From 1f0c037d2982068f70bd53fef43364c87b90f852 Mon Sep 17 00:00:00 2001 From: Frederic Fortier Date: Mon, 5 Mar 2018 23:26:55 -0500 Subject: [PATCH] BLD: created a script which migrates existing bundles --- catalyst/exchange/utils/bundle_utils.py | 1 + 1 file changed, 1 insertion(+) diff --git a/catalyst/exchange/utils/bundle_utils.py b/catalyst/exchange/utils/bundle_utils.py index fa0c2d05..de8041a3 100644 --- a/catalyst/exchange/utils/bundle_utils.py +++ b/catalyst/exchange/utils/bundle_utils.py @@ -84,6 +84,7 @@ def get_df_from_arrays(arrays, periods): data=ohlcv, index=periods ) + df.index.name = 'last_traded' return df