diff --git a/catalyst/exchange/bundle_utils.py b/catalyst/exchange/bundle_utils.py index 8689a8d0..2dd7da07 100644 --- a/catalyst/exchange/bundle_utils.py +++ b/catalyst/exchange/bundle_utils.py @@ -92,7 +92,7 @@ def get_periods(start_dt, end_dt, data_frequency): def get_start_dt(end_dt, bar_count, data_frequency): - periods = bar_count - 1 + periods = bar_count if periods > 1: delta = get_delta(periods, data_frequency) start_dt = end_dt - delta