Scott Sanderson caee313012 ENH: Align daily/minute bar lookbacks by default. ...

When EQUITY_DAILY_BAR_SOURCE_FROM_MINUTE is set, use
EQUITY_MINUTE_BAR_LOOKBACK_DAYS as the default value for
EQUITY_DAILY_BAR_LOOKBACK_DAYS.

Without this, trying to run a minutely backtest in a test setting only
EQUITY_MINUTE_BAR_LOOKBACK_DAYS and EQUITY_DAILY_BAR_SOURCE_FROM_MINUTE
fails because the benchmark creation process makes a daily history call
for the entire period of the backtest, which then fails because the
equity daily bar calendar is shorter than the equity minute bar
calendar.

I can't imagine a circumstance in which you'd want the daily bar
calendar to be shorter than the minute bar calendar when you're sourcing
daily bars from minutes, so this change makes that the default behavior
unless it's explicitly overridden.

2017-01-30 13:28:00 -05:00

..

__init__.py

TST: Ensure batch_order_target_percent orders like order_target_percent

2016-12-20 19:27:28 -05:00

core.py

STY: Use def statements instead of lambda assignment. (#1639)

2017-01-06 13:39:07 -05:00

fixtures.py

ENH: Align daily/minute bar lookbacks by default.

2017-01-30 13:28:00 -05:00

predicates.py

STY: remove unused imports and method, clean up docs

2016-10-28 15:04:18 -04:00