Evaluate Timeseries Expressions

dynts.evaluate(expression, start=None, end=None, loader=None, logger=None, backend=None, **kwargs)

Evaluate the timeseries expression into a timeseries object

Parameters:

• expression – A timeseries aexpression string or an instance of dynts.dsl.Expr obtained using the dynts.parse() function.
• start – Start date or None.
• end – End date or None. If not provided today values is used.
• loader – Optional dynts.data.TimeSerieLoader class or instance to use.
• logger – Python logging instance or None. Used if you required logging.
• backend – dynts.TimeSeries backend name or None.

The expression is parsed and the dynts.expr.Symbol are sent to the dynts.data.TimeSerieLoader instance for retrieving actual timeseries data. It returns an instance of dynts.dslresult.

Typical usage:

>>> import dynts
>>> r = dynts.evaluate('min(GS,window=30)')
>>> r
min(GS,window=30)
>>> ts = r.unwind()