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MAINT: Add BarReader base class for both minute and session readers

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Jean Bredeche
2016-09-14 13:47:12 -04:00
parent 1f859d34e5
commit 2856fd0ecf
6 changed files with 186 additions and 205 deletions
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zipline/data/resample.py
+3
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@@ -525,6 +525,9 @@ class MinuteResampleSessionBarReader(SessionBarReader):
def first_trading_day(self):
return self._minute_bar_reader.first_trading_day
def get_last_traded_dt(self, asset, dt):
return self._minute_bar_reader.get_last_traded_dt(asset, dt)
class ReindexBarReader(with_metaclass(ABCMeta)):
"""