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BUG: Off by one error in runtime construction of digest panel
When a history minute digest panel was constructed at runtime, there would be 1 minute missing between the current minute at iloc[-1] and the next prior minute at iloc[-2].
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@@ -230,7 +230,7 @@ class HistoryContainer(object):
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# Dictionaries with Frequency objects as keys.
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self.digest_panels, self.cur_window_starts, self.cur_window_closes = \
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self.create_digest_panels(initial_sids, initial_dt, bar_data)
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self.create_digest_panels(initial_sids, initial_dt)
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# Helps prop up the prior day panel against having a nan, when the data
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# has been seen.
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@@ -537,7 +537,6 @@ class HistoryContainer(object):
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def create_digest_panels(self,
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initial_sids,
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initial_dt,
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bar_data,
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env=None):
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"""
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Initialize a RollingPanel for each unique panel frequency being stored
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@@ -564,8 +563,6 @@ class HistoryContainer(object):
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continue
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dt = initial_dt
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if bar_data is not None:
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dt = largest_spec.frequency.prev_bar(dt)
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rp = self._create_digest_panel(
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dt,
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