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Minor fix to the bcolz writer
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@@ -9,7 +9,6 @@ class BcolzExchangeBarWriter(BcolzMinuteBarWriter):
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def __init__(self, *args, **kwargs):
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self._data_frequency = kwargs.pop('data_frequency', None)
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kwargs.pop('minutes_per_day', None)
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kwargs.pop('default_ohlc_ratio', None)
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kwargs.pop('calendar', None)
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end_session = kwargs.pop('end_session', None)
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@@ -17,7 +16,7 @@ class BcolzExchangeBarWriter(BcolzMinuteBarWriter):
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end_session = end_session.floor('1d')
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minutes_per_day = 1440 if self._data_frequency == 'minute' else 1
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default_ohlc_ratio = 1000000
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default_ohlc_ratio = kwargs.pop('default_ohlc_ratio', 1000000)
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calendar = get_calendar('OPEN')
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super(BcolzExchangeBarWriter, self) \
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@@ -1,12 +1,9 @@
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from logging import Logger
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import numpy as np
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import pandas as pd
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from catalyst import get_calendar
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from catalyst.data.minute_bars import BcolzMinuteBarReader, \
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BcolzMinuteBarWriter
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from catalyst.exchange.bundle_utils import get_bcolz_chunk, get_periods_range
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from catalyst.exchange.bundle_utils import get_bcolz_chunk
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from catalyst.exchange.exchange_bcolz import BcolzExchangeBarReader, \
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BcolzExchangeBarWriter
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from catalyst.exchange.exchange_bundle import ExchangeBundle, \
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