catalyst

wassname/catalyst

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Commit Graph

Author	SHA1	Message	Date
Eddie Hebert	5338c8e611	ENH: Add spot_price to BcolzDailyBarReader. Add new method to BcolzDailyBarReader, `spot_price` which returns the unadjusted price for the specified day and sid.	2015-10-10 07:19:03 -04:00
Eddie Hebert	e33f6dcdcd	MAINT: Move equity data formats out of loader. Put the logic for reading and writing the equity price and adjustment data into a module located in data, making it distinct from the pipeline loader usage of the formats. This prepares for both incoming changes of how adjustments are written, (which includes using the bcolz daily reader as an input), as well as eventually providing the readers to a DataPortal object.	2015-10-09 17:20:19 -04:00

Author

SHA1

Message

Date

Eddie Hebert

5338c8e611

ENH: Add spot_price to BcolzDailyBarReader.

Add new method to BcolzDailyBarReader, `spot_price` which returns the
unadjusted price for the specified day and sid.

2015-10-10 07:19:03 -04:00

Eddie Hebert

e33f6dcdcd

MAINT: Move equity data formats out of loader.

Put the logic for reading and writing the equity price and adjustment
data into a module located in data, making it distinct from the pipeline
loader usage of the formats.

This prepares for both incoming changes of how adjustments are written,
(which includes using the bcolz daily reader as an input), as well as
eventually providing the readers to a DataPortal object.

2015-10-09 17:20:19 -04:00