MAINT: Move equity data formats out of loader.

Put the logic for reading and writing the equity price and adjustment
data into a module located in data, making it distinct from the pipeline
loader usage of the formats.

This prepares for both incoming changes of how adjustments are written,
(which includes using the bcolz daily reader as an input), as well as
eventually providing the readers to a DataPortal object.
This commit is contained in:
Eddie Hebert
2015-10-09 17:20:19 -04:00
parent e728e0c1f3
commit e33f6dcdcd
11 changed files with 844 additions and 754 deletions
+4 -4
View File
@@ -64,12 +64,12 @@ ext_modules = LazyCythonizingList([
('zipline.lib.adjustment', ['zipline/lib/adjustment.pyx']),
('zipline.lib.rank', ['zipline/lib/rank.pyx']),
(
'zipline.pipeline.loaders._equities',
['zipline/pipeline/loaders/_equities.pyx'],
'zipline.data._equities',
['zipline/data/_equities.pyx'],
),
(
'zipline.pipeline.loaders._adjustments',
['zipline/pipeline/loaders/_adjustments.pyx'],
'zipline.data._adjustments',
['zipline/data/_adjustments.pyx'],
),
])