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Merge pull request #1290 from quantopian/fix-data-portal-futures

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MAINT: Fixes DataPortal.get_spot_value to correctly handle 'price' field
This commit is contained in:
Andrew Daniels
2016-06-20 12:33:42 -04:00
committed by GitHub
parent 9f02f147b0 7ae370b037
commit 46d8a02b14
1 changed files with 6 additions and 2 deletions
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zipline/data/data_portal.py
+6 -2
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@@ -787,8 +787,12 @@ class DataPortal(object):
return self._get_daily_data(asset, field, day_to_use)
else:
if isinstance(asset, Future):
return self._get_minute_spot_value_future(
asset, field, dt)
if field == "price":
return self._get_minute_spot_value_future(
asset, "close", dt)
else:
return self._get_minute_spot_value_future(
asset, field, dt)
else:
if field == "last_traded":
return self._equity_minute_reader.get_last_traded_dt(