Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

ENH: Add a reader base which reindexes results. #1432

Merged
merged 1 commit into from Aug 25, 2016
Merged

ENH: Add a reader base which reindexes results. #1432

merged 1 commit into from Aug 25, 2016

Conversation

@ehebert
Copy link
Contributor

@ehebert ehebert commented Aug 24, 2016

Working towards history results which contain mixed asset types, add
a reader which makes load_raw_arrays return results indexed on the
session/minute ranges specified by the specified trading_calendar
instead of the calendar of the backing reader.

This reader will be used to make Equity readers align with Future
readers. It is intended for use as part of another reader (which will
dispatch queries based on asset type and then recombined results) which
will be passed to the `[Minute|Session]HistoryLoaders in the data portal.

Working towards history results which contain mixed asset types, add
a reader which makes `load_raw_arrays` return results indexed on the
session/minute ranges specified by the specified `trading_calendar`
instead of the calendar of the backing reader.

This reader will be used to make Equity readers align with Future
readers. It is intended for use as part of another reader (which will
dispatch queries based on asset type and then recombined results) which
will be passed to the `[Minute|Session]HistoryLoaders in the data portal.
self.assertEqual(
1440,
len(opens),
"The result should have 1440 bars, the number of minutes in a "

This comment has been minimized.

@ssanderson

ssanderson Aug 24, 2016
Contributor

I ❤️ these error messages.

@coveralls
Copy link

@coveralls coveralls commented Aug 24, 2016

Coverage Status

Coverage decreased (-0.002%) to 86.165% when pulling 562098d on reindex-reader into a788191 on master.

@jbredeche
Copy link
Member

@jbredeche jbredeche commented Aug 24, 2016

Nice, LGTM

@ehebert ehebert merged commit 67112e0 into master Aug 25, 2016
2 checks passed
2 checks passed
continuous-integration/appveyor/pr AppVeyor build succeeded
Details
continuous-integration/travis-ci/pr The Travis CI build passed
Details
@ehebert ehebert deleted the reindex-reader branch Aug 25, 2016
bartosh pushed a commit to bartosh/zipline that referenced this pull request Sep 27, 2016
ENH: Add a reader base which reindexes results.
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Projects
None yet
Linked issues

Successfully merging this pull request may close these issues.

None yet

4 participants
You can’t perform that action at this time.