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Fixed an issue with minute bundles

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fredfortier
2017-10-18 20:43:26 -04:00
parent 2e46323a9e
commit e5f7c63ebd
1 changed files with 4 additions and 1 deletions
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catalyst/exchange/exchange_bcolz.py
+4 -1
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@@ -54,7 +54,10 @@ class BcolzExchangeBarReader(BcolzMinuteBarReader):
start_idx = self._find_position_of_minute(start_dt)
end_idx = self._find_position_of_minute(end_dt)
periods = get_periods_range(start_dt, end_dt, self.data_frequency)
periods = self.calendar.minutes_in_range(start_dt, end_dt) \
if self.data_frequency == 'minute' \
else self.calendar.sessions_in_range(start_dt, end_dt)
num_days = len(periods)
shape = num_days, len(sids)