MAINT: Standardize reader get value methods.

The daily/session bar reader's `spot_price` took the same parameters and
returned the same kind of output as the minute bar reader's `get_value`.

Standardize on one method to make a common interface, which may be
formally factored out in a later patch; to help enable writing reader
implementations or mixins which can be agnostic to the bar frequency.

tests/data/test_resample.py

@@ -512,7 +512,7 @@ class TestResampleSessionBars(WithBcolzFutureMinuteBarReader,
 
         self.assertEqual(self.END_DATE, session_bar_reader.last_available_dt)
 
-    def test_spot_price(self):
+    def test_get_value(self):
         calendar = self.trading_calendar
         session_bar_reader = MinuteResampleSessionBarReader(
             calendar,
@@ -523,7 +523,7 @@ class TestResampleSessionBars(WithBcolzFutureMinuteBarReader,
             for dt_str, values in expected.iterrows():
                 dt = pd.Timestamp(dt_str, tz='UTC')
                 for col in OHLCV:
-                    result = session_bar_reader.spot_price(sid, dt, col)
+                    result = session_bar_reader.get_value(sid, dt, col)
                     assert_almost_equal(values[col], result,
                                         err_msg="sid={0} col={1} dt={2}".
                                         format(sid, col, dt))

tests/data/test_us_equity_pricing.py

@@ -285,45 +285,45 @@ class BcolzDailyBarTestCase(WithBcolzEquityDailyBarReader, ZiplineTestCase):
                 end_date=self.asset_end(asset),
             )
 
-    def test_unadjusted_spot_price(self):
+    def test_unadjusted_get_value(self):
         reader = self.bcolz_equity_daily_bar_reader
         # At beginning
-        price = reader.spot_price(1, Timestamp('2015-06-01', tz='UTC'),
-                                  'close')
+        price = reader.get_value(1, Timestamp('2015-06-01', tz='UTC'),
+                                 'close')
         # Synthetic writes price for date.
         self.assertEqual(108630.0, price)
 
         # Middle
-        price = reader.spot_price(1, Timestamp('2015-06-02', tz='UTC'),
-                                  'close')
+        price = reader.get_value(1, Timestamp('2015-06-02', tz='UTC'),
+                                 'close')
         self.assertEqual(108631.0, price)
         # End
-        price = reader.spot_price(1, Timestamp('2015-06-05', tz='UTC'),
-                                  'close')
+        price = reader.get_value(1, Timestamp('2015-06-05', tz='UTC'),
+                                 'close')
         self.assertEqual(108634.0, price)
 
         # Another sid at beginning.
-        price = reader.spot_price(2, Timestamp('2015-06-22', tz='UTC'),
-                                  'close')
+        price = reader.get_value(2, Timestamp('2015-06-22', tz='UTC'),
+                                 'close')
         self.assertEqual(208651.0, price)
 
         # Ensure that volume does not have float adjustment applied.
-        volume = reader.spot_price(1, Timestamp('2015-06-02', tz='UTC'),
-                                   'volume')
+        volume = reader.get_value(1, Timestamp('2015-06-02', tz='UTC'),
+                                  'volume')
         self.assertEqual(109631, volume)
 
-    def test_unadjusted_spot_price_no_data(self):
+    def test_unadjusted_get_value_no_data(self):
         table = self.bcolz_daily_bar_ctable
         reader = BcolzDailyBarReader(table)
         # before
         with self.assertRaises(NoDataOnDate):
-            reader.spot_price(2, Timestamp('2015-06-08', tz='UTC'), 'close')
+            reader.get_value(2, Timestamp('2015-06-08', tz='UTC'), 'close')
 
         # after
         with self.assertRaises(NoDataOnDate):
-            reader.spot_price(4, Timestamp('2015-06-16', tz='UTC'), 'close')
+            reader.get_value(4, Timestamp('2015-06-16', tz='UTC'), 'close')
 
