Commit Graph
3 Commits
Author SHA1 Message Date
Eddie Hebert 8c1e52385f MAINT: Raise NotImplementedError in data_portal
The patch that added data_portal intended for NotImplementedError to be
raised if one of the functions was invoked, but the raise was omitted.
2015-12-15 17:08:19 -05:00
Eddie Hebert 6106cb98a5 REF: Remove unused parameter. 2015-12-14 14:26:06 -05:00
Eddie Hebert e5b5023d42 ENH: Add initial commit for DataPortal and readers
Moved from the `lazy-mainline` branch,
https://github.com/quantopian/zipline/pull/858

The intent of this patch to provide the basic class and readers
interfaces, developed on that branch, so that the use of creating the
object and opening paths etc. can be tested internally.

Additional changes beyond the lazy-mainline branch, addition of future
minute reader, and daily bar reader.

Also allow an argument of the future_daily_reader, though no such reader
yet exists.

It may be that future and equity readers share an interface, and a
further improvement would be providing an abstract base class.

co-author: @jbredeche <jean@quantopian.com>
2015-12-14 14:23:20 -05:00