Skip to content

Clarify complete CSV column mapping #9

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
luisleo526 merged 1 commit into from
Jul 10, 2026
Merged

Clarify complete CSV column mapping #9

Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
42 changes: 30 additions & 12 deletions docs/providers/csv.md
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -15,23 +15,37 @@ provider = CsvBarProvider(
"./exports/equity-bars.csv",
venue="research",
mapping={
"timestamp": "Bucket Start",
"volume": "Total Traded Qty",
"timestamp": "epoch seconds",
"open": "first px",
"high": "top px",
"low": "bottom px",
"close": "last px",
"volume": "traded qty",
"symbol": "security code",
"timeframe": "bar interval",
},
timestamp_unit="iso8601",
timestamp_unit="seconds",
)
```

Plain mappings are partial overrides. Common open, high, low, close, symbol,
and timeframe columns are inferred from the header. Use an explicit
`BarColumnMapping` when every name is custom.
The keys are PineForge's canonical fields and the values are exact CSV header
names. For example, the mapping above accepts this header:

```csv
epoch seconds,first px,top px,bottom px,last px,traded qty,security code,bar interval
```

Plain mappings may be complete or partial. When a canonical field is omitted,
common names such as `open`, `px_open`, `ticker`, and `interval` are inferred
from the header. Use an explicit `BarColumnMapping` when a typed, reusable
complete mapping is preferable.

## Inspect the header

```python
schema = await provider.inspect_schema()
print(schema.column_names)
mapping = schema.infer_bar_mapping({"timestamp": "Bucket Start"})
mapping = schema.infer_bar_mapping({"timestamp": "epoch seconds"})
```

The first record must be a non-empty, unique header. Files with duplicate or
Expand Down Expand Up @@ -84,12 +98,16 @@ large datasets queried repeatedly.
"path": "/data/equity-bars.csv",
"encoding": "utf-8-sig",
"delimiter": ",",
"timestamp_unit": "iso8601",
"timestamp_unit": "seconds",
"columns": {
"timestamp": "Bucket Start",
"volume": "Total Traded Qty",
"symbol": "Ticker",
"timeframe": "Bar Size"
"timestamp": "epoch seconds",
"open": "first px",
"high": "top px",
"low": "bottom px",
"close": "last px",
"volume": "traded qty",
"symbol": "security code",
"timeframe": "bar interval"
}
}
```
Expand Down