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MAINT: Test frequency.unit_str instead of frequency string.

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Thomas Wiecki
2014-09-17 18:17:11 +02:00
parent 49b511558d
commit 5490349c62
1 changed files with 4 additions and 3 deletions
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zipline/history/history.py
+4 -3
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@@ -243,13 +243,14 @@ class HistorySpec(object):
def __init__(self, bar_count, frequency, field, ffill,
daily_at_midnight=False, data_frequency='daily'):
if frequency == '1m' and data_frequency == 'daily':
raise ValueError('Minute history requires minute frequency input data.\
Either use daily history or provide minute frequency data.')
# Number of bars to look back.
self.bar_count = bar_count
if isinstance(frequency, str):
frequency = Frequency(frequency, daily_at_midnight)
if frequency.unit_str == 'm' and data_frequency == 'daily':
raise ValueError('Minute history requires minute frequency input data.\
Either use daily history or provide minute frequency data.')
# The frequency at which the data is sampled.
self.frequency = frequency
# The field, e.g. 'price', 'volume', etc.