Commit Graph

2 Commits

Author SHA1 Message Date
Eddie Hebert 3511959520 MAINT: Use session bar reader interface.
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.
2016-08-17 14:30:48 -04:00
Eddie Hebert 151b01389a MAINT: Factor out session bar reader interface.
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.
2016-08-17 11:12:39 -04:00