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BUG: Fix environment minute date range start and volume.

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The bar timestamps for day start and finish, for NYSE traded stocks,
should be 9:31 AM EST to 4:00 PM EST, for a total of 390 minutes.

Fix starting at 9:30 AM and the creation of 391 bars.
This commit is contained in:
Eddie Hebert
2013-04-15 16:35:41 -04:00
parent 9099d301f3
commit 4ff49749d7
3 changed files with 6 additions and 4 deletions
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tests/test_algorithm_gen.py
+1 -1
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@@ -108,7 +108,7 @@ class AlgorithmGeneratorTestCase(TestCase):
# May 7, 2012 was an LSE holiday, confirm the 4th trading
# day was May 8.
self.assertEqual(results[4]['daily_perf']['period_open'],
datetime(2012, 5, 8, 8, 30, tzinfo=pytz.utc))
datetime(2012, 5, 8, 8, 31, tzinfo=pytz.utc))
@timed(DEFAULT_TIMEOUT)
def test_generator_dates(self):