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fixes ingestion of 'minute,daily' parameter

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Victor Grau Serrat
2017-10-18 14:10:03 -06:00
parent 6486744c66
commit b69e78b27d
2 changed files with 4 additions and 3 deletions
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catalyst/__main__.py
+1 -1
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@@ -454,7 +454,7 @@ def live(ctx,
@click.option(
'-f',
'--data-frequency',
type=click.Choice({'daily', 'minute', 'daily,minute'}),
type=click.Choice({'daily', 'minute', 'daily,minute', 'minute,daily'}),
default='daily',
show_default=True,
help='The data frequency of the desired OHLCV bars.',
catalyst/exchange/exchange_bundle.py
+3 -2
View File
@@ -516,5 +516,6 @@ class ExchangeBundle:
assets = self.get_assets(include_symbols, exclude_symbols)
start_dt, end_dt = get_adj_dates(start, end, assets, data_frequency)
self.ingest_assets(assets, start_dt, end_dt, data_frequency,
show_progress)
for frequency in data_frequency.split(','):
self.ingest_assets(assets, start_dt, end_dt, frequency,
show_progress)