-    def test_unadjusted_spot_price_empty_value(self):
+    def test_unadjusted_get_value_empty_value(self):
         reader = self.bcolz_equity_daily_bar_reader
 
         # A sid, day and corresponding index into which to overwrite a zero.
@@ -338,7 +338,7 @@ class BcolzDailyBarTestCase(WithBcolzEquityDailyBarReader, ZiplineTestCase):
             # This a little hacky, in lieu of changing the synthetic data set.
             reader._spot_col('close')[zero_ix] = 0
 
-            close = reader.spot_price(zero_sid, zero_day, 'close')
+            close = reader.get_value(zero_sid, zero_day, 'close')
             self.assertEqual(-1, close)
         finally:
             reader._spot_col('close')[zero_ix] = old

tests/pipeline/test_pipeline_algo.py

@@ -336,7 +336,7 @@ class MockDailyBarSpotReader(object):
     """
     A BcolzDailyBarReader which returns a constant value for spot price.
     """
-    def spot_price(self, sid, day, column):
+    def get_value(self, sid, day, column):
         return 100.0
 
 

tests/test_bar_data.py

@@ -358,7 +358,7 @@ class TestMinuteBarData(WithBarDataChecks,
                     elif field == "last_traded":
                         self.assertEqual(last_trading_minute, asset_value)
 
-    def test_spot_price_is_unadjusted(self):
+    def test_get_value_is_unadjusted(self):
         # verify there is a split for SPLIT_ASSET
         splits = self.adjustment_reader.get_adjustments_for_sid(
             "splits",
@@ -385,7 +385,7 @@ class TestMinuteBarData(WithBarDataChecks,
                 bar_data.current(self.SPLIT_ASSET, "price")
             )
 
-    def test_spot_price_is_adjusted_if_needed(self):
+    def test_get_value_is_adjusted_if_needed(self):
         # on cls.days[1], the first 9 minutes of ILLIQUID_SPLIT_ASSET are
         # missing. let's get them.
         day0_minutes = self.trading_calendar.minutes_for_session(
@@ -420,7 +420,7 @@ class TestMinuteBarData(WithBarDataChecks,
                 bar_data.current(self.ILLIQUID_SPLIT_ASSET, "price")
             )
 
-    def test_spot_price_at_midnight(self):
+    def test_get_value_at_midnight(self):
         # make sure that if we try to get a minute price at a non-market
         # minute, we use the previous market close's timestamp
         day = self.equity_minute_bar_days[1]
@@ -872,12 +872,12 @@ class TestDailyBarData(WithBarDataChecks,
         ("merger", 2, 3, 3, 1.8),
         ("dividend", 2, 3, 3, 2.88)
     ])
-    def test_spot_price_adjustments(self,
-                                    adjustment_type,
-                                    liquid_day_0_price,
-                                    liquid_day_1_price,
-                                    illiquid_day_0_price,
-                                    illiquid_day_1_price_adjusted):
+    def test_get_value_adjustments(self,
+                                   adjustment_type,
+                                   liquid_day_0_price,
+                                   liquid_day_1_price,
+                                   illiquid_day_0_price,
+                                   illiquid_day_1_price_adjusted):
         """Test the behaviour of spot prices during adjustments."""
         table_name = adjustment_type + 's'
         liquid_asset = getattr(self, (adjustment_type.upper() + "_ASSET"))

tests/test_panel_bar_reader.py

@@ -55,14 +55,14 @@ class WithPanelBarReader(WithAssetFinder):
 
         cls.reader = PanelBarReader(trading_calendar, cls.panel, cls.FREQUENCY)
 
-    def test_spot_price(self):
+    def test_get_value(self):
         panel = self.panel
         reader = self.reader
 
         for asset, date, field in product(*panel.axes):
             self.assertEqual(
                 panel.loc[asset, date, field],
-                reader.spot_price(asset, date, field),
+                reader.get_value(asset, date, field),
             )
 
     def test_duplicate_values(self):