wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-07-12 14:37:22 +08:00
Code Issues Packages Projects Releases Wiki Activity

BUG:fix an issue with wrong timestamps seen at tests.exchange.test_suites.test_suite_bundle.TestSuiteBundle#test_validate_bundles (which issue #230 uncovered)

Browse Source
This commit is contained in:
lenak25
2018-02-22 17:42:14 +02:00
parent fea2ed104e
commit 50310576f9
1 changed files with 2 additions and 0 deletions
Download Patch File Download Diff File Expand all files Collapse all files
catalyst/exchange/utils/exchange_utils.py
+2
View File
@@ -722,12 +722,14 @@ def get_candles_df(candles, field, freq, bar_count, end_dt,
values = [candle[field] for candle in candles[asset]]
series = pd.Series(values, index=dates)
"""
series = series.reindex(
periods,
method='ffill',
fill_value=previous_value,
)
series.sort_index(inplace=True)
"""
all_series[asset] = series
df = pd.DataFrame(all_series)