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Trying to fix an issue with periodical bars

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fredfortier
2017-09-20 18:00:08 -04:00
parent 3b655d466e
commit 4e2d092123
6 changed files with 263 additions and 277 deletions
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tests/exchange/test_data_portal.py
+2 -2
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@@ -50,7 +50,7 @@ class ExchangeDataPortalTestCase:
exchanges=dict(bitfinex=self.bitfinex),
asset_finder=asset_finder,
trading_calendar=open_calendar,
first_trading_day=pd.to_datetime('today', utc=True)
first_trading_day=pd.to_datetime('2017-09-10', utc=True)
)
def test_get_history_window_live(self):
@@ -90,7 +90,7 @@ class ExchangeDataPortalTestCase:
asset_finder.lookup_symbol('neo_btc', self.bitfinex),
]
date = pd.Timestamp.utcnow() - timedelta(hours=8)
date = pd.to_datetime('2017-09-10 9:00', utc=True)
value = self.data_portal_backtest.get_spot_value(
assets, 'close', date, 'minute')
pass