undo unrelated changes

docs/tutorials/backtest_high_level.md

@@ -29,7 +29,7 @@ from nautilus_trader.backtest.node import BacktestNode, BacktestVenueConfig, Bac
 from nautilus_trader.config.common import ImportableStrategyConfig
 from nautilus_trader.persistence.catalog import ParquetDataCatalog
 from nautilus_trader.persistence.wranglers import QuoteTickDataWrangler
-from nautilus_trader.persistence.loaders import CSVDataLoader
+from nautilus_trader.test_kit.providers import CSVTickDataLoader
 from nautilus_trader.test_kit.providers import TestInstrumentProvider
 ```
 
@@ -64,7 +64,7 @@ Then we can create Nautilus `QuoteTick` objects by processing the DataFrame with
 
 ```python
 # Here we just take the first data file found and load into a pandas DataFrame
-df = CSVDataLoader.load(raw_files[0], timestamp_column=0, format="%Y%m%d %H%M%S%f")
+df = CSVTickDataLoader.load(raw_files[0], index_col=0, format="%Y%m%d %H%M%S%f")
 df.columns = ["bid_price", "ask_price"]
 
 # Process quote ticks using a wrangler
@@ -178,4 +178,4 @@ node = BacktestNode(configs=[config])
 
 results = node.run()
 results
-```
+```

examples/notebooks/external_data_backtest.ipynb

@@ -38,7 +38,7 @@
     "from nautilus_trader.config.common import ImportableStrategyConfig\n",
     "from nautilus_trader.persistence.catalog import ParquetDataCatalog\n",
     "from nautilus_trader.persistence.wranglers import QuoteTickDataWrangler\n",
-    "from nautilus_trader.test_kit.providers import CSVDataLoader\n",
+    "from nautilus_trader.test_kit.providers import CSVTickDataLoader\n",
     "from nautilus_trader.test_kit.providers import TestInstrumentProvider"
    ]
   },
@@ -73,7 +73,7 @@
    "outputs": [],
    "source": [
     "# Here we just take the first data file found and load into a pandas DataFrame\n",
-    "df = CSVDataLoader.load(raw_files[0], index_col=0, format=\"%Y%m%d %H%M%S%f\")\n",
+    "df = CSVTickDataLoader.load(raw_files[0], index_col=0, format=\"%Y%m%d %H%M%S%f\")\n",
     "df.columns = [\"bid_price\", \"ask_price\"]\n",
     "\n",
     "# Process quote ticks using a wrangler\n",

nautilus_trader/persistence/loaders.py

@@ -18,26 +18,26 @@
 import pandas as pd
 
 
-class CSVDataLoader:
+class CSVTickDataLoader:
     """
-    Loads a CSV file to a `pandas.DataFrame`.
+    Provides a generic tick data CSV file loader.
     """
 
     @staticmethod
     def load(
         file_path: PathLike[str] | str,
-        timestamp_column: str | int = "timestamp",
+        index_col: str | int = "timestamp",
         format: str = "mixed",
     ) -> pd.DataFrame:
         """
-        Return a `pandas.DataFrame` loaded from the given CSV `file_path`.
+        Return a tick `pandas.DataFrame` loaded from the given CSV `file_path`.
 
         Parameters
         ----------
         file_path : str, path object or file-like object
             The path to the CSV file.
-        timestamp_column : str | int, default 'timestamp'
-            Name of the timestamp column in the CSV file
+        index_col : str | int, default 'timestamp'
+            The index column.
         format : str, default 'mixed'
             The timestamp column format.
 
