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BUG: Fix _handle_minute_history_out_of_bounds for future calendar

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Need to use minute_to_session_label to retrieve the proper session.
This commit is contained in:
Andrew Daniels
2017-05-09 09:34:38 -04:00
parent bffb4bfea5
commit 43e0545856
1 changed files with 8 additions and 6 deletions
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zipline/data/data_portal.py
+8 -6
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@@ -810,23 +810,25 @@ class DataPortal(object):
return daily_data
def _handle_minute_history_out_of_bounds(self, bar_count):
cal = self.trading_calendar
first_trading_minute_loc = (
self.trading_calendar.all_minutes.get_loc(
cal.all_minutes.get_loc(
self._first_trading_minute
)
if self._first_trading_minute is not None else None
)
suggested_start_day = (
self.trading_calendar.all_minutes[
suggested_start_day = cal.minute_to_session_label(
cal.all_minutes[
first_trading_minute_loc + bar_count
] + self.trading_calendar.day
).date()
] + cal.day
)
raise HistoryWindowStartsBeforeData(
first_trading_day=self._first_trading_day.date(),
bar_count=bar_count,
suggested_start_day=suggested_start_day,
suggested_start_day=suggested_start_day.date(),
)
def _get_history_minute_window(self, assets, end_dt, bar_count,