diff --git a/catalyst/__main__.py b/catalyst/__main__.py index d3ca57c8..4c48b7e0 100644 --- a/catalyst/__main__.py +++ b/catalyst/__main__.py @@ -454,7 +454,7 @@ def live(ctx, @click.option( '-f', '--data-frequency', - type=click.Choice({'daily', 'minute', 'daily,minute'}), + type=click.Choice({'daily', 'minute', 'daily,minute', 'minute,daily'}), default='daily', show_default=True, help='The data frequency of the desired OHLCV bars.', diff --git a/catalyst/exchange/exchange_bundle.py b/catalyst/exchange/exchange_bundle.py index dc38cc7e..b8006362 100644 --- a/catalyst/exchange/exchange_bundle.py +++ b/catalyst/exchange/exchange_bundle.py @@ -409,7 +409,7 @@ class ExchangeBundle: periods = [] dt = sessions[0] while dt <= sessions[-1]: - period = '{}-{}'.format(dt.year, dt.month) \ + period = '{}-{:02d}'.format(dt.year, dt.month) \ if data_frequency == 'minute' else '{}'.format(dt.year) if period not in periods: @@ -520,5 +520,6 @@ class ExchangeBundle: assets = self.get_assets(include_symbols, exclude_symbols) start_dt, end_dt = get_adj_dates(start, end, assets, data_frequency) - self.ingest_assets(assets, start_dt, end_dt, data_frequency, - show_progress) + for frequency in data_frequency.split(','): + self.ingest_assets(assets, start_dt, end_dt, frequency, + show_progress)