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TST: Enable sourcing daily data from minute data. #1243

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merged 1 commit into from Jun 2, 2016

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ehebert commented Jun 2, 2016

Allow WithBcolzDailyBarData to opt-in to reading data defined by
WithBcolzMinuteBarData, so that the daily and minute test for the same
asset and dts correlate between the two readers.
The correlation is relevant for history tests which blend daily and
minute data.

Also, make the test data for the split and mergers assets in the minute
suite align at the thousands place if the adjustmets are applied
correctly, by starting the prices with a base of 4000 and then halving
the start value each day.

TST: Enable sourcing daily data from minute data.
Allow `WithBcolzDailyBarData` to opt-in to reading data defined by
`WithBcolzMinuteBarData`, so that the daily and minute test for the same
asset and dts correlate between the two readers.
The correlation is relevant for history tests which blend daily and
minute data.

Also, make the test data for the split and mergers assets in the minute
suite align at the thousands place if the adjustmets are applied
correctly, by starting the prices with a base of 4000 and then halving
the start value each day.

@ehebert ehebert merged commit 38d6107 into master Jun 2, 2016

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@ehebert ehebert deleted the source-daily-from-minute branch Jun 2, 2016

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