diff --git a/catalyst/exchange/exchange_bcolz.py b/catalyst/exchange/exchange_bcolz.py index bdcd43c3..a517b4fe 100644 --- a/catalyst/exchange/exchange_bcolz.py +++ b/catalyst/exchange/exchange_bcolz.py @@ -9,7 +9,6 @@ class BcolzExchangeBarWriter(BcolzMinuteBarWriter): def __init__(self, *args, **kwargs): self._data_frequency = kwargs.pop('data_frequency', None) kwargs.pop('minutes_per_day', None) - kwargs.pop('default_ohlc_ratio', None) kwargs.pop('calendar', None) end_session = kwargs.pop('end_session', None) @@ -17,7 +16,7 @@ class BcolzExchangeBarWriter(BcolzMinuteBarWriter): end_session = end_session.floor('1d') minutes_per_day = 1440 if self._data_frequency == 'minute' else 1 - default_ohlc_ratio = 1000000 + default_ohlc_ratio = kwargs.pop('default_ohlc_ratio', 1000000) calendar = get_calendar('OPEN') super(BcolzExchangeBarWriter, self) \ diff --git a/tests/exchange/test_bundle.py b/tests/exchange/test_bundle.py index 8cefe360..3aa96b22 100644 --- a/tests/exchange/test_bundle.py +++ b/tests/exchange/test_bundle.py @@ -1,12 +1,9 @@ from logging import Logger -import numpy as np import pandas as pd from catalyst import get_calendar -from catalyst.data.minute_bars import BcolzMinuteBarReader, \ - BcolzMinuteBarWriter -from catalyst.exchange.bundle_utils import get_bcolz_chunk, get_periods_range +from catalyst.exchange.bundle_utils import get_bcolz_chunk from catalyst.exchange.exchange_bcolz import BcolzExchangeBarReader, \ BcolzExchangeBarWriter from catalyst.exchange.exchange_bundle import ExchangeBundle, \