Merge pull request #1740 from quantopian/guarantee-can-trade-order

BUG: Return from can_trade in same order as input.
This commit is contained in:
Scott Sanderson
2017-04-04 18:39:53 -04:00
committed by GitHub
+4 -3
View File
@@ -480,12 +480,13 @@ cdef class BarData:
assets, dt, adjusted_dt, data_portal
)
else:
return pd.Series(data={
asset: self._can_trade_for_asset(
tradeable = [
self._can_trade_for_asset(
asset, dt, adjusted_dt, data_portal
)
for asset in assets
})
]
return pd.Series(data=tradeable, index=assets, dtype=bool)
cdef bool _can_trade_for_asset(self, asset, dt, adjusted_dt, data_portal):
cdef object session_label