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MAINT: Consolidate data_portal names.

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Rename _get_daily_window_for_sids to _get_daily_window_data.
Rename _get_minute_window_for_assets to _get_minute_window_data.
Rename _get_daily_data to get_daily_spot_value.
This commit is contained in:
Scott Sanderson
2016-10-28 14:28:59 -04:00
parent 8ccef7b9ab
commit 21a3f1a7ed
1 changed files with 19 additions and 13 deletions
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zipline/data/data_portal.py
+19 -13
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@@ -454,7 +454,7 @@ class DataPortal(object):
return None
if data_frequency == "daily":
return self._get_daily_data(asset, field, session_label)
return self._get_daily_spot_value(asset, field, session_label)
else:
if field == "last_traded":
return self.get_last_traded_dt(asset, dt, 'minute')
@@ -629,7 +629,7 @@ class DataPortal(object):
dt, "minute", spot_value=result
)
def _get_daily_data(self, asset, column, dt):
def _get_daily_spot_value(self, asset, column, dt):
reader = self._get_pricing_reader('daily')
if column == "last_traded":
last_traded_dt = reader.get_last_traded_dt(asset, dt)
@@ -703,16 +703,19 @@ class DataPortal(object):
columns=assets
)
def _get_history_daily_window_data(
self, assets, days_for_window, end_dt, field_to_use):
ends_at_midnight = end_dt.hour == 0 and end_dt.minute == 0
def _get_history_daily_window_data(self,
assets,
days_for_window,
end_dt,
field_to_use):
ends_at_midnight = (0 == end_dt.hour == end_dt.minute)
if ends_at_midnight:
# two cases where we use daily data for the whole range:
# 1) the history window ends at midnight utc.
# 2) the last desired day of the window is after the
# last trading day, use daily data for the whole range.
return self._get_daily_window_for_sids(
return self._get_daily_window_data(
assets,
field_to_use,
days_for_window,
@@ -720,7 +723,7 @@ class DataPortal(object):
)
else:
# minute mode, requesting '1d'
daily_data = self._get_daily_window_for_sids(
daily_data = self._get_daily_window_data(
assets,
field_to_use,
days_for_window[0:-1]
@@ -788,7 +791,7 @@ class DataPortal(object):
if minutes_for_window[0] < self._first_trading_minute:
self._handle_minute_history_out_of_bounds(bar_count)
asset_minute_data = self._get_minute_window_for_assets(
asset_minute_data = self._get_minute_window_data(
assets,
field_to_use,
minutes_for_window,
@@ -899,7 +902,7 @@ class DataPortal(object):
df.loc[normed_index > asset.end_date, asset] = nan
return df
def _get_minute_window_for_assets(self, assets, field, minutes_for_window):
def _get_minute_window_data(self, assets, field, minutes_for_window):
"""
Internal method that gets a window of adjusted minute data for an asset
and specified date range. Used to support the history API method for
@@ -909,8 +912,8 @@ class DataPortal(object):
Parameters
----------
asset : Asset
The asset whose data is desired.
assets : iterable[Asset]
The assets whose data is desired.
field: string
The specific field to return. "open", "high", "close_price", etc.
@@ -928,8 +931,11 @@ class DataPortal(object):
field,
False)
def _get_daily_window_for_sids(
self, assets, field, days_in_window, extra_slot=True):
def _get_daily_window_data(self,
assets,
field,
days_in_window,
extra_slot=True):
"""
Internal method that gets a window of adjusted daily data for a sid
and specified date range. Used to support the history API method for