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fix exchange_bundle: period month padded

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Victor Grau Serrat
2017-10-18 13:55:39 -06:00
parent 6f8fbc2b82
commit 6486744c66
1 changed files with 1 additions and 1 deletions
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catalyst/exchange/exchange_bundle.py
+1 -1
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@@ -405,7 +405,7 @@ class ExchangeBundle:
periods = []
dt = sessions[0]
while dt <= sessions[-1]:
period = '{}-{}'.format(dt.year, dt.month) \
period = '{}-{:02d}'.format(dt.year, dt.month) \
if data_frequency == 'minute' else '{}'.format(dt.year)
if period not in periods: