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.
This commit is contained in:
Eddie Hebert
2016-08-24 12:46:36 -04:00
parent 20f9241252
commit a3c1f4ce36
10 changed files with 38 additions and 40 deletions
+9 -9
View File
@@ -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"))