BLD: fix bundles last partial candle for minute mode - as reported in issue #266

catalyst/exchange/exchange_data_portal.py

@@ -1,4 +1,5 @@
 import abc
+import datetime
 
 import numpy as np
 import pandas as pd
@@ -300,20 +301,34 @@ class DataPortalExchangeBacktest(DataPortalExchangeBase):
         )
         adj_bar_count = candle_size * bar_count
 
-        if data_frequency == 'minute' and adj_data_frequency == 'daily':
-            end_dt = end_dt.floor('1D')
+        if data_frequency == "minute":
+            # for minute frequency always request data until the
+            # current minute (do not include the current minute)
+            last_dt_for_series = end_dt - datetime.timedelta(minutes=1)
+
+            # read the minute bundles for daily frequency to
+            # support last partial candle
+            # TODO: optimize this by applying this logic only for the last day
+            if adj_data_frequency == 'daily':
+                adj_data_frequency = 'minute'
+                adj_bar_count = adj_bar_count * 1440
+
+        else:  # data_frequency == "daily":
+            last_dt_for_series = end_dt
 
         series = bundle.get_history_window_series_and_load(
             assets=assets,
-            end_dt=end_dt,
+            end_dt=last_dt_for_series,
             bar_count=adj_bar_count,
             field=field,
             data_frequency=adj_data_frequency,
             algo_end_dt=self._last_available_session,
         )
 
-        start_dt = get_start_dt(end_dt, adj_bar_count, adj_data_frequency)
+        start_dt = get_start_dt(last_dt_for_series, adj_bar_count,
+                                adj_data_frequency, False)
         df = resample_history_df(pd.DataFrame(series), freq, field, start_dt)
+
         return df
 
     def get_exchange_spot_value(self,