From 2f660db511e9262de71d3f364b2a2e1a9e51ff75 Mon Sep 17 00:00:00 2001 From: fredfortier Date: Thu, 26 Oct 2017 13:52:37 -0400 Subject: [PATCH] Fixed an issue with daily chunks end date --- catalyst/exchange/exchange_bundle.py | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/catalyst/exchange/exchange_bundle.py b/catalyst/exchange/exchange_bundle.py index 3a738f9b..9971dfb9 100644 --- a/catalyst/exchange/exchange_bundle.py +++ b/catalyst/exchange/exchange_bundle.py @@ -11,7 +11,7 @@ from catalyst.data.minute_bars import BcolzMinuteOverlappingData, \ BcolzMinuteBarMetadata from catalyst.exchange.bundle_utils import range_in_bundle, \ get_bcolz_chunk, get_delta, get_month_start_end, \ - get_year_start_end, get_periods_range, get_df_from_arrays, get_start_dt + get_year_start_end, get_df_from_arrays, get_start_dt from catalyst.exchange.exchange_bcolz import BcolzExchangeBarReader, \ BcolzExchangeBarWriter from catalyst.exchange.exchange_errors import EmptyValuesInBundleError, \ @@ -442,11 +442,11 @@ class ExchangeBundle: period_start = first_trading_dt _, asset_end_year = get_year_start_end( - asset.end_minute + asset.end_daily ) if asset_end_year == period_end \ - and period_end > asset.end_minute: - period_end = asset.end_minute + and period_end > asset.end_daily: + period_end = asset.end_daily else: raise InvalidHistoryFrequencyError(