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ENH: make BcolzMinuteBarWriter.write take iterable #1149

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llllllllll commented Apr 20, 2016

Updates the BcolzMinuteBarWriter.write api to allow users to pass their
data as a stream instead of requiring that they loop over their data
externally. This matches the API presented by BcolzDailyBarWriter.

@llllllllll llllllllll force-pushed the minute-bar-write branch from ce2e988 to 9616a74 Apr 20, 2016

@@ -492,20 +490,17 @@ def create_data_portal(env, tempdir, sim_params, sids, adjustment_reader=None):
)


def write_bcolz_minute_data(env, days, path, df_dict):
def write_bcolz_minute_data(env, days, path, data):

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ehebert Apr 20, 2016

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Confirming my understanding, main intent of this patch is to enable data here as any given iterable of sid, frame.

Looks good to me.

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llllllllll Apr 20, 2016

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correct. I am working on a feature where I am passing all of our writers to a user defined function and it makes it easier to understand the API if we minimize the differences between the minute and daily writers

@llllllllll llllllllll force-pushed the minute-bar-write branch from 9616a74 to b24a027 Apr 20, 2016

ENH: make BcolzMinuteBarWriter.write take iterable
Updates the BcolzMinuteBarWriter.write api to allow users to pass their
data as a stream instead of requiring that they loop over their data
externally. This matches the API presented by BcolzDailyBarWriter.
@coveralls

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coveralls commented Apr 20, 2016

Coverage Status

Coverage increased (+0.005%) to 84.204% when pulling b24a027 on minute-bar-write into 842c47b on master.

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ssanderson commented May 11, 2016

@ehebert @llllllllll is this still something we're planning on merging?

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llllllllll commented May 11, 2016

oh, I thought this was merged, I would still like to merge this. I can rebase and merge this later assuming this still looks good.

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llllllllll commented May 11, 2016

This code is on master, it was merged in the wiki loader pr.

@llllllllll llllllllll closed this May 11, 2016

@llllllllll llllllllll deleted the minute-bar-write branch May 11, 2016

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