Fix issue with retrieving bundles

catalyst/examples/simple_loop.py

@@ -7,7 +7,7 @@ from catalyst.api import symbol
 
 def initialize(context):
     print('initializing')
-    context.asset = symbol('etc_btc')
+    context.asset = symbol('wings_eth')
 
 
 def handle_data(context, data):
@@ -35,7 +35,7 @@ run_algorithm(
     initialize=initialize,
     handle_data=handle_data,
     analyze=None,
-    exchange_name='poloniex',
+    exchange_name='bittrex',
     algo_namespace='simple_loop',
-    base_currency='btc'
+    base_currency='eth'
 )

catalyst/exchange/exchange_bundle.py

@@ -64,10 +64,13 @@ class ExchangeBundle:
         if path in self._readers and self._readers[path] is not None:
             return self._readers[path]
 
-        self._readers[path] = BcolzExchangeBarReader(
-            rootdir=path,
-            data_frequency=data_frequency
-        )
+        try:
+            self._readers[path] = BcolzExchangeBarReader(
+                rootdir=path,
+                data_frequency=data_frequency
+            )
+        except IOError:
+            self.get_readers[path] = None
 
         return self._readers[path]
 

tests/exchange/test_bundle.py

@@ -76,16 +76,17 @@ class ExchangeBundleTestCase:
         pass
 
     def test_merge_ctables(self):
-        exchange_name = 'poloniex'
+        exchange_name = 'bittrex'
 
         # Switch between daily and minute for testing
         # data_frequency = 'daily'
-        data_frequency = 'minute'
+        data_frequency = 'daily'
 
         exchange = get_exchange(exchange_name)
         assets = [
             exchange.get_asset('eth_btc'),
             exchange.get_asset('etc_btc'),
+            exchange.get_asset('wings_eth'),
         ]
 
         start = pd.to_datetime('2017-9-1', utc=True)
@@ -102,7 +103,7 @@ class ExchangeBundleTestCase:
                 asset=asset,
                 data_frequency=data_frequency,
                 # period='2017-9',
-                period='2017-9',
+                period='2017',
                 # Dont't forget to update if you change your dates
                 start_dt=start,
                 end_dt=end,
@@ -116,7 +117,7 @@ class ExchangeBundleTestCase:
         # In minute mode, the data is there too. This signals that the minute
         # writer / reader is more powerful. This explains why I did not
         # encounter these problems as I have been focusing on minute data.
-        reader = self.get_reader(data_frequency)
+        reader = exchange_bundle.get_reader(data_frequency)
         for asset in assets:
             # Since this pair was loaded last. It should be there in daily mode.
             arrays = reader.load_raw_arrays(
@@ -125,8 +126,8 @@ class ExchangeBundleTestCase:
                 start_dt=start,
                 end_dt=end
             )
-            print('found {} rows for {} ingestion'.format(
-                len(arrays[0]), asset.symbol)
+            print('found {} rows for {} ingestion\n{}'.format(
+                len(arrays[0]), asset.symbol, arrays[0])
             )
         pass