BLD: fix periods calculations and bundle unit-test

catalyst/exchange/utils/exchange_utils.py

@@ -16,6 +16,7 @@ from catalyst.exchange.utils.serialization_utils import ExchangeJSONEncoder, \
     ExchangeJSONDecoder
 from catalyst.utils.paths import data_root, ensure_directory, \
     last_modified_time
+from catalyst.exchange.utils.datetime_utils import get_periods_range
 
 
 def get_sid(symbol):
@@ -739,7 +740,21 @@ def get_candles_df(candles, field, freq, bar_count, end_dt=None):
 
     for asset in candles:
         asset_df = transform_candles_to_df(candles[asset])
-        periods = pd.date_range(end=end_dt, periods=bar_count, freq=freq)
+        rounded_end_dt = end_dt.round(freq)
+
+        periods = get_periods_range(
+            start_dt=None, end_dt=rounded_end_dt,
+            freq=freq, periods=bar_count
+        )
+
+        if rounded_end_dt > end_dt:
+            periods = periods[:-1]
+        elif rounded_end_dt <= end_dt:
+            periods = periods[1:]
+
+        print rounded_end_dt
+        print periods
+        # periods = pd.date_range(end=end_dt, periods=bar_count, freq=freq)
         asset_df = forward_fill_df_if_needed(asset_df, periods)
 
         all_series[asset] = pd.Series(asset_df[field])

tests/exchange/test_suites/test_suite_bundle.py

@@ -107,14 +107,14 @@ class TestSuiteBundle:
             print('saved {} test results: {}'.format(end_dt, folder))
 
             assert_frame_equal(
-                right=data['bundle'],
-                left=data['exchange'],
+                right=data['bundle'][:-1],
+                left=data['exchange'][:-1],
                 check_less_precise=1,
             )
             try:
                 assert_frame_equal(
-                    right=data['bundle'],
-                    left=data['exchange'],
+                    right=data['bundle'][:-1],
+                    left=data['exchange'][:-1],
                     check_less_precise=min([a.decimals for a in assets]),
                 )
             except Exception as e: