MAINT: Add equity to naming of bar data classes.

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
+6 -5
View File
@@ -1319,7 +1319,8 @@ class tmp_dir(TempDirectory, object):
class _TmpBarReader(with_metaclass(ABCMeta, tmp_dir)):
"""A helper for tmp_bcolz_minute_bar_reader and tmp_bcolz_daily_bar_reader.
"""A helper for tmp_bcolz_equity_minute_bar_reader and
tmp_bcolz_equity_daily_bar_reader.
Parameters
----------
@@ -1363,7 +1364,7 @@ class _TmpBarReader(with_metaclass(ABCMeta, tmp_dir)):
raise
class tmp_bcolz_minute_bar_reader(_TmpBarReader):
class tmp_bcolz_equity_minute_bar_reader(_TmpBarReader):
"""A temporary BcolzMinuteBarReader object.
Parameters
@@ -1380,13 +1381,13 @@ class tmp_bcolz_minute_bar_reader(_TmpBarReader):
See Also
--------
tmp_bcolz_daily_bar_reader
tmp_bcolz_equity_daily_bar_reader
"""
_reader_cls = BcolzMinuteBarReader
_write = staticmethod(write_bcolz_minute_data)
class tmp_bcolz_daily_bar_reader(_TmpBarReader):
class tmp_bcolz_equity_daily_bar_reader(_TmpBarReader):
"""A temporary BcolzDailyBarReader object.
Parameters
@@ -1403,7 +1404,7 @@ class tmp_bcolz_daily_bar_reader(_TmpBarReader):
See Also
--------
tmp_bcolz_daily_bar_reader
tmp_bcolz_equity_daily_bar_reader
"""
_reader_cls = BcolzDailyBarReader