Commit Graph
3 Commits
Author SHA1 Message Date
Eddie Hebert a3c1f4ce36 MAINT: Standardize reader get value methods.
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.
2016-08-24 12:46:36 -04:00
Eddie Hebert 5723976e56 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 ce717a1061 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