From b69e78b27dc379ffd4585d28c7453d3f9f5613f2 Mon Sep 17 00:00:00 2001 From: Victor Grau Serrat Date: Wed, 18 Oct 2017 14:10:03 -0600 Subject: [PATCH] fixes ingestion of 'minute,daily' parameter --- catalyst/__main__.py | 2 +- catalyst/exchange/exchange_bundle.py | 5 +++-- 2 files changed, 4 insertions(+), 3 deletions(-) diff --git a/catalyst/__main__.py b/catalyst/__main__.py index d3ca57c8..4c48b7e0 100644 --- a/catalyst/__main__.py +++ b/catalyst/__main__.py @@ -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.', diff --git a/catalyst/exchange/exchange_bundle.py b/catalyst/exchange/exchange_bundle.py index 561a5b3a..1c5f37f5 100644 --- a/catalyst/exchange/exchange_bundle.py +++ b/catalyst/exchange/exchange_bundle.py @@ -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)