zipline-live / zipline

Zipline-Live, a Pythonic Algorithmic Trading Library
http://www.zipline-live.io/
Apache License 2.0
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Move realtime & historical data merge into MinuteBarReader #64

Open tibkiss opened 7 years ago

tibkiss commented 7 years ago

Per Eddie Hebert's (zipline core dev) recommendation we should move the realtime & historical data combining logic (implemented in #62) int MinuteBarReader.

The reasoning and the new desing approach could be found here: https://github.com/quantopian/zipline/pull/1963