BUG: When increasing the length dynamically, the rolling panel was

getting filled with the wrong datetimes and causing errors.

Updates the logic for addressing missing datetimes and adds unit tests
for the 2 main cases (no missing datetimes, and some missing datetimes).

tests/test_history.py

@@ -935,6 +935,59 @@ def handle_data(context, data):
             ' HistorySpec',
         )
 
+    @parameterized.expand([
+        ('zero', 1),
+        ('non-zero', 2),
+    ])
+    def test_history_grow_length_date_buf_delta(self, name, incr):
+        """
+        Tests growing the length of a digest panel with different date_buf
+        deltas.
+
+        When incr=1, you will not be missing any dates, so there is nothing to
+        fill in and the date_buf delta is zero.
+
+        Anything greater that 0 will peek back in time and need to be filled
+        in.
+        """
+        algo_text = dedent(
+            """\
+            from zipline.api import history
+
+
+            def initialize(context):
+                context.bar_count = 1
+
+
+            def handle_data(context, data):
+                prices = history(context.bar_count, '1d', 'price')
+                context.test_case.assertEqual(len(prices), context.bar_count)
+                context.bar_count += {incr}
+            """
+        ).format(incr=incr)
+        start = pd.Timestamp('2007-04-05', tz='UTC')
+        end = pd.Timestamp('2007-04-10', tz='UTC')
+
+        sim_params = SimulationParameters(
+            period_start=start,
+            period_end=end,
+            capital_base=float("1.0e5"),
+            data_frequency='minute',
+            emission_rate='daily'
+        )
+
+        test_algo = TradingAlgorithm(
+            script=algo_text,
+            data_frequency='minute',
+            sim_params=sim_params
+        )
+        test_algo.test_case = self
+
+        source = RandomWalkSource(start=start, end=end)
+
+        self.assertIsNone(test_algo.history_container)
+        test_algo.run(source)
+
 
 class TestHistoryContainerResize(TestCase):
     @parameterized.expand(

zipline/history/history_container.py

@@ -394,15 +394,19 @@ def _resize_panel(self, panel, size, dt, freq, env=None):
         old_cap = panel.cap
         panel.resize(size)
 
-        delta = (old_cap - oldest_idx) - panel._oldest_frame_idx
+        # The number of days that we need to fill in.
+        delta = abs(oldest_idx - panel._oldest_frame_idx)
+        if not delta:
+            # We do not need to fill in any dates, jump out now.
+            return
 
-        # Backfill the missing dates of the new current window.
+        # Construct the missing dates.
         missing_dts = self._create_window_date_buf(
             delta, freq.unit_str, freq.data_frequency, oldest_dt,
         )
 
-        # Fill the dates in between the new oldest index and adjusted oldest
-        # index.
+        # Fill the dates in between the new oldest index and adjusted
+        # oldest index.
         where = slice(panel._oldest_frame_idx, -(old_cap - oldest_idx))
         panel.date_buf[where] = missing_dts