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import datetime | ||
import random | ||
from typing import Dict, List | ||
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import pandas as pd | ||
import pytz | ||
from dagster import ( | ||
AssetExecutionContext, | ||
DailyPartitionsDefinition, | ||
HourlyPartitionsDefinition, | ||
MetadataValue, | ||
MonthlyPartitionsDefinition, | ||
Output, | ||
WeeklyPartitionsDefinition, | ||
asset, | ||
) | ||
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class Salesforce: | ||
def __init__(self, *args, **kwargs): | ||
... | ||
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def query(self, *args, **kwargs): | ||
... | ||
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def relativedelta(*args, **kwargs): | ||
... | ||
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@asset( | ||
partitions_def=MonthlyPartitionsDefinition(start_date="2022-01-01"), | ||
metadata={"partition_expr": "LastModifiedDate"}, | ||
) | ||
def salesforce_customers(context: AssetExecutionContext) -> pd.DataFrame: | ||
start_date_str = context.asset_partition_key_for_output() | ||
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timezone = pytz.timezone("GMT") # Replace 'Your_Timezone' with the desired timezone | ||
start_obj = datetime.datetime.strptime(start_date_str, "%Y-%m-%d").replace(tzinfo=timezone) | ||
end_obj = start_obj + relativedelta(months=1) # Add one month to start_obj | ||
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start_obj_str = start_obj.strftime("%Y-%m-%dT%H:%M:%S+00:00") | ||
end_obj_str = end_obj.strftime("%Y-%m-%dT%H:%M:%S+00:00") | ||
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sf = Salesforce(username="xxxxxx", password="xxxxx", security_token="xxxx") | ||
sf_result = sf.query( | ||
f"SELECT FIELDS(STANDARD) FROM Account where LastModifiedDate >= {start_obj_str} and LastModifiedDate < {end_obj_str}" | ||
) | ||
if sf_result["totalSize"] == 0: | ||
return None | ||
account = pd.DataFrame(sf_result["records"]).drop(["attributes"], axis=1) | ||
return account | ||
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daily_partition = DailyPartitionsDefinition(start_date="2023-01-01") | ||
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def all_realvols(*args, **kwargs): | ||
... | ||
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@asset(partitions_def=daily_partition) | ||
def realized_vol(context: AssetExecutionContext, orats_daily_prices: pd.DataFrame): | ||
"""This function calculates the realized volatility for a given asset using the Orats daily prices. | ||
The volatility is calculated using various methods such as close-to-close, Parkinson, Hodges-Tompkins, and Yang-Zhang. | ||
The function returns a DataFrame with the calculated volatilities. | ||
""" | ||
trade_date = context.asset_partition_key_for_output() | ||
ticker_id = 1 | ||
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df = all_realvols(orats_daily_prices, ticker_id, trade_date) | ||
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context.add_output_metadata({"preview": MetadataValue.md(df.to_markdown())}) | ||
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return df | ||
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hourly_partitions = HourlyPartitionsDefinition(start_date="2024-01-01") | ||
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@asset(io_manager_def="parquet_io_manager", partitions_def=hourly_partitions) | ||
def my_custom_df(context) -> pd.DataFrame: | ||
start, end = context.asset_partitions_time_window_for_output() | ||
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df = pd.DataFrame({"timestamp": pd.date_range(start, end, freq="5T")}) | ||
df["count"] = df["timestamp"].map(lambda a: random.randint(1, 1000)) | ||
return df | ||
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def fetch_blog_posts_from_external_api(*args, **kwargs): | ||
... | ||
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@asset(partitions_def=HourlyPartitionsDefinition(start_date="2022-01-01-00:00")) | ||
def blog_posts(context) -> List[Dict]: | ||
partition_datetime_str = context.asset_partition_key_for_output() | ||
hour = datetime.datetime.fromisoformat(partition_datetime_str) | ||
posts = fetch_blog_posts_from_external_api(hour_when_posted=hour) | ||
return posts | ||
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@asset( | ||
io_manager_key="snowflake_io_manager", | ||
required_resource_keys={"eldermark"}, | ||
partitions_def=WeeklyPartitionsDefinition(start_date="2022-11-01"), | ||
key_prefix=["snowflake", "eldermark_proxy"], | ||
) | ||
def resident(context) -> Output[pd.DataFrame]: | ||
start, end = context.asset_partitions_time_window_for_output() | ||
filter_str = f"LastMod_Stamp >= {start.timestamp()} AND LastMod_Stamp < {end.timestamp()}" | ||
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records = context.resources.eldermark.fetch_obj(obj="Resident", filter=filter_str) | ||
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df = pd.DataFrame(list(records), columns=["src"], dtype="string") | ||
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yield Output(df, metadata={"partition_expr": "PARSE_JSON(SRC):LASTMOD_STAMP::TIMESTAMP"}) |