ENH: Adds quantopian-quandl bundle as new default.

This data bundle will use the quantopian mirror of the quandl WIKI data
instead of downloading from quandl directly. This dramatically improves
the speed because we do not pay the rate limiting for quandl and we can
send the data in the format zipline expects.
This commit is contained in:
Joe Jevnik
2016-05-05 18:22:13 -04:00
parent 8756bf2c91
commit 89542e33bd
11 changed files with 622 additions and 261 deletions
+5 -3
View File
@@ -12,9 +12,7 @@
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
# This code is based on a unittest written by John Salvatier:
# https://github.com/pymc-devs/pymc/blob/pymc3/tests/test_examples.py
from functools import partial
import tarfile
import matplotlib
@@ -22,6 +20,7 @@ from nose_parameterized import parameterized
import pandas as pd
from zipline import examples, run_algorithm
from zipline.data.bundles import register, unregister
from zipline.testing import test_resource_path
from zipline.testing.fixtures import WithTmpDir, ZiplineTestCase
from zipline.testing.predicates import assert_equal
@@ -76,6 +75,9 @@ class ExamplesTests(WithTmpDir, ZiplineTestCase):
def init_class_fixtures(cls):
super(ExamplesTests, cls).init_class_fixtures()
register('test', lambda *args: None)
cls.add_class_callback(partial(unregister, 'test'))
with tarfile.open(test_resource_path('example_data.tar.gz')) as tar:
tar.extractall(cls.tmpdir.path)