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ENH: make BcolzMinuteBarWriter.write take iterable
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.
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@@ -122,14 +122,12 @@ class TestAPIShim(WithDataPortal, WithSimParams, ZiplineTestCase):
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@classmethod
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def make_minute_bar_data(cls):
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return {
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sid: create_minute_df_for_asset(
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for sid in cls.sids:
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yield sid, create_minute_df_for_asset(
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cls.env,
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cls.SIM_PARAMS_START,
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cls.SIM_PARAMS_END,
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)
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for sid in cls.sids
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}
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@classmethod
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def make_daily_bar_data(cls):
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