Commit Graph

9 Commits

Author SHA1 Message Date
Eddie Hebert bc4c6fb245 MAINT: Use reader dict for last sale dt lookup.
Also, add direct coverage of last_traded_dt in the `test_data_portal`
module.

Prepares for adding test coverage of `get_last_traded_dt` for `Future` assets.
2016-08-08 10:02:18 -04:00
Eddie Hebert c7020a9945 TST: Use data portal fixture.
Wire in data portal fixture for test data_portal, prepare for putting
more coverage of results in test_data_portal suite.
2016-08-08 08:25:20 -04:00
Jean Bredeche 6fb4923cc7 Re-implemented the Calendar API.
Instead of having separate ExchangeCalendar and TradingSchedule objects, we
now just have TradingCalendar.  The TradingCalendar keeps track of each
session (defined as a contiguous set of minutes between an open and a close).
It's also responsible for handling the grouping logic of any given minute
to its containing session, or the next/previous session if it's not a market
minute for the given calendar.
2016-07-12 13:13:50 -04:00
jfkirk 2a8f69fc01 MAINT: DataPortal env -> asset_finder 2016-06-08 13:34:22 -04:00
jfkirk 219f20989f BUG: Fixes after-hours behavior on session_date 2016-06-08 13:34:21 -04:00
jfkirk 75e0e4723d TST: Refactors more tests to use WithTradingSchedule 2016-06-08 13:34:20 -04:00
jfkirk 4b7390ac81 WIP: Refactors tests to use TradingSchedule 2016-06-08 13:34:19 -04:00
Andrew Daniels 71f12ec272 MAINT: Adds first_trading_day arg to DataPortal
Instead of inferring it from the minute/daily writer, we now require the
first trading day to be passed explicitly, so the creator of the
DataPortal controls what is used as the first trading day.
2016-06-02 13:16:43 -04:00
Eddie Hebert 16fd6681a6 ENH: Rewrite of Zipline to use lazy access pattern
More documentation to follow in release notes.

Based on lazy-mainline branch, see for more details.

Also-By: Jean Bredeche <jean@quantopian.com>
Also-By: Andrew Liang <aliang@quantopian.com>
Also-By: Abhijeet Kalyan <akalyan@quantopian.com>
2016-04-04 16:12:58 -04:00