Minor fix to the bcolz writer

This commit is contained in:
fredfortier
2017-10-18 14:45:56 -04:00
parent 7147bfc51f
commit 521484355a
2 changed files with 2 additions and 6 deletions
+1 -2
View File
@@ -9,7 +9,6 @@ class BcolzExchangeBarWriter(BcolzMinuteBarWriter):
def __init__(self, *args, **kwargs):
self._data_frequency = kwargs.pop('data_frequency', None)
kwargs.pop('minutes_per_day', None)
kwargs.pop('default_ohlc_ratio', None)
kwargs.pop('calendar', None)
end_session = kwargs.pop('end_session', None)
@@ -17,7 +16,7 @@ class BcolzExchangeBarWriter(BcolzMinuteBarWriter):
end_session = end_session.floor('1d')
minutes_per_day = 1440 if self._data_frequency == 'minute' else 1
default_ohlc_ratio = 1000000
default_ohlc_ratio = kwargs.pop('default_ohlc_ratio', 1000000)
calendar = get_calendar('OPEN')
super(BcolzExchangeBarWriter, self) \
+1 -4
View File
@@ -1,12 +1,9 @@
from logging import Logger
import numpy as np
import pandas as pd
from catalyst import get_calendar
from catalyst.data.minute_bars import BcolzMinuteBarReader, \
BcolzMinuteBarWriter
from catalyst.exchange.bundle_utils import get_bcolz_chunk, get_periods_range
from catalyst.exchange.bundle_utils import get_bcolz_chunk
from catalyst.exchange.exchange_bcolz import BcolzExchangeBarReader, \
BcolzExchangeBarWriter
from catalyst.exchange.exchange_bundle import ExchangeBundle, \