MAINT: Adds first_trading_day arg to DataPortal

Instead of inferring it from the minute/daily writer, we now require the
first trading day to be passed explicitly, so the creator of the
DataPortal controls what is used as the first trading day.
This commit is contained in:
Andrew Daniels
2016-06-02 13:16:43 -04:00
parent 38d6107faf
commit 71f12ec272
10 changed files with 40 additions and 21 deletions
+6 -2
View File
@@ -3372,9 +3372,11 @@ class TestEquityAutoClose(WithTmpDir, ZiplineTestCase):
BcolzDailyBarWriter(path, dates).write(
iteritems(trade_data_by_sid),
)
reader = BcolzDailyBarReader(path)
data_portal = DataPortal(
env,
equity_daily_reader=BcolzDailyBarReader(path)
first_trading_day=reader.first_trading_day,
equity_daily_reader=reader,
)
elif frequency == 'minute':
dates = env.minutes_for_days_in_range(
@@ -3400,9 +3402,11 @@ class TestEquityAutoClose(WithTmpDir, ZiplineTestCase):
volume_step_by_date=10,
frequency=frequency
)
reader = BcolzMinuteBarReader(self.tmpdir.path)
data_portal = DataPortal(
env,
equity_minute_reader=BcolzMinuteBarReader(self.tmpdir.path)
first_trading_day=reader.first_trading_day,
equity_minute_reader=reader,
)
else:
self.fail("Unknown frequency in make_data: %r" % frequency)