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Merge pull request #1552 from quantopian/fix-session-last-traded

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BUG: Fix session from minute reader's last traded.
This commit is contained in:
Eddie Hebert
2016-10-24 14:21:15 -04:00
committed by GitHub
parent 55a2f33052 fccbae25ed
commit fe90cd3177
2 changed files with 3 additions and 4 deletions
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tests/data/test_resample.py
+1 -3
View File
@@ -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)
)
zipline/data/resample.py
+2 -1
View File
@@ -562,7 +562,8 @@ class MinuteResampleSessionBarReader(SessionBarReader):
return self._minute_bar_reader.first_trading_day
def get_last_traded_dt(self, asset, dt):
return self._minute_bar_reader.get_last_traded_dt(asset, dt)
return self.trading_calendar.minute_to_session_label(
self._minute_bar_reader.get_last_traded_dt(asset, dt))
class ReindexBarReader(with_metaclass(ABCMeta)):