@@ -48,35 +48,61 @@ def load(
         """
         df = pd.read_csv(
             file_path,
-            index_col=timestamp_column,
+            index_col=index_col,
             parse_dates=True,
         )
         df.index = pd.to_datetime(df.index, format=format)
         return df
 
 
-class ParquetDataLoader:
+class CSVBarDataLoader:
     """
-    Loads Parquet data to a `pandas.DataFrame`.
+    Provides a generic bar data CSV file loader.
+    """
+
+    @staticmethod
+    def load(file_path: PathLike[str] | str) -> pd.DataFrame:
+        """
+        Return the bar `pandas.DataFrame` loaded from the given CSV `file_path`.
+
+        Parameters
+        ----------
+        file_path : str, path object or file-like object
+            The path to the CSV file.
+
+        Returns
+        -------
+        pd.DataFrame
+
+        """
+        df = pd.read_csv(
+            file_path,
+            index_col="timestamp",
+            parse_dates=True,
+        )
+        df.index = pd.to_datetime(df.index, format="mixed")
+        return df
+
+
+class ParquetTickDataLoader:
+    """
+    Provides a generic tick data Parquet file loader.
     """
 
     @staticmethod
     def load(
         file_path: PathLike[str] | str,
         timestamp_column: str = "timestamp",
-        format: str = "mixed",
     ) -> pd.DataFrame:
         """
-        Return the `pandas.DataFrame` loaded from the given Parquet `file_path`.
+        Return the tick `pandas.DataFrame` loaded from the given Parquet `file_path`.
 
         Parameters
         ----------
         file_path : str, path object or file-like object
             The path to the Parquet file.
         timestamp_column: str
             Name of the timestamp column in the parquet data
-        format : str, default 'mixed'
-            The timestamp column format.
 
         Returns
         -------
@@ -85,7 +111,31 @@ def load(
         """
         df = pd.read_parquet(file_path)
         df = df.set_index(timestamp_column)
-        df.index = pd.to_datetime(df.index, format=format)
+        return df
+
+
+class ParquetBarDataLoader:
+    """
+    Provides a generic bar data Parquet file loader.
+    """
+
+    @staticmethod
+    def load(file_path: PathLike[str] | str) -> pd.DataFrame:
+        """
+        Return the bar `pandas.DataFrame` loaded from the given Parquet `file_path`.
+
+        Parameters
+        ----------
+        file_path : str, path object or file-like object
+            The path to the Parquet file.
+
+        Returns
+        -------
+        pd.DataFrame
+
+        """
+        df = pd.read_parquet(file_path)
+        df = df.set_index("timestamp")
         return df
 
 

nautilus_trader/test_kit/providers.py

@@ -56,8 +56,10 @@
 from nautilus_trader.model.objects import Money
 from nautilus_trader.model.objects import Price
 from nautilus_trader.model.objects import Quantity
-from nautilus_trader.persistence.loaders import CSVDataLoader
-from nautilus_trader.persistence.loaders import ParquetDataLoader
+from nautilus_trader.persistence.loaders import CSVBarDataLoader
+from nautilus_trader.persistence.loaders import CSVTickDataLoader
+from nautilus_trader.persistence.loaders import ParquetBarDataLoader
+from nautilus_trader.persistence.loaders import ParquetTickDataLoader
 
 
 class TestInstrumentProvider:
@@ -609,22 +611,22 @@ def read_csv(self, path: str, **kwargs: Any) -> TextFileReader:
     def read_csv_ticks(self, path: str) -> pd.DataFrame:
         uri = self._make_uri(path=path)
         with fsspec.open(uri) as f:
-            return CSVDataLoader.load(file_path=f)
+            return CSVTickDataLoader.load(file_path=f)
 
     def read_csv_bars(self, path: str) -> pd.DataFrame:
         uri = self._make_uri(path=path)
         with fsspec.open(uri) as f:
-            return CSVDataLoader.load(file_path=f)
+            return CSVBarDataLoader.load(file_path=f)
 
     def read_parquet_ticks(self, path: str, timestamp_column: str = "timestamp") -> pd.DataFrame:
         uri = self._make_uri(path=path)
         with fsspec.open(uri) as f:
-            return ParquetDataLoader.load(file_path=f, timestamp_column=timestamp_column)
+            return ParquetTickDataLoader.load(file_path=f, timestamp_column=timestamp_column)
 
     def read_parquet_bars(self, path: str) -> pd.DataFrame:
         uri = self._make_uri(path=path)
         with fsspec.open(uri) as f:
-            return ParquetDataLoader.load(file_path=f)
+            return ParquetBarDataLoader.load(file_path=f)
 
 
 class TestDataGenerator: