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REV: Only use benchmark csv files in source for testing

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dmichalowicz
2017-04-04 17:18:49 -04:00
parent 483ec5dae8
commit 0178ea03ea
2 changed files with 28 additions and 46 deletions
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zipline/data/loader.py
+7 -27
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@@ -21,7 +21,6 @@ from pandas_datareader.data import DataReader
import pytz
from six import iteritems
from six.moves.urllib_error import HTTPError
import zipline
from .benchmarks import get_benchmark_returns
from . import treasuries, treasuries_can
@@ -44,9 +43,6 @@ INDEX_MAPPING = {
(treasuries, 'treasury_curves.csv', 'www.federalreserve.gov'),
}
zipline_dir = os.path.dirname(zipline.__file__)
MARKET_DATA_DIR = os.path.join(zipline_dir, 'resources', 'market_data')
ONE_HOUR = pd.Timedelta(hours=1)
@@ -198,9 +194,9 @@ def ensure_benchmark_data(symbol, first_date, last_date, now, trading_day):
A trading day delta. Used to find the day before first_date so we can
get the close of the day prior to first_date.
We attempt to download data unless we already have data stored in source or
in the data cache for `symbol` whose first entry is before or on
`first_date` and whose last entry is on or after `last_date`.
We attempt to download data unless we already have data stored at the data
cache for `symbol` whose first entry is before or on `first_date` and whose
last entry is on or after `last_date`.
If we perform a download and the cache criteria are not satisfied, we wait
at least one hour before attempting a redownload. This is determined by
@@ -249,9 +245,9 @@ def ensure_treasury_data(symbol, first_date, last_date, now):
re-download data that isn't available due to scheduling quirks or other
failures.
We attempt to download data unless we already have data stored in source or
in the cache for `module_name` whose first entry is before or on
`first_date` and whose last entry is on or after `last_date`.
We attempt to download data unless we already have data stored in the cache
for `module_name` whose first entry is before or on `first_date` and whose
last entry is on or after `last_date`.
If we perform a download and the cache criteria are not satisfied, we wait
at least one hour before attempting a redownload. This is determined by
@@ -287,23 +283,7 @@ def _load_cached_data(filename, first_date, last_date, now, resource_name):
else:
from_csv = pd.DataFrame.from_csv
# First try to retrieve the data from a static csv file in source.
source_path = os.path.join(MARKET_DATA_DIR, filename)
try:
data = from_csv(source_path).tz_localize('UTC')
if has_data_for_dates(data, first_date, last_date):
return data
except (OSError, IOError, ValueError) as e:
# These can all be raised by various versions of pandas on various
# classes of malformed input.
logger.info(
'Loading data from source path {path!r} failed with error '
'[{error}].',
path=source_path,
error=e,
)
# If the data in source was missing any dates then check the cache.
# Path for the cache.
path = get_data_filepath(filename)
# If the path does not exist, it means the first download has not happened