wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-06-30 09:02:58 +08:00
Code Issues Packages Projects Releases Wiki Activity

BUG: Ensure loading benchmarks include latest dates.

Browse Source 
The Series `.append` does not update in-place, assign the value
to `saved_benchmarks` so that we update the newest benchmarks.
This commit is contained in:
Eddie Hebert
2013-10-07 12:01:47 -04:00
parent 5041f3e83b
commit 71f03e9537
1 changed files with 2 additions and 3 deletions
Download Patch File Download Diff File Expand all files Collapse all files
zipline/data/loader.py
+2 -3
View File
@@ -124,7 +124,7 @@ def update_benchmarks(symbol, last_date):
for daily_return in get_benchmark_returns(symbol, start_date=start):
# Not ideal but massaging data into expected format
benchmark = pd.Series({daily_return.date: daily_return.returns})
saved_benchmarks.append(benchmark)
saved_benchmarks = saved_benchmarks.append(benchmark)
datafile = get_datafile(get_benchmark_filename(symbol), mode='wb')
saved_benchmarks.to_csv(datafile)
@@ -164,8 +164,7 @@ Fetching data from Yahoo Finance.
benchmark_returns = update_benchmarks(bm_symbol, last_bm_date)
else:
benchmark_returns = saved_benchmarks
benchmark_returns = benchmark_returns.tz_localize('UTC')
benchmark_returns = benchmark_returns.tz_localize('UTC')
bm_returns = []
for dt, returns in benchmark_returns.iterkv():