MAINT: Pass data_frequency to get_history_window

This allows us to remove the check for whether the provided dt had a
time of midnight, which was a flimsy way to infer if the data frequency
was 'daily'. Besides the explicit check being preferable, this method
was broken on the futures calendar, since midnight is a valid market
minute.
This commit is contained in:
Andrew Daniels
2017-05-09 09:34:39 -04:00
parent 423a76730c
commit d155d894fe
9 changed files with 176 additions and 86 deletions
+2
View File
@@ -2160,6 +2160,7 @@ class TradingAlgorithm(object):
bar_count,
frequency,
field,
self.data_frequency,
ffill,
)
else:
@@ -2176,6 +2177,7 @@ class TradingAlgorithm(object):
bar_count,
frequency,
field,
self.data_frequency,
ffill,
)