This allows optionally setting the last available dts in the DataPortal
explicitly. If these args aren't provided, we fall back to inferring
these from the underlying readers, which was the previous behavior.
Use the future asset equity pricing reader, instead of reading directly
from the bcolz table. Required since the format for writing the future
data now uses the minute bar reader/writer pair.
Add test cases to `test_data_portal` asserting both equity and future
`get_spot_value` results.
Also, add direct coverage of last_traded_dt in the `test_data_portal`
module.
Prepares for adding test coverage of `get_last_traded_dt` for `Future` assets.
Instead of having separate ExchangeCalendar and TradingSchedule objects, we
now just have TradingCalendar. The TradingCalendar keeps track of each
session (defined as a contiguous set of minutes between an open and a close).
It's also responsible for handling the grouping logic of any given minute
to its containing session, or the next/previous session if it's not a market
minute for the given calendar.
Instead of inferring it from the minute/daily writer, we now require the
first trading day to be passed explicitly, so the creator of the
DataPortal controls what is used as the first trading day.
Conner Fromknecht