OPEN cal start=2015-03-01, minor fixes for rc-0.1.dev7

catalyst/algorithm.py

@@ -444,9 +444,6 @@ class TradingAlgorithm(object):
                     'data frequency: {}'.format(data_frequency)
                 )
 
-            print 'first_dates:', all_dates[:10]
-            print 'last_dates:', all_dates[:-10]
-
             self.engine = SimplePipelineEngine(
                 get_loader,
                 all_dates,

catalyst/data/bundles/poloniex.py

@@ -36,7 +36,7 @@ class PoloniexBundle(BaseCryptoPricingBundle):
     def frequencies(self):
         return set((
             'daily',
-            '5-minute',
+            #'5-minute',
         ))
 
     @lazyval

catalyst/data/loader.py

@@ -279,7 +279,7 @@ def ensure_crypto_benchmark_data(symbol,
             None,
             symbol,
             get_calendar(bundle.calendar_name),
-            first_date,
+            first_date - trading_day,
             last_date,
             'daily',
         )
@@ -491,7 +491,7 @@ def _load_cached_data(filename, first_date, last_date, now, resource_name,
     if os.path.exists(path):
         try:
             data = from_csv(path)
-            data.index = pd.to_datetime(data.index).tz_localize('UTC')
+            data.index = pd.to_datetime(data.index, infer_datetime_format=True, errors='coerce' ).tz_localize('UTC')
             if has_data_for_dates(data, first_date, last_date):
                 return data
 

catalyst/finance/risk/risk.py

@@ -158,7 +158,7 @@ def choose_treasury(select_treasury, treasury_curves, start_session,
                 )
                 break
 
-        if search_day:
+        if search_day and trading_calendar.name != 'OPEN':          # Supress warning for 'OPEN' calendar
             if (search_dist is None or search_dist > 1) and \
                     search_days[0] <= end_session <= search_days[-1]:
                 message = "No rate within 1 trading day of end date = \

catalyst/pipeline/loaders/crypto_pricing_loader.py

@@ -45,7 +45,7 @@ class CryptoPricingLoader(PipelineLoader):
             reader = bundle.five_minute_bar_reader
             all_sessions = cal.all_five_minutes
 
-        elif daily_bar_reader == 'minute':
+        elif data_frequency == 'minute':
             reader = bundle.minute_bar_reader
             all_sessions = cal.all_minutes
 

catalyst/sources/benchmark_source.py

@@ -51,10 +51,7 @@ class BenchmarkSource(object):
         elif benchmark_returns is not None:
             daily_series = benchmark_returns[sessions[0]:sessions[-1]]
 
-            print 'BENCHMARK_RETURNS'
-
             if self.emission_rate == "minute":
-                print 'BENCHMARK_RETURNS minute'
                 # we need to take the env's benchmark returns, which are daily,
                 # and resample them to minute
                 minutes = trading_calendar.minutes_for_sessions_in_range(
@@ -69,7 +66,6 @@ class BenchmarkSource(object):
 
                 self._precalculated_series = minute_series
             elif self.emission_rate == '5-minute':
-                print 'BENCHMARK_RETURNS 5-minute'
                 five_minutes = \
                     trading_calendar.five_minutes_for_sessions_in_range(
                         sessions[0],
@@ -83,7 +79,6 @@ class BenchmarkSource(object):
                 
                 self._precalculated_series = five_minute_series
             else:
-                print 'BENCHMARK_RETURNS daily'
                 self._precalculated_series = daily_series
         else:
             raise Exception("Must provide either benchmark_asset or "

catalyst/utils/calendars/exchange_calendar_open.py

@@ -1,6 +1,7 @@
 from datetime import time
 from pytz import timezone
 
+from pandas import Timestamp
 from pandas.tseries.offsets import DateOffset
 
 from catalyst.utils.memoize import lazyval
@@ -28,3 +29,6 @@ class OpenExchangeCalendar(TradingCalendar):
     @lazyval
     def day(self):
         return DateOffset(days=1)
+
+    def __init__(self, *args, **kwargs):
+        super(OpenExchangeCalendar, self).__init__(start=Timestamp('2015-03-01', tz='UTC'), **kwargs)