Merge pull request #1649 from quantopian/easier-open-minute-bars-for-append-truncate

Easier open minute bars for append and truncate

tests/data/test_minute_bars.py

@@ -445,11 +445,16 @@ class BcolzMinuteBarTestCase(WithTradingCalendars,
             index=[first_minute])
         self.writer.write_sid(sid, data)
 
-        next_day_minute = first_minute + Timedelta(days=1)
+        # Open a new writer to cover `open` method, also a common usage
+        # of appending new days will be writing to an existing directory.
+        cday = self.trading_calendar.schedule.index.freq
+        new_end_session = TEST_CALENDAR_START + cday
+        writer = BcolzMinuteBarWriter.open(self.dest, new_end_session)
+        next_day_minute = first_minute + cday
         new_data = DataFrame(
             data=ohlcv,
             index=[next_day_minute])
-        self.writer.write_sid(sid, new_data)
+        writer.write_sid(sid, new_data)
 
         second_minute = first_minute + Timedelta(minutes=1)
 
@@ -1014,8 +1019,12 @@ class BcolzMinuteBarTestCase(WithTradingCalendars,
             index=minutes)
         self.writer.write_sid(sid, data)
 
+        # Open a new writer to cover `open` method, also truncating only
+        # applies to an existing directory.
+        writer = BcolzMinuteBarWriter.open(self.dest)
+
         # Truncate to first day with data.
-        self.writer.truncate(days[0])
+        writer.truncate(days[0])
 
         # Refresh the reader since truncate update the metadata.
         self.reader = BcolzMinuteBarReader(self.dest)

zipline/data/minute_bars.py

@@ -478,6 +478,28 @@ class BcolzMinuteBarWriter(object):
             )
             metadata.write(self._rootdir)
 
+    @classmethod
+    def open(cls, rootdir, end_session=None):
+        """
+        Open an existing ``rootdir`` for writing.
+
+        Parameters
+        ----------
+        end_session : Timestamp (optional)
+            When appending, the intended new ``end_session``.
+        """
+        metadata = BcolzMinuteBarMetadata.read(rootdir)
+        return BcolzMinuteBarWriter(
+            rootdir,
+            metadata.calendar,
+            metadata.start_session,
+            end_session if end_session is not None else metadata.end_session,
+            metadata.minutes_per_day,
+            metadata.default_ohlc_ratio,
+            metadata.ohlc_ratios_per_sid,
+            write_metadata=False
+        )
+
     @property
     def first_trading_day(self):
         return self._start_session
@@ -834,7 +856,7 @@ class BcolzMinuteBarWriter(object):
         truncate_slice_end = self.data_len_for_day(date)
 
         glob_path = os.path.join(self._rootdir, "*", "*", "*.bcolz")
-        sid_paths = glob(glob_path)
+        sid_paths = sorted(glob(glob_path))
 
         for sid_path in sid_paths:
             file_name = os.path.basename(sid_path)