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.
This commit is contained in:
Joe Jevnik
2016-04-29 16:14:48 -04:00
parent e73ce0bf2b
commit efac476976
12 changed files with 172 additions and 170 deletions
+2 -1
View File
@@ -23,6 +23,7 @@ from nose.tools import timed
import numpy as np
import pandas as pd
import pytz
from six import iteritems
from six.moves import range
from testfixtures import TempDirectory
@@ -219,7 +220,7 @@ class FinanceTestCase(WithLogger,
env,
env.days_in_range(minutes[0], minutes[-1]),
tempdir.path,
assets
iteritems(assets),
)
equity_minute_reader = BcolzMinuteBarReader(tempdir.path)