diff --git a/zipline/data/future_pricing.py b/zipline/data/future_pricing.py deleted file mode 100644 index a485f78c..00000000 --- a/zipline/data/future_pricing.py +++ /dev/null @@ -1,27 +0,0 @@ -# Copyright 2015 Quantopian, Inc. -# -# Licensed under the Apache License, Version 2.0 (the "License"); -# you may not use this file except in compliance with the License. -# You may obtain a copy of the License at -# -# http://www.apache.org/licenses/LICENSE-2.0 -# -# Unless required by applicable law or agreed to in writing, software -# distributed under the License is distributed on an "AS IS" BASIS, -# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. -# See the License for the specific language governing permissions and -# limitations under the License. - - -class FutureDailyReader(object): - """ - Stubbed out. Currently unimplemented. - """ - pass - - -class FutureMinuteReader(object): - - def __init__(self, rootdir, sid_path_func=None): - self.rootdir = rootdir - self.sid_path_func = sid_path_func diff --git a/zipline/data/minute_bars.py b/zipline/data/minute_bars.py index df1b4328..438f92e2 100644 --- a/zipline/data/minute_bars.py +++ b/zipline/data/minute_bars.py @@ -34,6 +34,7 @@ from zipline.utils.cli import maybe_show_progress from zipline.utils.memoize import lazyval US_EQUITIES_MINUTES_PER_DAY = 390 +FUTURES_MINUTES_PER_DAY = 1440 DEFAULT_EXPECTEDLEN = US_EQUITIES_MINUTES_PER_DAY * 252 * 15 diff --git a/zipline/testing/fixtures.py b/zipline/testing/fixtures.py index 325cef88..b2d440c3 100644 --- a/zipline/testing/fixtures.py +++ b/zipline/testing/fixtures.py @@ -26,7 +26,8 @@ from ..data.us_equity_pricing import ( from ..data.minute_bars import ( BcolzMinuteBarReader, BcolzMinuteBarWriter, - US_EQUITIES_MINUTES_PER_DAY + US_EQUITIES_MINUTES_PER_DAY, + FUTURES_MINUTES_PER_DAY, ) from ..finance.trading import TradingEnvironment @@ -1052,8 +1053,7 @@ class WithBcolzFutureMinuteBarReader(WithFutureMinuteBarData, WithTmpDir): p, trading_calendar.schedule.market_open.loc[days], trading_calendar.schedule.market_close.loc[days], - # TODO: Make futures minutes per day. - 1440, + FUTURES_MINUTES_PER_DAY, ) writer.write(cls.make_future_minute_bar_data())