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ENH: make BcolzMinuteBarWriter.write take iterable

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Updates the BcolzMinuteBarWriter.write api to allow users to pass their
data as a stream instead of requiring that they loop over their data
externally. This matches the API presented by BcolzDailyBarWriter.
This commit is contained in:
Joe Jevnik
2016-04-20 15:42:27 -04:00
parent e73ce0bf2b
commit efac476976
12 changed files with 172 additions and 170 deletions
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docs/source/whatsnew/1.0.0.txt
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@@ -20,9 +20,10 @@ Enhancements
* Made the data loading classes have more consistent interfaces. This includes
the equity bar writers, adjustment writer, and asset db writer. The new
interface is that the resource to be written to is passed at construction time
and the data to write is provided later to the `write` method as a
dataframe. This model allows us to pass these writer objects around as a
resource for other classes and functions to consume (:issue:`1109`).
and the data to write is provided later to the `write` method as
dataframes or some iterator of dataframes. This model allows us to pass these
writer objects around as a resource for other classes and functions to
consume (:issue:`1109` and :issue:`1149`).
* Added masking to :class:`zipline.pipeline.CustomFactor`.
Custom factors can now be passed a Filter upon instantiation. This tells the