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BUG: Algo no longer crashes after creating new history column.
Fixes an issue that caused a crash if a user assigned a new column into a returned history DataFrame. This occurred because we re-use DataFrames between history() calls, so the new column caused an index-size mismatch on the next attempted calculation. Ideally we would fix this by in-place dropping the columns, but that isn't supported in pandas 0.12.0, so instead we just return a complete copy of the frame. We should re-evaluate this implementation when we're on a more modern pandas version.
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@@ -351,6 +351,7 @@ def initialize(context):
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def handle_data(context, data):
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prices = history(bar_count=2, frequency='1d', field='price')
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prices['prices_times_two'] = prices[1] * 2
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context.last_prices = prices
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""".strip()
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