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Merge pull request #27 from quantopian/dataloader_fixes
Removed quarter utilities unused by zipline
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@@ -27,52 +27,6 @@ def parse_iso8061(date_string):
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return dt
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# quarter utilities
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# ---------------------
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def get_quarter(dt):
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"""
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convert the given datetime to an integer representing
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the number of calendar quarters since 0.
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"""
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quarters = dt.year * 4
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month = dt.month
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if month <= 3:
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return quarters + 1
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elif month <= 6:
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return quarters + 2
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elif month <= 9:
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return quarters + 3
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else:
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return quarters + 4
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def dates_of_quarter(quarter_num):
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year = quarter_num / 4
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quarter = quarter_num % 4
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if quarter == 0:
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quarter = 4
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if quarter == 1:
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start = datetime(year, 1, 1, 0, 0, tzinfo=pytz.utc)
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end = datetime(year, 3, 31, 23, 59, tzinfo=pytz.utc)
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return start, end
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elif quarter == 2:
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start = datetime(year, 4, 1, 0, 0, tzinfo=pytz.utc)
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end = datetime(year, 6, 30, 23, 59, tzinfo=pytz.utc)
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return start, end
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elif quarter == 3:
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start = datetime(year, 7, 1, 0, 0, tzinfo=pytz.utc)
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end = datetime(year, 9, 30, 23, 59, tzinfo=pytz.utc)
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return start, end
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elif quarter == 4:
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start = datetime(year, 10, 1, 0, 0, tzinfo=pytz.utc)
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end = datetime(year, 12, 31, 23, 59, tzinfo=pytz.utc)
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return start, end
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# Epoch utilities
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# ---------------------
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UNIX_EPOCH = datetime(1970, 1, 1, 0, 0, tzinfo=pytz.utc)
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@@ -18,8 +18,7 @@ def teardown_logger(test):
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def check_list(test, a, b, label):
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test.assertTrue(isinstance(a, (list, blist.blist)))
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test.assertTrue(isinstance(b, (list, blist.blist)))
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i = 0
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for a_val, b_val in izip(a, b):
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for i, (a_val, b_val) in enumerate(izip(a, b)):
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check(test, a_val, b_val, label + "[" + str(i) + "]")
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