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Merge pull request #1245 from quantopian/daily-bars-first-day-attr

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BUG: Fixes reading and writing of daily bars first_trading_day attr
This commit is contained in:
Andrew Daniels
2016-06-02 15:09:12 -04:00
parent f8e0d8e13e 8e6c98e9aa
commit 1cf8e46ae6
2 changed files with 8 additions and 4 deletions
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tests/data/test_us_equity_pricing.py
+6
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@@ -186,6 +186,12 @@ class BcolzDailyBarTestCase(WithBcolzDailyBarReader, ZiplineTestCase):
DatetimeIndex(result.attrs['calendar'], tz='UTC'),
)
def test_read_first_trading_day(self):
self.assertEqual(
self.bcolz_daily_bar_reader.first_trading_day,
self.trading_days[0],
)
def _check_read_results(self, columns, assets, start_date, end_date):
results = self.bcolz_daily_bar_reader.load_raw_arrays(
columns,