DataReader

class zvt.contract.reader.DataReader(data_schema: Type[Mixin], entity_schema: Type[TradableEntity] = None, provider: str = None, entity_provider: str = None, entity_ids: List[str] = None, exchanges: List[str] = None, codes: List[str] = None, start_timestamp: str | Timestamp = None, end_timestamp: str | Timestamp = Timestamp('2026-01-18 04:34:19.728952'), columns: List = None, filters: List = None, order: object = None, limit: int = None, level: IntervalLevel = None, category_field: str = 'entity_id', time_field: str = 'timestamp', keep_window: int = None)

Bases: Drawable

__init__(data_schema: Type[Mixin], entity_schema: Type[TradableEntity] = None, provider: str = None, entity_provider: str = None, entity_ids: List[str] = None, exchanges: List[str] = None, codes: List[str] = None, start_timestamp: str | Timestamp = None, end_timestamp: str | Timestamp = Timestamp('2026-01-18 04:34:19.728952'), columns: List = None, filters: List = None, order: object = None, limit: int = None, level: IntervalLevel = None, category_field: str = 'entity_id', time_field: str = 'timestamp', keep_window: int = None) → None

move_on(to_timestamp: str | Timestamp = None, timeout: int = 20) → object

using continual fetching data in realtime 1)get the data happened before to_timestamp,if not set,get all the data which means to now 2)if computing_window set,the data_df would be cut for saving memory

Parameters:

• to_timestamp

• timeout (int)

Returns:

Return type: