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https://github.com/wassname/catalyst.git
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Eddie Hebert
e5b5023d42
Moved from the `lazy-mainline` branch, https://github.com/quantopian/zipline/pull/858 The intent of this patch to provide the basic class and readers interfaces, developed on that branch, so that the use of creating the object and opening paths etc. can be tested internally. Additional changes beyond the lazy-mainline branch, addition of future minute reader, and daily bar reader. Also allow an argument of the future_daily_reader, though no such reader yet exists. It may be that future and equity readers share an interface, and a further improvement would be providing an abstract base class. co-author: @jbredeche <jean@quantopian.com>
28 lines
846 B
Python
28 lines
846 B
Python
# Copyright 2015 Quantopian, Inc.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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class FutureDailyReader(object):
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"""
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Stubbed out. Currently unimplemented.
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"""
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pass
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class FutureMinuteReader(object):
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def __init__(self, rootdir, sid_path_func=None):
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self.rootdir = rootdir
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self.sid_path_func = sid_path_func
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