Fixed an issue with historical data in live mode

This commit is contained in:
fredfortier
2017-10-20 15:17:29 -04:00
parent f918fc97bc
commit 493fc95a20
+1 -1
View File
@@ -472,7 +472,7 @@ class Exchange:
# Adding bars too recent to be contained in the consolidated
# exchanges bundles. We go directly against the exchange
# to retrieve the candles.
start_dt = get_start_dt(end_dt, adj_bar_count, data_frequency)
trailing_dt = \
series[asset].index[-1] + get_delta(1, data_frequency) \
if asset in series else start_dt