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Ran 04 May 2017 01:06AM UTC

Files 171

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Committed 04 May 2017 12:49AM UTC coverage: 87.66% (+0.004%) from 87.656%

Job # NUMPY_VERSION=1.11.1 SCIPY_VERSION=0.17.1

Build Type

push

travis-ci

Committed by

web-flow

Commit Message

MAINT: Handle gaps in input to daily bars writer (#1778)

Previously, a dataframe passed into BcolzDailyBarWriter.write that was
missing an expected session between its first and last sessions would be
written incorrectly. Upon converting the dataframe to a ctable, the
values for all days following the gap would be shifted backwards, and
nans would be shifted in at the end.

This commit handles the issue by asserting that the number of rows in
the input table matches the number of sessions in the calendar between
the table's first and last sessions.

Also fixes a test that was mistakenly using minutes_in_range where it
should have been using sessions_in_range (uncovered by this change).

Run Details

13149 of 15000 relevant lines covered (87.66%)

0.88 hits per line

quantopian / zipline / 8513 / 1
88%
master: 88%

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quantopian / zipline / 8513 / 1 88% master: 88%

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Source Files on job 8513.1 (NUMPY_VERSION=1.11.1 SCIPY_VERSION=0.17.1)

quantopian / zipline / 8513 / 1
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master: 88%

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