From e5f7c63ebde70ce7a3e91fa5168834b41f1a4add Mon Sep 17 00:00:00 2001 From: fredfortier Date: Wed, 18 Oct 2017 20:43:26 -0400 Subject: [PATCH] Fixed an issue with minute bundles --- catalyst/exchange/exchange_bcolz.py | 5 ++++- 1 file changed, 4 insertions(+), 1 deletion(-) diff --git a/catalyst/exchange/exchange_bcolz.py b/catalyst/exchange/exchange_bcolz.py index e85e0c4c..cfd323f6 100644 --- a/catalyst/exchange/exchange_bcolz.py +++ b/catalyst/exchange/exchange_bcolz.py @@ -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)