Increase coverage on `ReindexSessionBarReader` so that all methods which
are considered part of the interface are covered by `test_resample`.
Fix bug in `get_value`, exposed by increased coverage, where the
`NoDataOnDate` exception was bubbling from the bcolz reader all the way
up when a session which was a holidy on the underlying reader was passed
to the reindex reader. (The reindex reader should return nan/0 in that
case.)
Also, move location of data index exceptions so that they are agnostic
to bcolz/us_equity_pricing; since the exception is now used by the
resample module to fix aforementioned bug.
Combine the equity and future readers into asset dispatch readers, so
that simulations that use both asset types can access data for each.
This patch enables `history` for future assets in algorithms; however,
it does not add extra coverage in the `test_data_portal` or `test_history`
to cover future assets. Those tests will follow, however putting this in
separately since it shows that the wrapping of the readers in the asset
dispatch reader does not break existing equity strategies.
The daily/session bar reader's `spot_price` took the same parameters and
returned the same kind of output as the minute bar reader's `get_value`.
Standardize on one method to make a common interface, which may be
formally factored out in a later patch; to help enable writing reader
implementations or mixins which can be agnostic to the bar frequency.
Replace `DailyBarReader` with `SessionBarReader`.
This was intended to go with the patch that added the `SessionBarReader`
abstract base class.
Also, added `trading_calendar` property decorator.
In preparation for making a resampling session bar reader, make an
abstract base class with the methods currently used by consumers of the
reader; which should assist in making a drop-in replacement of the daily
bar reader.
While pulling out the interface, it does appear that `spot_price` and
the minute bar reader's `get_value` are the same method but by different
names, showing that there may be room for having both `MinuteBarReader`
and `SessionBarReader` sharing a common `BarReader` interface.
Jean Bredeche