.com/gh/manahl/arctic) [](https://travis-ci.org/manahl/arctic) [](https://coveralls.io/github/manahl/arctic?branch=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 for other 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 Arctic import quandl # Connect to Local MONGODB store = Arctic('localhost') # Create the library - defaults to VersionStore store.initialize_library('NASDAQ') # Access the library library = store['NASDAQ'] # Load some data - maybe from Quandl aapl = quandl.get("WIKI/AAPL", authtoken="your token here") # Store the data in the library library.write('AAPL', aapl, metadata={'source': 'Quandl'}) # Reading the data item = library.read('AAPL') aapl = item.data metadata = item.metadata ``` VersionStore supports much more: [See the HowTo](howtos/how_to_use_arctic.py)! ### Adding your own storage engine Plugging a custom class in as a library type is straightforward. [This example shows how.](howtos/how_to_custom_arctic_library.py) ## Concepts ### Libraries Arctic provides namespaced *libraries* of data. These libraries allow bucketing 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 library itself is composed of a number of collections within the database. Libraries look like: * user.EOD * user.ONEMINUTE A library is mapped to a Python class. All library databases in MongoDB are prefixed with 'arctic_' ### Storage Engines Arctic 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) * [TickStore](arctic/tickstore/tickstore.py): Column oriented tick database. Supports dynamic fields, chunks aren't versioned. Designed for large continuously ticking data. * [Chunkstore](arctic/chunkstore/chunkstore.py): 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. Arctic storage implementations are **pluggable**. VersionStore is the default. ## Requirements Arctic currently works with: * Python 2.7, 3.4, 3.5 * pymongo >= 3.0 * Pandas * MongoDB >= 2.4.x ## Acknowledgements Arctic 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 * [Slavi Marinov](https://github.com/slavi) * [Wilfred Hughes](https://github.com/wilfred) * [Edward Easton](https://github.com/eeaston) * ... and many others ... Contributions welcome! ## License Arctic is licensed under the GNU LGPL v2.1. A copy of which is included in [LICENSE](LICENSE)