change account status format to pickle

Author: 32ethers

demeter/core/actuator.py

@@ -524,7 +524,7 @@ def save_result(
         :type file_name: str
         :param decimals: decimals in csv
         :type decimals: int
-        :param file_format: format of account status, csv | feather
+        :param file_format: format of account status, csv | pickle
         :return: A list of saved file path
         :rtype: List[str]
         """
@@ -538,10 +538,10 @@ def save_result(
         # save account file
         if file_format == "csv":
             account_file_path = os.path.join(path, file_name_head + ".account.csv")
-        elif file_format == "feather":
-            account_file_path = os.path.join(path, file_name_head + ".account.feather")
+        elif file_format == "pickle":
+            account_file_path = os.path.join(path, file_name_head + ".account.pkl")
         else:
-            raise RuntimeError("File format should be csv or feather")
+            raise RuntimeError("File format should be csv or pickle")
 
         df_2_save: pd.DataFrame = self._account_status_df
         if decimals is not None:
@@ -550,8 +550,8 @@ def save_result(
             # df_2_save = df_2_save.map(lambda x: round(x, decimals) if pd.api.types.is_numeric_dtype(type(x)) else x)
         if file_format == "csv":
             df_2_save.to_csv(account_file_path)
-        elif file_format == "feather":
-            df_2_save.to_feather(account_file_path)
+        elif file_format == "pickle":
+            df_2_save.to_pickle(account_file_path, compression="gzip")
         file_list.append(account_file_path)
 
         # save backtest file

demeter/utils/application.py

@@ -108,18 +108,18 @@ def to_multi_index_df(df: pd.DataFrame, level0: str):
     df.columns = new_columns
 
 
-def load_account_status(path:str) -> pd.DataFrame:
+def load_account_status(path: str) -> pd.DataFrame:
     if path.endswith(".csv"):
         df = pd.read_csv(path, index_col=[0], header=[0, 1], parse_dates=[0])
         rename_dict = {}
         for column in df.columns:
             if "Unnamed" in column[1]:
                 rename_dict[column[1]] = ""
         df = df.rename(columns=rename_dict, level=1)
-    elif path.endswith(".feather"):
-        df = pd.read_feather(path)
+    elif path.endswith(".pkl"):
+        df = pd.read_pickle(path, compression="gzip")
     else:
-        raise RuntimeError("Unknown format, account status support csv and feather only")
+        raise RuntimeError("Unknown format, account status support csv and pickle only")
     return df
 
 
@@ -133,4 +133,3 @@ def is_stable_coin(*token: TokenInfo):
         if t == USD or t.name in STABLE_COINS:
             return t
     return None
-