{"action":"created","issue":{"url":"https://api.github.com/repos/quantopian/zipline/issues/476","labels_url":"https://api.github.com/repos/quantopian/zipline/issues/476/labels{/name}","comments_url":"https://api.github.com/repos/quantopian/zipline/issues/476/comments","events_url":"https://api.github.com/repos/quantopian/zipline/issues/476/events","html_url":"https://github.com/quantopian/zipline/issues/476","id":55732848,"number":476,"title":"Replace zipline's data loaders with pandas' ones.","user":{"login":"twiecki","id":674200,"avatar_url":"https://avatars.githubusercontent.com/u/674200?v=3","gravatar_id":"","url":"https://api.github.com/users/twiecki","html_url":"https://github.com/twiecki","followers_url":"https://api.github.com/users/twiecki/followers","following_url":"https://api.github.com/users/twiecki/following{/other_user}","gists_url":"https://api.github.com/users/twiecki/gists{/gist_id}","starred_url":"https://api.github.com/users/twiecki/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/twiecki/subscriptions","organizations_url":"https://api.github.com/users/twiecki/orgs","repos_url":"https://api.github.com/users/twiecki/repos","events_url":"https://api.github.com/users/twiecki/events{/privacy}","received_events_url":"https://api.github.com/users/twiecki/received_events","type":"User","site_admin":false},"labels":[],"state":"open","locked":false,"assignee":null,"milestone":null,"comments":3,"created_at":"2015-01-28T09:31:58Z","updated_at":"2015-01-28T12:08:10Z","closed_at":null,"body":"There are some interesting developments on the pandas front regarding web data loaders:\r\n* https://github.com/pydata/pandas-datareader\r\n* https://github.com/femtotrader/pandas_datareaders_unofficial (uses requests-cache)\r\n\r\nIdeally I'd like to remove all our own data loaders and instead instruct users to use these other ones (which include google minutely data etc). For this we'd have to change the zipline internal panel axes layout in any case (#474).\r\n\r\nThe outstanding issue is caching which I think @femtotrader's work includes but might not yet be stable enough. There are plans to integrate that into the official pandas-datareader repo eventually though."},"comment":{"url":"https://api.github.com/repos/quantopian/zipline/issues/comments/71825235","html_url":"https://github.com/quantopian/zipline/issues/476#issuecomment-71825235","issue_url":"https://api.github.com/repos/quantopian/zipline/issues/476","id":71825235,"user":{"login":"femtotrader","id":5049737,"avatar_url":"https://avatars.githubusercontent.com/u/5049737?v=3","gravatar_id":"","url":"https://api.github.com/users/femtotrader","html_url":"https://github.com/femtotrader","followers_url":"https://api.github.com/users/femtotrader/followers","following_url":"https://api.github.com/users/femtotrader/following{/other_user}","gists_url":"https://api.github.com/users/femtotrader/gists{/gist_id}","starred_url":"https://api.github.com/users/femtotrader/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/femtotrader/subscriptions","organizations_url":"https://api.github.com/users/femtotrader/orgs","repos_url":"https://api.github.com/users/femtotrader/repos","events_url":"https://api.github.com/users/femtotrader/events{/privacy}","received_events_url":"https://api.github.com/users/femtotrader/received_events","type":"User","site_admin":false},"created_at":"2015-01-28T12:08:10Z","updated_at":"2015-01-28T12:08:10Z","body":"Yes it's not. Because I wanted DataReader to be an object... not a function (like official DataReader).\r\n\r\nBut I think that to be able to add cache to official pandas-datareader without breaking too much things, first step will be to slit code (because that's not very clean)\r\nAfter this if they want to keep same API an idea could be to pass a session parameter (with session=None by default)\r\nwhen no session is passed a `requests.Session` (no cache) could be create and use to performs queries. If we want to use cache we first will need to create a `requests_cache.CachedSession` which could be passed."}}