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ENH: Add asset dispatch to data portal.

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Combine the equity and future readers into asset dispatch readers, so
that simulations that use both asset types can access data for each.

This patch enables `history` for future assets in algorithms; however,
it does not add extra coverage in the `test_data_portal` or `test_history`
to cover future assets. Those tests will follow, however putting this in
separately since it shows that the wrapping of the readers in the asset
dispatch reader does not break existing equity strategies.
This commit is contained in:
Eddie Hebert
2016-08-26 09:12:33 -04:00
parent c460af0a40
commit 40c7deb697
6 changed files with 115 additions and 31 deletions
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tests/test_algorithm.py
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@@ -1076,6 +1076,7 @@ class TestBeforeTradingStart(WithDataPortal,
DATA_PORTAL_FIRST_TRADING_DAY = pd.Timestamp("2016-01-05", tz='UTC')
EQUITY_MINUTE_BAR_START_DATE = pd.Timestamp("2016-01-05", tz='UTC')
FUTURE_MINUTE_BAR_START_DATE = pd.Timestamp("2016-01-05", tz='UTC')
data_start = ASSET_FINDER_EQUITY_START_DATE = pd.Timestamp(
'2016-01-05',