Donation

Donation allows one Collection to make its data available through another Collection. When a Collection is donated, it becomes immutable - the donor collection is locked from modifications to ensure data consistency. A Collection can receive donations from several Collections.

Performing Donation

The basic form of donation uses one collection as donor and another as receiver:

# Donate collection_donor to collection_receiver
collection_new = donate(collection_receiver, collection_donor)

By default, each Asset in collection_receiver receives data from the Asset with the same ticker in collection_donor. This behavior can be modified using a DonationProtocol.

DonationProtocol

A DonationProtocol specifies which Assets in collection_donor donate to which Assets in collection_receiver. For example:

# Create protocol where each receiver gets data from all donors
dp = dp_all_to_all(collection_receiver, collection_donor)

# Perform donation with custom protocol
collection_new = donate(collection_receiver, collection_donor, dp)

Accessing Donated Data

Donated data is accessed through DonatedDataViews. For example:

# Add SMA layer to collection
collection_sma = add_layer(collection, LayerSMA)

# Ensure collections share evaluation dates
collection = collection[collection_sma]

# Create collection with donated data
collection_donated = donate(collection, collection_sma)

# Access the donated data
asset = get_first_asset(collection_donated)
donated_dv = DVLayerDictKey(
    get_donated_asset_link(asset, "MMM"), 
    :ma_values, 
    26
)

Common Uses

Combining Layer Analyses

Since one Collection may only contain one chain of Layers, donation enables combining analyses from different layer chains:

# Create collections with different layer chains
collection_sma = add_layer(collection, LayerSMA)
collection_ema = add_layer(collection, LayerEMA)

# Align dates
collection = collection[collection_sma]
collection = collection[collection_ema]

# Combine analyses through donation
collection_combined = donate(collection, collection_sma)
collection_combined = donate(collection_combined, collection_ema)

Creating Layers with Dependencies

The primary use of donation is to create Layers that depend on data from multiple other Layers. Since a Collection can only contain one chain of Layers, donation allows a new Layer to access data computed in separate Layer chains.

Donation can also be useful for:

• Trading one Asset based on signals from other Assets
• Combining signals across Assets, such as in correlation studies

Functions

For functions related to Collection donation see Collection Donation - Functions.