diff --git a/zipline/data/data_portal.py b/zipline/data/data_portal.py index 8d56a2b1..739b7616 100644 --- a/zipline/data/data_portal.py +++ b/zipline/data/data_portal.py @@ -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 diff --git a/zipline/data/us_equity_loader.py b/zipline/data/history_loader.py similarity index 97% rename from zipline/data/us_equity_loader.py rename to zipline/data/history_loader.py index a6d1fd9e..d4e01ecc 100644 --- a/zipline/data/us_equity_loader.py +++ b/zipline/data/history_loader.py @@ -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):