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BUG: Fix session from minute reader's last traded.

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The last traded dt provided from the session bar reader which resamples
from minutes should provide a dt that is a session label, not one that
is at the minute frequency.
This commit is contained in:
Eddie Hebert
2016-10-24 13:58:58 -04:00
parent 55a2f33052
commit fccbae25ed
2 changed files with 3 additions and 4 deletions
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tests/data/test_resample.py
+1 -3
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@@ -604,9 +604,7 @@ class TestResampleSessionBars(WithBcolzFutureMinuteBarReader,
)
self.assertEqual(
self.trading_calendar.open_and_close_for_session(
self.trading_calendar.previous_session_label(self.END_DATE)
)[1],
self.trading_calendar.previous_session_label(self.END_DATE),
self.session_bar_reader.get_last_traded_dt(future, self.END_DATE)
)