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Making some adjustments to the ingestion method after discussion with Victor

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fredfortier
2017-10-12 14:06:47 -04:00
parent 1a87d5a0c0
commit e1c2f40ab9
7 changed files with 64 additions and 43 deletions
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tests/exchange/test_bundle.py
+2 -2
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@@ -14,8 +14,8 @@ class ExchangeBundleTestCase:
exchange_name = 'bitfinex'
# start = pd.to_datetime('2017-09-01', utc=True)
end = pd.Timestamp.utcnow() - timedelta(minutes=5)
start = end - timedelta(minutes=30)
start = pd.to_datetime('2017-10-01', utc=True)
end = pd.to_datetime('2017-10-06', utc=True)
exchange_bundle = ExchangeBundle(get_exchange(exchange_name))