Beispiel #1
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 def make_daily_bar_data(cls):
     for sid in cls.sids:
         yield sid, create_daily_df_for_asset(
             cls.env,
             cls.SIM_PARAMS_START,
             cls.SIM_PARAMS_END,
         )
Beispiel #2
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 def make_equity_daily_bar_data(cls, country_code, sids):
     for sid in sids:
         asset = cls.asset_finder.retrieve_asset(sid)
         yield sid, create_daily_df_for_asset(cls.trading_calendar,
                                              asset.start_date,
                                              asset.end_date,
                                              interval=2 - sid % 2)
Beispiel #3
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 def make_equity_daily_bar_data(cls, country_code, sids):
     for sid in sids:
         yield sid, create_daily_df_for_asset(
             cls.trading_calendar,
             cls.SIM_PARAMS_START,
             cls.SIM_PARAMS_END,
         )
Beispiel #4
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 def make_equity_daily_bar_data(cls):
     for sid in cls.sids:
         yield sid, create_daily_df_for_asset(
             cls.trading_schedule,
             cls.SIM_PARAMS_START,
             cls.SIM_PARAMS_END,
         )
Beispiel #5
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 def make_equity_daily_bar_data(cls):
     for sid in cls.sids:
         yield sid, create_daily_df_for_asset(
             cls.trading_schedule,
             cls.SIM_PARAMS_START,
             cls.SIM_PARAMS_END,
         )
Beispiel #6
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 def make_equity_daily_bar_data(cls, country_code, sids):
     for sid in sids:
         yield sid, create_daily_df_for_asset(
             cls.trading_calendar,
             cls.SIM_PARAMS_START,
             cls.SIM_PARAMS_END,
         )
Beispiel #7
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 def make_daily_bar_data(cls):
     for sid in cls.sids:
         yield sid, create_daily_df_for_asset(
             cls.env,
             cls.bcolz_daily_bar_days[0],
             cls.bcolz_daily_bar_days[-1],
             interval=2 - sid % 2
         )
Beispiel #8
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 def make_equity_daily_bar_data(cls):
     for sid in cls.sids:
         yield sid, create_daily_df_for_asset(
             cls.trading_schedule,
             cls.equity_daily_bar_days[0],
             cls.equity_daily_bar_days[-1],
             interval=2 - sid % 2
         )
Beispiel #9
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 def make_equity_daily_bar_data(cls):
     for sid in cls.sids:
         yield sid, create_daily_df_for_asset(
             cls.trading_calendar,
             cls.equity_daily_bar_days[0],
             cls.equity_daily_bar_days[-1],
             interval=2 - sid % 2
         )
Beispiel #10
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 def make_equity_daily_bar_data(cls, country_code, sids):
     for sid in sids:
         asset = cls.asset_finder.retrieve_asset(sid)
         yield sid, create_daily_df_for_asset(
             cls.trading_calendar,
             asset.start_date,
             asset.end_date,
             interval=2 - sid % 2
         )
Beispiel #11
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 def make_daily_bar_data(cls):
     for sid in cls.sids:
         yield sid, create_daily_df_for_asset(cls.trading_schedule,
                                              cls.bcolz_daily_bar_days[0],
                                              cls.bcolz_daily_bar_days[-1],
                                              interval=2 - sid % 2)