Bug fixes

catalyst/exchange/bundle_utils.py

@@ -7,6 +7,7 @@ import pandas as pd
 import pytz
 
 from catalyst.data.bundles import from_bundle_ingest_dirname
+from catalyst.exchange.exchange_errors import ApiCandlesError
 from catalyst.utils.deprecate import deprecated
 from catalyst.utils.paths import data_path
 
@@ -96,7 +97,7 @@ def get_history(exchange_name, data_frequency, symbol, start=None, end=None):
     data = response.json()
 
     if 'error' in data:
-        raise ValueError(data['error'])
+        raise ApiCandlesError(error=data['error'])
 
     for candle in data:
         last_traded = pd.Timestamp.utcfromtimestamp(candle['ts'])

catalyst/exchange/exchange.py

@@ -489,7 +489,7 @@ class Exchange:
             candles = bundle_utils.get_history(
                 exchange_name=self.name,
                 data_frequency=data_frequency,
-                symbol=asset.exchange_symbol,  # TODO: use Catalyst symbol
+                symbol=asset.symbol,  # TODO: use Catalyst symbol
                 start=catalyst_start,
                 end=catalyst_end
             )

catalyst/exchange/exchange_bundle.py

@@ -131,18 +131,14 @@ class ExchangeBundle:
                 write_metadata = False
                 if start_dt < metadata.start_session:
                     write_metadata = True
-                    start_session = start_dt.floor('1d')
+                    start_session = start_dt
                 else:
                     start_session = metadata.start_session
 
                 if end_dt > metadata.end_session:
                     write_metadata = True
 
-                    # TODO: workaround, improve the calendar logic?
-                    if end_dt == start_dt:
-                        end_dt += timedelta(days=1)
-
-                    end_session = end_dt.floor('1d')
+                    end_session = end_dt
                 else:
                     end_session = metadata.end_session
 

catalyst/exchange/exchange_errors.py

@@ -167,3 +167,7 @@ class PricingDataNotLoadedError(ZiplineError):
            'Please ingest data using the command '
            '`catalyst ingest -b exchange_{exchange}`. '
            'See catalyst documentation for details.').strip()
+
+
+class ApiCandlesError(ZiplineError):
+    msg = ('Unable to fetch candles from the remote API: {error}.').strip()

tests/exchange/test_bundle.py

@@ -1,3 +1,4 @@
+from datetime import timedelta
 from logging import Logger
 
 import pandas as pd
@@ -12,8 +13,9 @@ class ExchangeBundleTestCase:
     def test_ingest_minute(self):
         exchange_name = 'bitfinex'
 
-        start = pd.to_datetime('2017-09-01', utc=True)
-        end = pd.Timestamp.utcnow()
+        # start = pd.to_datetime('2017-09-01', utc=True)
+        end = pd.Timestamp.utcnow() - timedelta(minutes=5)
+        start = end - timedelta(minutes=30)
 
         exchange_bundle = ExchangeBundle(get_exchange(exchange_name))