Eddie Hebert e5b5023d42 ENH: Add initial commit for DataPortal and readers ...

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>

2015-12-14 14:23:20 -05:00

..

__init__.py

ENH: Adds futures trading and asset management logic to TradingAlgorithm and performance classes

2015-06-11 11:35:49 -04:00

_adjustments.pyx

ENH: Allows Float64Adjustments to act on a range of columns

2015-10-19 16:35:03 -04:00

_equities.pyx

MAINT: Move equity data formats out of loader.

2015-10-09 17:20:19 -04:00

benchmarks.py

ENH: Always use Adjusted Close for benchmarks.

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

data_portal.py

ENH: Add initial commit for DataPortal and readers

2015-12-14 14:23:20 -05:00

future_pricing.py

ENH: Add initial commit for DataPortal and readers

2015-12-14 14:23:20 -05:00

loader.py

ENH: Check getmtime on download locations.

2015-11-13 18:06:04 -05:00

paths.py

ENH: Compute engine architecture for FFC API.

2015-07-29 12:30:46 -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_minutes.py

ENH: Add initial commit for DataPortal and readers

2015-12-14 14:23:20 -05:00

us_equity_pricing.py

ENH: Return -1 for missing spot prices.

2015-11-25 11:32:36 -05:00