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MAINT: Add equity to naming of bar data classes.

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In preparation of adding futures, add equity to the names of both the
classes and methods for writing bcolz data. Futures data will use a
different minutes per day with a separate reader. This change will allow
both equity and futures fixtures to be side by side.

Also, break out the method which generates the dataframes and trading
days member into fixtures (`EquityMinuteBarData` and
`EquityDailyBarData`) on which the `*BarReader` fixture depends.  This
fixture is separated out to enable reader/writers in different formats
to use the same data setup. (There is internal code which needs to write
minute and daily bar data in a database format.)
This commit is contained in:
Eddie Hebert
2016-06-30 08:21:42 -04:00
parent c89e957905
commit 51eda06323
22 changed files with 349 additions and 278 deletions
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tests/test_api_shim.py
+3 -3
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@@ -121,7 +121,7 @@ class TestAPIShim(WithDataPortal, WithSimParams, ZiplineTestCase):
sids = ASSET_FINDER_EQUITY_SIDS = 1, 2, 3
@classmethod
def make_minute_bar_data(cls):
def make_equity_minute_bar_data(cls):
for sid in cls.sids:
yield sid, create_minute_df_for_asset(
cls.trading_schedule,
@@ -130,7 +130,7 @@ class TestAPIShim(WithDataPortal, WithSimParams, ZiplineTestCase):
)
@classmethod
def make_daily_bar_data(cls):
def make_equity_daily_bar_data(cls):
for sid in cls.sids:
yield sid, create_daily_df_for_asset(
cls.trading_schedule,
@@ -149,7 +149,7 @@ class TestAPIShim(WithDataPortal, WithSimParams, ZiplineTestCase):
])
@classmethod
def make_adjustment_writer_daily_bar_reader(cls):
def make_adjustment_writer_equity_daily_bar_reader(cls):
return MockDailyBarReader()
@classmethod