Method read

zipline/data/minute_bars.py:1301–1317

Read and return pricing update data. Parameters ---------- dts : DatetimeIndex The minutes for which to read the pricing updates. sids : iter[int] The sids for which to read the pricing updates. Returns -------

(self, dts, sids)

    @abstractmethod
    def read(self, dts, sids):
        """
        Read and return pricing update data.

        Parameters
        ----------
        dts : DatetimeIndex
            The minutes for which to read the pricing updates.
        sids : iter[int]
            The sids for which to read the pricing updates.

        Returns
        -------
        data : iter[(int, DataFrame)]
            Returns an iterable of ``sid`` to the corresponding OHLCV data.
        """
        raise NotImplementedError()


class H5MinuteBarUpdateWriter(object):