Commit Graph

3 Commits

Author SHA1 Message Date
Scott Sanderson 3395b33f1e BUG: Fix multiple bugs in PanelDailyBarReader.
- Return a value from `verify_all_indices_unique` so that `panel` isn't
  unconditionally `None` in `PanelDailyBarReader`.

- Fix a bug where we always set the volume of every asset to `1e9`.

- Add minimal suite of tests for get_spot_value, which catch both of the
  above.

NOTE: There are still several issues with `PanelDailyBarReader`.  The
docstring for `get_spot_value` claims that it will return -1 on days
where an asset didn't trade, which isn't the case.  It also claims that
it will raise `NoDataOnDate` when a request is made outside the panel
range, but it just raises a KeyError.  We also still have no coverage
for `load_raw_arrays`, so it's likely that there are more bugs lurking.
2016-05-06 10:59:14 -04:00
Scott Sanderson bd0f138081 TEST/MAINT: Refactor unique axis verification.
Break it into a standalone function that handles any pandas type.
2016-05-05 14:20:47 -04:00
Jean Bredeche 3f1b0f79f2 DEV: Ensure there are no duplicates in the data passed into TradingAlgorithm.run 2016-05-05 11:54:39 -04:00