MAINT: Add equity to naming of bar data classes. #1311
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cc: @llllllllll @jbredeche @yankees714 @yankees714 is this compatible with changes you are making to the minute bar readers? Let me know what I can do to make this collide too much with your work. Once this is greenlit, I will do the appropriate replacement of class and method names in our internal repos. |
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Just noticed this name |
ehebert
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#1311 (comment) was addressed with a fixup. |
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| class BcolzMinuteBarReader(object): | |||
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will the future reader be a different class?
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Talked offline with @llllllllll. Going to roll back the part of this PR which creates separate reader classes, in favor of one class which uses parameters. The WithBcolzEquityMinuteBarReader and WithBcolzFutureMinuteBarReader fixtures will be responsible for setting the respective minutes per day values.
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Pushed fixups addressing all comments. Going to merge once checks pass again, and a corresponding internal branch has been crafted. |
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In preparation of adding futures, add equity to the names of both the classes and methods for writing bcolz data. Futures data will use a different minutes per day with a separate reader. This change will allow both equity and futures fixtures to be side by side. Also, break out the method which generates the dataframes and trading days member into fixtures (`EquityMinuteBarData` and `EquityDailyBarData`) on which the `*BarReader` fixture depends. This fixture is separated out to enable reader/writers in different formats to use the same data setup. (There is internal code which needs to write minute and daily bar data in a database format.)
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In preparation of adding futures, add equity to the names of both the
classes and methods for writing bcolz data. Futures data will use a
different minutes per day with a separate reader. This change will allow
both equity and futures fixtures to be side by side.
Also, break out the method which generates the dataframes and trading
days member into fixtures (
EquityMinuteBarDataandEquityDailyBarData) on which the*BarReaderfixture depends. Thisfixture is separated out to enable reader/writers in different formats
to use the same data setup. (There is internal code which needs to write
minute and daily bar data in a database format.)