diff --git a/catalyst/exchange/exchange.py b/catalyst/exchange/exchange.py index f8c902a8..22c06439 100644 --- a/catalyst/exchange/exchange.py +++ b/catalyst/exchange/exchange.py @@ -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