search

zipline-live / zipline

Zipline-Live, a Pythonic Algorithmic Trading Library
http://www.zipline-live.io/
Apache License 2.0
396 stars 65 forks source link

Fix history lookup in live #37

Closed tibkiss closed 7 years ago

tibkiss commented 7 years ago

This patch only changes the behavior in live trade. Without forcing the emission rate to minutely we'll rely on the underlying data bundle's emission rate (which is often not minutely). That is, with quandl we'll only be called twice a day (even though we have live data subscription).

Unfortunately it is not possible to change the emission rate from the command line atm.

bartosh commented 7 years ago

I'm ok with forcing emission rate, but it shouldn't be done implicitly from my point of view. My concern was about removed check for data frequency.

tibkiss commented 7 years ago

@bartosh : Added back the data freq check

coveralls commented 7 years ago

Coverage Status

Coverage increased (+0.006%) to 86.039% when pulling 4b1c86c95588af39fb6899515dec177a248be3e2 on fix/history_lookup_in_live into 3f651373e9ea2b0f657f8886be95a590b8987683 on master.

coveralls commented 7 years ago

Coverage Status

Coverage increased (+0.006%) to 86.039% when pulling 4b1c86c95588af39fb6899515dec177a248be3e2 on fix/history_lookup_in_live into 3f651373e9ea2b0f657f8886be95a590b8987683 on master.

coveralls commented 7 years ago

Coverage Status

Coverage decreased (-0.006%) to 86.028% when pulling c794e7d3fb804f68fb7670f668488fe0f75502c5 on fix/history_lookup_in_live into 3f651373e9ea2b0f657f8886be95a590b8987683 on master.

coveralls commented 7 years ago

Coverage Status

Coverage decreased (-0.006%) to 86.028% when pulling c794e7d3fb804f68fb7670f668488fe0f75502c5 on fix/history_lookup_in_live into 3f651373e9ea2b0f657f8886be95a590b8987683 on master.

tibkiss commented 7 years ago

Noticed that an old, already merged change sneaked into this PR. Closing this one and will post new one.