diff --git a/tests/data/test_minute_bars.py b/tests/data/test_minute_bars.py index e3c1a954..d99c0fc4 100644 --- a/tests/data/test_minute_bars.py +++ b/tests/data/test_minute_bars.py @@ -47,7 +47,10 @@ from zipline.data.minute_bars import ( from zipline.finance.trading import TradingEnvironment -TEST_CALENDAR_START = Timestamp('2015-06-01', tz='UTC') +# Calendar is set to cover several half days, to check a case where half +# days would be read out of order in cases of windows which spanned over +# multiple half days. +TEST_CALENDAR_START = Timestamp('2014-06-02', tz='UTC') TEST_CALENDAR_STOP = Timestamp('2015-12-31', tz='UTC') diff --git a/zipline/data/minute_bars.py b/zipline/data/minute_bars.py index 446b69c5..fbee5f4c 100644 --- a/zipline/data/minute_bars.py +++ b/zipline/data/minute_bars.py @@ -695,7 +695,7 @@ class BcolzMinuteBarReader(object): intervals = itree[start_idx:end_idx] for interval in intervals: ranges.append(interval.data) - return ranges + return sorted(ranges) else: return None