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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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tests/data/test_minute_bars.py
+16 -16
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@@ -100,7 +100,7 @@ class BcolzMinuteBarTestCase(TestCase):
'volume': [50.0]
},
index=[minute])
self.writer.write(sid, data)
self.writer.write_sid(sid, data)
open_price = self.reader.get_value(sid, minute, 'open')
@@ -135,7 +135,7 @@ class BcolzMinuteBarTestCase(TestCase):
'volume': [50.0, 51.0]
},
index=[minute_0, minute_1])
self.writer.write(sid, data)
self.writer.write_sid(sid, data)
open_price = self.reader.get_value(sid, minute_0, 'open')
@@ -190,7 +190,7 @@ class BcolzMinuteBarTestCase(TestCase):
'volume': [50.0]
},
index=[minute])
self.writer.write(sid, data)
self.writer.write_sid(sid, data)
open_price = self.reader.get_value(sid, minute, 'open')
@@ -224,7 +224,7 @@ class BcolzMinuteBarTestCase(TestCase):
'volume': [0]
},
index=[minute])
self.writer.write(sid, data)
self.writer.write_sid(sid, data)
open_price = self.reader.get_value(sid, minute, 'open')
@@ -267,7 +267,7 @@ class BcolzMinuteBarTestCase(TestCase):
'volume': [50.0, 51.0]
},
index=minutes)
self.writer.write(sid, data)
self.writer.write_sid(sid, data)
minute = minutes[0]
@@ -325,10 +325,10 @@ class BcolzMinuteBarTestCase(TestCase):
'volume': [50.0]
},
index=[minute])
self.writer.write(sid, data)
self.writer.write_sid(sid, data)
with self.assertRaises(BcolzMinuteOverlappingData):
self.writer.write(sid, data)
self.writer.write_sid(sid, data)
def test_write_multiple_sids(self):
"""
@@ -361,7 +361,7 @@ class BcolzMinuteBarTestCase(TestCase):
'volume': [100.0]
},
index=[minute])
self.writer.write(sids[0], data)
self.writer.write_sid(sids[0], data)
data = DataFrame(
data={
@@ -372,7 +372,7 @@ class BcolzMinuteBarTestCase(TestCase):
'volume': [200.0]
},
index=[minute])
self.writer.write(sids[1], data)
self.writer.write_sid(sids[1], data)
sid = sids[0]
@@ -442,7 +442,7 @@ class BcolzMinuteBarTestCase(TestCase):
'volume': [100.0]
},
index=[minute])
self.writer.write(sid, data)
self.writer.write_sid(sid, data)
open_price = self.reader.get_value(sid, minute, 'open')
@@ -489,7 +489,7 @@ class BcolzMinuteBarTestCase(TestCase):
'volume': full(9, 0),
},
index=[minutes])
self.writer.write(sid, data)
self.writer.write_sid(sid, data)
fields = ['open', 'high', 'low', 'close', 'volume']
@@ -531,7 +531,7 @@ class BcolzMinuteBarTestCase(TestCase):
'volume': full(9, 0),
},
index=[minutes])
self.writer.write(sid, data)
self.writer.write_sid(sid, data)
fields = ['open', 'high', 'low', 'close', 'volume']
@@ -630,7 +630,7 @@ class BcolzMinuteBarTestCase(TestCase):
'volume': [1000, 0, 1001]
},
index=minutes)
self.writer.write(sids[0], data_1)
self.writer.write_sid(sids[0], data_1)
data_2 = DataFrame(
data={
@@ -641,7 +641,7 @@ class BcolzMinuteBarTestCase(TestCase):
'volume': [2000, 0, 2001]
},
index=minutes)
self.writer.write(sids[1], data_2)
self.writer.write_sid(sids[1], data_2)
reader = BcolzMinuteBarReader(self.dest)
@@ -681,7 +681,7 @@ class BcolzMinuteBarTestCase(TestCase):
'volume': [1000, 1001, 1002],
},
index=minutes)
self.writer.write(sids[0], data_1)
self.writer.write_sid(sids[0], data_1)
data_2 = DataFrame(
data={
@@ -692,7 +692,7 @@ class BcolzMinuteBarTestCase(TestCase):
'volume': [2000, 2001, 2002],
},
index=minutes)
self.writer.write(sids[1], data_2)
self.writer.write_sid(sids[1], data_2)
reader = BcolzMinuteBarReader(self.dest)