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Ran 24 Aug 2016 05:42PM UTC

Files 161

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Committed 24 Aug 2016 05:14PM UTC coverage: 85.735% (-0.05%) from 85.783%

Job # PANDAS_VERSION=0.17.1 NUMPY_VERSION=1.10.4 SCIPY_VERSION=0.16.1

Build Type

push

travis-ci

Committed by

web-flow

Commit Message

MAINT: Modifies minute bars to use a dict of OHLC ratios (#1428)

For scaling up pricing data before writing to bcolz, the writer now
accepts a dict mapping each sid to the ratio to use. It still accepts a
single ratio as default_ohlc_ratio, which is used as a fallback if no
mapping exists for a given sid. The default is OHLC_RATIO (1000).

This allows better handling of futures pricing data, where the required
precision across root symbols is not consistent.

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11299 of 13179 relevant lines covered (85.73%)

0.86 hits per line

quantopian / zipline / 7300 / 4
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master: 88%

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Source Files on job 7300.4 (PANDAS_VERSION=0.17.1 NUMPY_VERSION=1.10.4 SCIPY_VERSION=0.16.1)

quantopian / zipline / 7300 / 4 88% master: 88%

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Source Files on job 7300.4 (PANDAS_VERSION=0.17.1 NUMPY_VERSION=1.10.4 SCIPY_VERSION=0.16.1)

quantopian / zipline / 7300 / 4
88%
master: 88%

README BADGES
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