# Copyright 2016 Quantopian, Inc. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. from abc import abstractproperty from zipline.data.bar_reader import BarReader class SessionBarReader(BarReader): """ Reader for OHCLV pricing data at a session frequency. """ @property def data_frequency(self): return 'session' @abstractproperty def sessions(self): """ Returns ------- sessions : DatetimeIndex All session labels (unionining the range for all assets) which the reader can provide. """ pass