Andrew DanielsandGitHub 012888fcc7 MAINT: Modifies minute bars to use a dict of OHLC ratios (#1428) ...

For scaling up pricing data before writing to bcolz, the writer now
accepts a dict mapping each sid to the ratio to use. It still accepts a
single ratio as default_ohlc_ratio, which is used as a fallback if no
mapping exists for a given sid. The default is OHLC_RATIO (1000).

This allows better handling of futures pricing data, where the required
precision across root symbols is not consistent.

2016-08-24 13:14:16 -04:00

..

bundles

ENH: Pass calendar instance to BcolzMinuteBarWriter (#1406)

2016-08-18 15:41:26 -04:00

__init__.py

ENH: Updates the cli, data bundles and extensions.

2016-05-03 18:38:24 -04:00

_adjustments.pyx

MAINT: make the data loading apis more consistent.

2016-04-15 23:46:10 -04:00

_equities.pyx

TST: fix data tests

2016-07-25 13:09:55 -04:00

_minute_bar_internal.pyx

MAINT: Remove adjusted arg to position of minute.

2016-04-14 09:56:48 -04:00

benchmarks.py

ENH: Always use Adjusted Close for benchmarks.

2015-10-25 16:37:59 -04:00

data_portal.py

TST: Update to empyrical, increase test coverage

2016-08-23 13:49:43 -04:00

history_loader.py

MAINT: Remove equity from history loader classname

2016-08-18 14:10:00 -04:00

loader.py

Re-implemented the Calendar API.

2016-07-12 13:13:50 -04:00

minute_bars.py

MAINT: Modifies minute bars to use a dict of OHLC ratios (#1428)

2016-08-24 13:14:16 -04:00

resample.py

ENH: Session bar reader resampled from minute data

2016-08-18 11:37:42 -04:00

session_bars.py

MAINT: Use session bar reader interface.

2016-08-17 14:30:48 -04:00

treasuries_can.py

MAINT: Final polish on loader rewrites.

2015-10-25 16:37:59 -04:00

treasuries.py

MAINT: Use itemgetter instead of homegrown func.

2015-10-25 16:37:59 -04:00

us_equity_pricing.py

BUG: Fixes zipline ingest with non-default bundle on python 2

2016-08-22 18:30:39 -04:00