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catalyst/zipline
Andrew DanielsandGitHub 4174a090d0 BUG: Ensure minute OHLC values can safely be converted to uint32 (#1598)
Otherwise, we either raise an exception or filter out all unsafe values.
This addresses an issue where the BcolzMinuteBarWriter would scale up
values to convert to uint32, but the resulting values were too large,
and would be mangled.

Based on the approach we take in the BcolzDailyBarWriter.
2016-11-22 14:11:43 -05:00
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