ENH: teach BarData about current session's minutes

2026-09-10 11:50:32 +08:00 · 2017-03-15 13:40:33 -04:00
parent c8e58f3362
commit ea1fb05676
2 changed files with 18 additions and 0 deletions
@@ -234,6 +234,18 @@ class TestMinuteBarData(WithCreateBarData,
                bar_data.current_session
            )

+    def test_current_session_minutes(self):
+        first_day_minutes = self.trading_calendar.minutes_for_session(
+            self.equity_minute_bar_days[0]
+        )
+
+        for minute in first_day_minutes:
+            bar_data = self.create_bardata(lambda: minute)
+            np.testing.assert_array_equal(
+                first_day_minutes,
+                bar_data.current_session_minutes
+            )
+
    def test_minute_before_assets_trading(self):
        # grab minutes that include the day before the asset start
        minutes = self.trading_calendar.minutes_for_session(