MAINT: Remove equity from history loader classname

Prepare for using history loaders with both equity and future data,
This commit is contained in:
Eddie Hebert
2016-08-18 13:56:59 -04:00
parent f8ff0b3645
commit cf30c50f60
2 changed files with 12 additions and 12 deletions
+6 -6
View File
@@ -24,11 +24,11 @@ from six.moves import reduce
from zipline.assets import Asset, Future, Equity
from zipline.data.resample import DailyHistoryAggregator
from zipline.data.us_equity_pricing import NoDataOnDate
from zipline.data.us_equity_loader import (
USEquityDailyHistoryLoader,
USEquityMinuteHistoryLoader,
from zipline.data.history_loader import (
DailyHistoryLoader,
MinuteHistoryLoader,
)
from zipline.data.us_equity_pricing import NoDataOnDate
from zipline.utils.math_utils import (
nansum,
@@ -137,7 +137,7 @@ class DataPortal(object):
self._equity_daily_reader = equity_daily_reader
if self._equity_daily_reader is not None:
self._equity_history_loader = USEquityDailyHistoryLoader(
self._equity_history_loader = DailyHistoryLoader(
self.trading_calendar,
self._equity_daily_reader,
self._adjustment_reader
@@ -163,7 +163,7 @@ class DataPortal(object):
self._equity_minute_reader,
self.trading_calendar
)
self._equity_minute_history_loader = USEquityMinuteHistoryLoader(
self._equity_minute_history_loader = MinuteHistoryLoader(
self.trading_calendar,
self._equity_minute_reader,
self._adjustment_reader
@@ -69,9 +69,9 @@ class SlidingWindow(object):
return self.current
class USEquityHistoryLoader(with_metaclass(ABCMeta)):
class HistoryLoader(with_metaclass(ABCMeta)):
"""
Loader for sliding history windows of adjusted US Equity Pricing data.
Loader for sliding history windows, with support for adjustments.
Parameters
----------
@@ -131,7 +131,7 @@ class USEquityHistoryLoader(with_metaclass(ABCMeta)):
field : str
OHLCV field for which to get the adjustments.
is_perspective_after : bool
see: `USEquityHistoryLoader.history`
see: `PricingHistoryLoader.history`
If True, the index at which the Multiply object is registered to
be popped is calculated so that it applies to the last slot in the
sliding window when the adjustment occurs immediately after the dt
@@ -237,7 +237,7 @@ class USEquityHistoryLoader(with_metaclass(ABCMeta)):
field : str
The OHLCV field for which to retrieve data.
is_perspective_after : bool
see: `USEquityHistoryLoader.history`
see: `PricingHistoryLoader.history`
Returns
-------
@@ -379,7 +379,7 @@ class USEquityHistoryLoader(with_metaclass(ABCMeta)):
return hstack([window.get(end_ix) for window in block])
class USEquityDailyHistoryLoader(USEquityHistoryLoader):
class DailyHistoryLoader(HistoryLoader):
@property
def _prefetch_length(self):
@@ -398,7 +398,7 @@ class USEquityDailyHistoryLoader(USEquityHistoryLoader):
)[0]
class USEquityMinuteHistoryLoader(USEquityHistoryLoader):
class MinuteHistoryLoader(HistoryLoader):
@property
def _prefetch_length(self):