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3 Commits

Author SHA1 Message Date
Andrew Daniels f1919dc3af BUG: Makes NoData{Before, After}Date subclass NoDataOnDate (#1507) 
This allows us to catch and handle all three of these exceptions in
`calc_dividend_ratios`.
 2016-09-22 11:43:43 -04:00
Jean Bredeche 0fd35e7fd1 ENH: Make reader.get_value raise NoDataOnDate if the date is not in the calendar. 
DataPortal now catches the NoDataOnDate exception and returns nan for
OHLC and 0 for V.

Price is still forward filled, unchanged.
 2016-09-14 22:21:43 -04:00
Jean Bredeche 2856fd0ecf MAINT: Add BarReader base class for both minute and session readers 2016-09-14 13:47:12 -04:00