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].
This commit is contained in:
Joe Jevnik
2014-11-17 19:06:54 -05:00
parent 39eb80ef0c
commit 9e94193d4b
+1 -4
View File
@@ -230,7 +230,7 @@ class HistoryContainer(object):
# Dictionaries with Frequency objects as keys.
self.digest_panels, self.cur_window_starts, self.cur_window_closes = \
self.create_digest_panels(initial_sids, initial_dt, bar_data)
self.create_digest_panels(initial_sids, initial_dt)
# Helps prop up the prior day panel against having a nan, when the data
# has been seen.
@@ -537,7 +537,6 @@ class HistoryContainer(object):
def create_digest_panels(self,
initial_sids,
initial_dt,
bar_data,
env=None):
"""
Initialize a RollingPanel for each unique panel frequency being stored
@@ -564,8 +563,6 @@ class HistoryContainer(object):
continue
dt = initial_dt
if bar_data is not None:
dt = largest_spec.frequency.prev_bar(dt)
rp = self._create_digest_panel(
dt,