Eddie Hebert 0a3a2f3653 BUG: Ensure matched input length to minute writer. ...

When the dts and length of cols are mismatched the writer behaves in
unintended ways. e.g. in a case where a consumer passed dts which had
minutes with no trades removed, but regular (market minute for day)
sized arrays for the data with `0`'s on minutes without trades, the non
trade minutes from cols are written to slots in the output where a trade
is intended.

Protect against this misuse by checking that all lengths are equal when
using the `write_cols` method.

Make a separate `_write_cols` method for use by both `write_cols` and
`write`, since the `write` method which takes a DataFrame has the
matched input length enforced by the DataFrame.

2016-04-07 13:53:59 -04:00

..

__init__.py

MAINT: Move equity data formats out of loader.

2015-10-09 17:20:19 -04:00

test_minute_bars.py

BUG: Ensure matched input length to minute writer.

2016-04-07 13:53:59 -04:00

test_us_equity_pricing.py

TST: move test_utils and adds test fixture classes

2016-03-10 15:39:52 -05:00