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adding updates from master

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This commit is contained in:
warren-oneill
2015-03-23 12:19:10 +01:00
committed by jfkirk
parent 6432631981
commit aa872afdf4
1 changed files with 10 additions and 12 deletions
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zipline/data/loader.py
+10 -12
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@@ -176,21 +176,18 @@ Fetching data from Yahoo Finance.
# If more than 1 trading days has elapsed since the last day where
# we have data,then we need to update
if len(days_up_to_now) - last_bm_date_offset > 1:
# We're doing "> 2" rather than "> 1" because we're subtracting an array
# _length_ from an array _index_, and therefore even if we had data up to
# and including the current day, the difference would still be 1.
if len(days_up_to_now) - last_bm_date_offset > 2:
benchmark_returns = update_benchmarks(bm_symbol, last_bm_date)
if (
benchmark_returns.index.tz is None
or
benchmark_returns.index.tz.zone != 'UTC'
):
if benchmark_returns.index.tz is None or \
benchmark_returns.index.tz.zone != 'UTC':
benchmark_returns = benchmark_returns.tz_localize('UTC')
else:
benchmark_returns = saved_benchmarks
if (
benchmark_returns.index.tz is None
or
benchmark_returns.index.tz.zone != 'UTC'
):
if benchmark_returns.index.tz is None or\
benchmark_returns.index.tz.zone != 'UTC':
benchmark_returns = benchmark_returns.tz_localize('UTC')
# Get treasury curve module, filename & source from mapping.
@@ -217,7 +214,8 @@ Fetching data from {0}
# If more than 1 trading days has elapsed since the last day where
# we have data,then we need to update
if len(days_up_to_now) - last_tr_date_offset > 1:
# Comment above explains why this is "> 2".
if len(days_up_to_now) - last_tr_date_offset > 2:
treasury_curves = dump_treasury_curves(module, filename)
else:
treasury_curves = saved_curves.tz_localize('UTC')