Querying for the price field of an equity actually looks at the close
field, so we should do the same for futures. Otherwise `data.can_trade`
and `data.current` of 'price' fail for futures.
To support testing configurations which need control over the full path
to the asset, adjustment, and equity bcolz directories; which is
required by some of our internal testing which exercises servers which
coordinate these files via a date slug in the full path.
Also, by allowing customization of the full path, it is now possible to
have the AssetFinder and AdjustmentReader sqlite databases be written to
disk, which is also required for our server testing setup.
The tradingcalendar module has been replaced by the new exchange
calendars and trading schedules. Issues a ZiplineDeprecationWarning at
tradingcalendar module scope to be triggered on imports.
next_scheduled_day and previous_scheduled day should raise if
trying a return a date outside the calendar. Previously it just
returns None, but it should be made consistent with the behavior
of add_scheduled_days
- Refactored EventsLoader and BlazeEventsLoader to not require a
subclass per dataset. Instead, you now pass a map from columns to
event fields directly to the EventsLoader constructor.
- Removed a large number of Quantopian-specific datasets and associated
tests.
- Rewrote the core logic of EventsLoader and BlazeEventsLoader to share
index calculations across multiple requested columns.
- Fixed a bug where event fields were incorrectly forward-filled when
null values were present in an event.
Since the first trading day is now passed directly to the DataPortal on
init, there's no need for a method that does this. Moves all the
additional logic/assignments into the init. Also corrects an issue where
we would never create certain attributes if self._first_trading_day was
None.
Adds the ability to specify the first trading day for a data portal in a
test case when using the WithDataPortal fixture.
Andrew Daniels