Jean Bredeche 0fd35e7fd1 ENH: Make reader.get_value raise NoDataOnDate if the date is not in the calendar. ...

DataPortal now catches the NoDataOnDate exception and returns nan for
OHLC and 0 for V.

Price is still forward filled, unchanged.

2016-09-14 22:21:43 -04:00

..

bundles

STY: Fix flake8.

2016-09-07 21:58:15 -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

ENH: Make reader.get_value raise NoDataOnDate if the date is not in the calendar.

2016-09-14 22:21:43 -04:00

bar_reader.py

ENH: Make reader.get_value raise NoDataOnDate if the date is not in the calendar.

2016-09-14 22:21:43 -04:00

benchmarks.py

ENH: Always use Adjusted Close for benchmarks.

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

data_portal.py

ENH: Make reader.get_value raise NoDataOnDate if the date is not in the calendar.

2016-09-14 22:21:43 -04:00

dispatch_bar_reader.py

ENH: Add asset dispatch to data portal.

2016-08-26 13:29:08 -04:00

history_loader.py

MAINT: Remove equity from history loader classname

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

loader.py

PERF: Remove module-scope calendar creations.

2016-09-06 09:57:23 -04:00

minute_bars.py

ENH: Make reader.get_value raise NoDataOnDate if the date is not in the calendar.

2016-09-14 22:21:43 -04:00

resample.py

ENH: Make reader.get_value raise NoDataOnDate if the date is not in the calendar.

2016-09-14 22:21:43 -04:00

session_bars.py

MAINT: Add BarReader base class for both minute and session readers

2016-09-14 13:47:12 -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

MAINT: Add BarReader base class for both minute and session readers

2016-09-14 13:47:12 -04:00