wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-06-28 18:27:14 +08:00
Code Issues Packages Projects Releases Wiki Activity
4,337 Commits 16 Branches 39 Tags
d00a44d505aaf7c42db98d18153599abcff34004
Commit Graph

2 Commits

Author SHA1 Message Date
Eddie Hebert 4a017ef63b ENH: Session bar reader resampled from minute data 
Implement a `SessionBarReader` which uses a minute bar reader as a
backing source, resampling the minute bars into the box around the
corresponding session data.

Also, add future/CME test cases to resample suite.
 2016-08-18 11:37:42 -04:00
Eddie Hebert d1f7a819fc TST: Share resample test cases. 
Also, move `DailyHistoryAggregator` to `resample` module, so that tools
for converting from minute to session bars are collocated.

This patch is in preparation of adding a daily bar reader which
resamples minute data, which will be located in the `resample` module
and share the test cases and expected results in `test_resample`.
 2016-08-16 15:44:32 -04:00