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

..

bundles

BUG: Fixes should_clean for keep_last=0

2016-08-17 18:18:01 -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: Share resample test cases.

2016-08-16 15:44:32 -04:00

loader.py

Re-implemented the Calendar API.

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

minute_bars.py

MAINT: Define minute bar reader interface.

2016-08-15 19:06:02 -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_loader.py

BUG: Implement sessions property for PanelDailyBarReader

2016-07-24 21:08:11 -04:00

us_equity_pricing.py

MAINT: Use session bar reader interface.

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