Commit Graph

4 Commits

Author SHA1 Message Date
Eddie Hebert 5f81acea05 ENH: Return -1 for missing spot prices.
Return -1 when there is a zero value for a spot price.
Intended for use by the incoming data portal changes. When the data
portal will see a -1 value, the portal will seek back a trading day
until a non-negative value is returned.
2015-11-25 11:32:36 -05:00
Eddie Hebert 53dae6320c BUG: Fix volume value returned by daily spot price
Volumes were incorrectly having the thousands factor applied, however
the volume is written as is (without the factor, since it volume is an
int, not float value.)

Fix by adding a special case for volume which returns the price as is.
2015-11-25 10:19:52 -05:00
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