BUG: Do not loop-back when count is greater than historical dates #125
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Made sure that `end_idx` in `sessions_window` method is always positive so that it does not loop-back when indexing on all_sessions when the count/lookback period is greater than the length of total historical dates. More details in quantopian#124.
leonarduschen
approved these changes
Sep 2, 2020
There was a problem hiding this comment.
Isn't this good to go?
Adding end_idx = max(0, end_idx) for handling cases where count << 0 is consitent with how the function handles cases where count >> 0 (i.e. just return the slice that satisfy the requirement and ignore the excess counts).
If we'd like to raise ValueError instead as @gerrymanoim suggested on #124 then IMO it'd have to be implemented both ways. More specifically, when end_idx < 0 and when end_idx > len(self.schedule). Let me know if this is the preferred behavior, I can create some new tests then make a separate PR for that :)
gerrymanoim
changed the title
gerrymanoim
approved these changes
Sep 2, 2020
|
Closes #124 |
sercant
pushed a commit
to AlpacaTechJP/trading_calendars
that referenced
this pull request
Jan 17, 2022
XKRX: add krx holidays in 2022 and 2021 temporary holidays
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Made sure that
end_idxinsessions_windowmethod is always positive so that it does not loop-back when indexing on all_sessions when the count/lookback period is greater than the length of total historical dates. More details in #124.