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.

zipline/data/data_portal.py

@@ -521,7 +521,7 @@ class DataPortal(object):
         elif column in OHLCV_FIELDS:
             # don't forward fill
             try:
-                val = reader.spot_price(asset, dt, column)
+                val = reader.get_value(asset, dt, column)
                 if val == -1:
                     if column == "volume":
                         return 0
@@ -535,7 +535,7 @@ class DataPortal(object):
             found_dt = dt
             while True:
                 try:
-                    value = reader.spot_price(
+                    value = reader.get_value(
                         asset, found_dt, "close"
                     )
                     if value != -1:

zipline/data/resample.py

@@ -476,7 +476,7 @@ class MinuteResampleSessionBarReader(SessionBarReader):
     def load_raw_arrays(self, columns, start_dt, end_dt, assets):
         return self._get_resampled(columns, start_dt, end_dt, assets).values
 
-    def spot_price(self, sid, session, colname):
+    def get_value(self, sid, session, colname):
         # WARNING: This will need caching or other optimization if used in a
         # tight loop.
         # This was developed to complete interface, but has not been tuned

zipline/data/session_bars.py

@@ -43,7 +43,7 @@ class SessionBarReader(with_metaclass(ABCMeta)):
         pass
 
     @abstractmethod
-    def spot_price(self, sid, session, colname):
+    def get_value(self, sid, session, colname):
         """
         Retrieve the value at the given coordinates.
 

zipline/data/us_equity_pricing.py

@@ -686,7 +686,7 @@ class BcolzDailyBarReader(SessionBarReader):
                     day, sid))
         return ix
 
-    def spot_price(self, sid, day, colname):
+    def get_value(self, sid, day, colname):
         """
         Parameters
         ----------
@@ -787,7 +787,7 @@ class PanelBarReader(SessionBarReader):
             list(columns)
         ].reindex(major_axis=cal[cal.slice_indexer(start_dt, end_dt)]).values.T
 
-    def spot_price(self, sid, dt, colname):
+    def get_value(self, sid, dt, colname):
         """
         Parameters
         ----------
@@ -809,8 +809,6 @@ class PanelBarReader(SessionBarReader):
         """
         return self.panel.loc[sid, dt, colname]
 
-    get_value = spot_price
-
     def get_last_traded_dt(self, sid, dt):
         """
         Parameters
@@ -985,7 +983,7 @@ class SQLiteAdjustmentWriter(object):
             day_loc = calendar.get_loc(ex_date, method='bfill')
             prev_close_date = calendar[day_loc - 1]
             try:
-                prev_close = equity_daily_bar_reader.spot_price(
+                prev_close = equity_daily_bar_reader.get_value(
                     sid, prev_close_date, 'close')
                 if prev_close != 0.0:
                     ratio = 1.0 - amount / prev_close