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implemented get_daily_panel as a replacement to get_data in a higher performance manner. Implemented get_daily_dataframe to support get_daily_panel, but it may be useful on it's own. Redesigned DataSource to map DataSource's column names to the QSTK column names. Note only implemented for YAHOO data.
The date selection fails if the input time was different from the time read from the files. Made the datetime comparison time independent, then renamed the index using the datetimes from the input.
sb2nov
commented
Jul 13, 2013
Contributor
Not backward compatible, old get_data function is breaking and says Yahoo is an Invalid datasource.
Closing it for now, I really like the idea of panels and tuples.
-- I am planning to re-write DataAccess from scratch for the next version so I'll pull the code from here then.
-- Otherwise if you have a fix in mind for now.
Thank you for your contribution.
JWCornV
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Jul 20, 2013
fixed a bug, now the data returned will be matching the keys passed
peijiche
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Dec 5, 2016
fixed a bug, now the data returned will be matching the keys passed Former-commit-id: ecd54da
peijiche
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implemented get_daily_panel as a replacement to get_data in a higher
performance manner. Implemented get_daily_dataframe to support
get_daily_panel, but it may be useful on it's own.
Redesigned DataSource to map DataSource's column names to the QSTK
column names.
Note only implemented for YAHOO data.