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Fixed issues in the prepare_chunk logic

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This commit is contained in:
fredfortier
2017-10-26 14:04:30 -04:00
parent 2f660db511
commit 0e0bfc82b5
1 changed files with 9 additions and 4 deletions
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catalyst/exchange/exchange_bundle.py
+9 -4
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@@ -346,9 +346,13 @@ class ExchangeBundle:
end_asset = asset.end_minute if data_frequency == 'minute' else \
asset.end_daily
if end_asset is not None and \
(last_entry is None or end_asset > last_entry):
last_entry = end_asset
if end_asset is not None:
if last_entry is None or end_asset > last_entry:
last_entry = end_asset
else:
end = None
last_entry = None
if start is None or \
(earliest_trade is not None and earliest_trade > start):
@@ -388,8 +392,9 @@ class ExchangeBundle:
start_dt, end_dt, [asset], data_frequency
)
except NoDataAvailableOnExchange:
except NoDataAvailableOnExchange as e:
# If not, we continue to the next asset
log.debug('skipping {}: {}'.format(asset.symbol, e))
continue
# This is either the first trading day of the asset or the