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BUG: Don't download benchmarks / treasury curves unnecessary

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Fix an off-by-one error which was causing us to download the benchmark
and treasury curves over and over again even when they weren't needed.
This commit is contained in:
Jonathan Kamens
2015-03-05 16:45:36 -05:00
parent aa585b1cf8
commit c46a3afa3c
1 changed files with 6 additions and 2 deletions
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zipline/data/loader.py
+6 -2
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@@ -180,7 +180,10 @@ Fetching data from Yahoo Finance.
# If more than 1 trading days has elapsed since the last day where
# we have data,then we need to update
if len(days_up_to_now) - last_bm_date_offset > 1:
# We're doing "> 2" rather than "> 1" because we're subtracting an array
# _length_ from an array _index_, and therefore even if we had data up to
# and including the current day, the difference would still be 1.
if len(days_up_to_now) - last_bm_date_offset > 2:
benchmark_returns = update_benchmarks(bm_symbol, last_bm_date)
if (
benchmark_returns.index.tz is None
@@ -221,7 +224,8 @@ Fetching data from {0}
# If more than 1 trading days has elapsed since the last day where
# we have data,then we need to update
if len(days_up_to_now) - last_tr_date_offset > 1:
# Comment above explains why this is "> 2".
if len(days_up_to_now) - last_tr_date_offset > 2:
treasury_curves = dump_treasury_curves(module, filename)
else:
treasury_curves = saved_curves.tz_localize('UTC')