BUG: When increasing the length dynamically, the rolling panel was

getting filled with the wrong datetimes and causing errors.

Updates the logic for addressing missing datetimes and adds unit tests
for the 2 main cases (no missing datetimes, and some missing datetimes).

tests/test_history.py

@@ -935,6 +935,102 @@ def handle_data(context, data):
             ' HistorySpec',
         )
 
+    @parameterized.expand([
+        (1,),
+        (2,),
+    ])
+    def test_history_grow_length_inter_bar(self, incr):
+        """
+        Tests growing the length of a digest panel with different date_buf
+        deltas once per bar.
+        """
+        algo_text = dedent(
+            """\
+            from zipline.api import history
+
+
+            def initialize(context):
+                context.bar_count = 1
+
+
+            def handle_data(context, data):
+                prices = history(context.bar_count, '1d', 'price')
+                context.test_case.assertEqual(len(prices), context.bar_count)
+                context.bar_count += {incr}
+            """
+        ).format(incr=incr)
+        start = pd.Timestamp('2007-04-05', tz='UTC')
+        end = pd.Timestamp('2007-04-10', tz='UTC')
+
+        sim_params = SimulationParameters(
+            period_start=start,
+            period_end=end,
+            capital_base=float("1.0e5"),
+            data_frequency='minute',
+            emission_rate='daily'
+        )
+
+        test_algo = TradingAlgorithm(
+            script=algo_text,
+            data_frequency='minute',
+            sim_params=sim_params
+        )
+        test_algo.test_case = self
+
+        source = RandomWalkSource(start=start, end=end)
+
+        self.assertIsNone(test_algo.history_container)
+        test_algo.run(source)
+
+    @parameterized.expand([
+        (1,),
+        (2,),
+    ])
+    def test_history_grow_length_intra_bar(self, incr):
+        """
+        Tests growing the length of a digest panel with different date_buf
+        deltas in a single bar.
+        """
+        algo_text = dedent(
+            """\
+            from zipline.api import history
+
+
+            def initialize(context):
+                context.bar_count = 1
+
+
+            def handle_data(context, data):
+                prices = history(context.bar_count, '1d', 'price')
+                context.test_case.assertEqual(len(prices), context.bar_count)
+                context.bar_count += {incr}
+                prices = history(context.bar_count, '1d', 'price')
+                context.test_case.assertEqual(len(prices), context.bar_count)
+            """
+        ).format(incr=incr)
+        start = pd.Timestamp('2007-04-05', tz='UTC')
+        end = pd.Timestamp('2007-04-10', tz='UTC')
+
+        sim_params = SimulationParameters(
+            period_start=start,
+            period_end=end,
+            capital_base=float("1.0e5"),
+            data_frequency='minute',
+            emission_rate='daily'
+        )
+
+        test_algo = TradingAlgorithm(
+            script=algo_text,
+            data_frequency='minute',
+            sim_params=sim_params
+        )
+        test_algo.test_case = self
+
+        source = RandomWalkSource(start=start, end=end)
+
+        self.assertIsNone(test_algo.history_container)
+        test_algo.run(source)
+
 
 class TestHistoryContainerResize(TestCase):
     @parameterized.expand(