ENH: Add USEquityPricingLoader.from_files.

zipline/pipeline/loaders/equity_pricing_loader.py

@@ -16,6 +16,10 @@ from numpy import (
     uint32,
 )
 
+from zipline.data.us_equity_pricing import (
+    BcolzDailyBarReader,
+    SQLiteAdjustmentReader,
+)
 from zipline.lib.adjusted_array import (
     adjusted_array,
 )
@@ -40,6 +44,24 @@ class USEquityPricingLoader(PipelineLoader):
         self._calendar = self.raw_price_loader._calendar
         self.adjustments_loader = adjustments_loader
 
+    @classmethod
+    def from_files(cls, pricing_path, adjustments_path):
+        """
+        Create a loader from a bcolz equity pricing dir and a SQLite
+        adjustments path.
+
+        Parameters
+        ----------
+        pricing_path : str
+            Path to a bcolz directory written by a BcolzDailyBarWriter.
+        adjusments_path : str
+            Path to an adjusments db written by a SQLiteAdjustmentWriter.
+        """
+        return cls(
+            BcolzDailyBarReader(pricing_path),
+            SQLiteAdjustmentReader(adjustments_path)
+        )
+
     def load_adjusted_array(self, columns, dates, assets, mask):
         # load_adjusted_array is called with dates on which the user's algo
         # will be shown data, which means we need to return the data that would