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Trying to fix an issue with merging new candles in get_history()

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This commit is contained in:
fredfortier
2017-10-18 00:04:55 -04:00
parent 1a4dfe8abb
commit 74fd4a6a0f
8 changed files with 117 additions and 103 deletions
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catalyst/exchange/exchange_errors.py
+8 -1
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@@ -78,7 +78,14 @@ class AlgoPickleNotFound(ZiplineError):
class InvalidHistoryFrequencyError(ZiplineError):
msg = (
'History frequency {frequency} not supported by the exchange.'
'Frequency {frequency} not supported by the exchange.'
).strip()
class MismatchingFrequencyError(ZiplineError):
msg = (
'Bar aggregate frequency {frequency} not compatible with '
'data frequency {data_frequency}.'
).strip()