Files
catalyst/tests
Eddie Hebert b450ab841f BUG: Apply latest adjustment for minute 1d
Fix behavior in minute mode history with frequency `1d`, where on the
day immediately following an adjustment action, the overnight adjustment
would not apply. (However the adjustment would be applied after a 1 day
lag.)

The root cause of the bug was that the history data for minute mode when
using `1d` stitches together a sliding window of the daily data for
previous  and the current minute. That daily data sliding window and
corresponding adjustments was being read as if the data was being viewed
from on the last day of the window; however in this case the data is
being viewed from the day after the window has completed. The difference
in view points requires the adjustments to popped and applied by the
adjusted array one index earlier. The fix uses the `extra_slot` value as
signifier on whether the data is being viewed on the following day and
then accordingly adjusts the index of the mulitpy object.

Also, change the split and merger test data ratios to have different values,
to ensure that different adjustment values are applied; as opposed to
doubling up on just one of the values.
2016-06-07 10:41:18 -04:00
..
2012-05-09 13:34:13 -04:00
2015-04-30 14:31:01 -04:00