BUG: Fixes BcolzMinuteBarMetadata to read the version correctly (#1425)

We were mistakenly using the minute_per_day field.

We now expose from the metadata object the version from which the
metadata was read. This allows a new test that verifies the version is
read correctly.
This commit is contained in:
Andrew Daniels
2016-08-22 17:45:07 -04:00
committed by GitHub
parent 7f575c5b0c
commit a8f2b704a2
2 changed files with 13 additions and 2 deletions
+8
View File
@@ -36,6 +36,7 @@ from pandas import (
)
from zipline.data.minute_bars import (
BcolzMinuteBarMetadata,
BcolzMinuteBarWriter,
BcolzMinuteBarReader,
BcolzMinuteOverlappingData,
@@ -88,6 +89,13 @@ class BcolzMinuteBarTestCase(WithTradingCalendars,
)
self.reader = BcolzMinuteBarReader(self.dest)
def test_version(self):
metadata = self.reader._get_metadata()
self.assertEquals(
metadata.version,
BcolzMinuteBarMetadata.FORMAT_VERSION,
)
def test_write_one_ohlcv(self):
minute = self.market_opens[self.test_calendar_start]
sid = 1