Pandas Error on small Timeframes

[avolution]

Hey guys,

I found a problem by running backtests with small timeframes

For example:
2017-12-01 10:00:00 to 2017-12-01 15:00:00

Here is the run_algorithm call:

run_algorithm(
exchange_name='bitfinex',
capital_base=10000,
data_frequency='minute',
initialize=initialize,
handle_data=handle_data,
analyze=analyze,
algo_namespace=NAMESPACE,
base_currency='usd',
start = pd.to_datetime('2017-12-01 10:00:00', utc=True),
end = pd.to_datetime('2017-12-01 15:00:00', utc=True),
output=out
)

Catalyst version 0.5.3

This error will occur:

File "../catalyst/lib/python3.6/site-packages/catalyst/utils/run_algo.py", line 549, in run_algorithm
stats_output=stats_output
File "../catalyst/lib/python3.6/site-packages/catalyst/utils/run_algo.py", line 269, in _run
last_available_session=end
File ".../catalyst/lib/python3.6/site-packages/catalyst/exchange/exchange_data_portal.py", line 250, in init
super(DataPortalExchangeBacktest, self).init(*args, **kwargs)
File ".../catalyst/lib/python3.6/site-packages/catalyst/exchange/exchange_data_portal.py", line 28, in init
super(DataPortalExchangeBase, self).init(*args, **kwargs)
File ".../catalyst/lib/python3.6/site-packages/catalyst/data/data_portal.py", line 301, in init
if self._first_trading_day is not None else (None, None)
File ".../catalyst/lib/python3.6/site-packages/catalyst/utils/calendars/trading_calendar.py", line 647, in open_and_close_for_session
sched.at[session_label, 'market_open'].tz_localize('UTC'),
File ".../catalyst/lib/python3.6/site-packages/pandas/core/indexing.py", line 1665, in getitem
return self.obj.get_value(*key, takeable=self._takeable)
File ".../catalyst/lib/python3.6/site-packages/pandas/core/frame.py", line 1900, in get_value
return engine.get_value(series.get_values(), index)
File "pandas/index.pyx", line 98, in pandas.index.IndexEngine.get_value (pandas/index.c:3557)
File "pandas/index.pyx", line 106, in pandas.index.IndexEngine.get_value (pandas/index.c:3240)
File "pandas/index.pyx", line 583, in pandas.index.DatetimeEngine.get_loc (pandas/index.c:11566)
KeyError: Timestamp('2017-12-01 10:00:00+0000', tz='UTC')

---

The timeframe setting 2017-12-01 00:00:00 to 2017-12-01 23:59:00 for example is working without any problems.

Would be nice to be able to backtest on that smaller frames to test algos on special market situations.

[AvishaiW]

I think this error is identical to #268

[lenak25]

@avolution we are closing this as this issue is already discussed on another thread, like @AvishaiW mentioned.
Please feel free to add more information to issue #268 or reopen this if you feel otherwise.