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Fixed an issue with daily chunks end date
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commit
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-4
@@ -11,7 +11,7 @@ from catalyst.data.minute_bars import BcolzMinuteOverlappingData, \
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BcolzMinuteBarMetadata
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from catalyst.exchange.bundle_utils import range_in_bundle, \
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get_bcolz_chunk, get_delta, get_month_start_end, \
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get_year_start_end, get_periods_range, get_df_from_arrays, get_start_dt
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get_year_start_end, get_df_from_arrays, get_start_dt
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from catalyst.exchange.exchange_bcolz import BcolzExchangeBarReader, \
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BcolzExchangeBarWriter
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from catalyst.exchange.exchange_errors import EmptyValuesInBundleError, \
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@@ -442,11 +442,11 @@ class ExchangeBundle:
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period_start = first_trading_dt
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_, asset_end_year = get_year_start_end(
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asset.end_minute
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asset.end_daily
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)
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if asset_end_year == period_end \
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and period_end > asset.end_minute:
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period_end = asset.end_minute
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and period_end > asset.end_daily:
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period_end = asset.end_daily
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else:
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raise InvalidHistoryFrequencyError(
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