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BUG: trying to mitigate a date adjustment issue which occurs sometimes sometimes in live trading especially with Bitrrex at certain frequencies.

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Frederic Fortier
2017-12-12 13:34:18 -05:00
parent 021e1fd8c8
commit f2e4637f29
9 changed files with 112 additions and 52 deletions
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catalyst/exchange/exchange_errors.py
+6
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@@ -263,3 +263,9 @@ class NotEnoughCapitalError(ZiplineError):
'exchange should contain at least as much {base_currency} '
'as the specified `capital_base`. The current balance {balance} is '
'lower than the `capital_base`: {capital_base}').strip()
class LastCandleTooEarlyError(ZiplineError):
msg = (
'The trade date of the last candle {last_traded} is before the '
'specified end date minus one candle {end_dt}. Please verify how '
'{exchange} calculates the start date of OHLCV candles.').strip()