Merge pull request #1121 from quantopian/pass-iterable-to-dataportal

BUG: bar_data.history too limiting on iterable types
This commit is contained in:
Jean Bredeche
2016-04-11 14:56:09 -04:00
2 changed files with 18 additions and 1 deletions
+17
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@@ -859,6 +859,23 @@ class MinuteEquityHistoryTestCase(HistoryTestCaseBase):
# last 5 minutes should not be adjusted
np.testing.assert_array_equal(np.array(range(782, 787)), window3[395:])
def test_passing_iterable_to_history_regular_hours(self):
# regular hours
current_dt = pd.Timestamp("2015-01-06 9:45", tz='US/Eastern')
bar_data = BarData(self.data_portal, lambda: current_dt, "minute")
bar_data.history(pd.Index([self.ASSET1, self.ASSET2]),
"high", 5, "1m")
def test_passing_iterable_to_history_bts(self):
# before market hours
current_dt = pd.Timestamp("2015-01-07 8:45", tz='US/Eastern')
bar_data = BarData(self.data_portal, lambda: current_dt, "minute")
with handle_non_market_minutes(bar_data):
bar_data.history(pd.Index([self.ASSET1, self.ASSET2]),
"high", 5, "1m")
def test_overnight_adjustments(self):
# Should incorporate adjustments on midnight 01/06
current_dt = pd.Timestamp("2015-01-06 8:45", tz='US/Eastern')
+1 -1
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@@ -785,7 +785,7 @@ class DataPortal(object):
-------
The list of adjustments for the asset(s)
"""
if not isinstance(assets, (list, tuple)):
if isinstance(assets, Asset):
assets = [assets]
adjustment_ratios_per_asset = []