Merge 643bf40 into 7a6b14b

quantopian · May 2, 2018 · a5d2765 · a5d2765
2 parents 7a6b14b + 643bf40
commit a5d2765
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diff --git a/tests/test_history.py b/tests/test_history.py
@@ -642,6 +642,23 @@ def handle_data(context, data):
         with self.assertRaises(HistoryInInitialize):
             test_algo.initialize()
 
+    def test_negative_bar_count(self):
+        """
+        Negative bar counts leak future information.
+        """
+        with self.assertRaisesRegexp(
+                ValueError,
+                "bar_count must be >= 1, but got -1"
+        ):
+            self.data_portal.get_history_window(
+                [self.ASSET1],
+                pd.Timestamp('2015-01-07 14:35', tz='UTC'),
+                -1,
+                '1d',
+                'close',
+                'minute',
+            )
+
     def test_daily_splits_and_mergers(self):
         # self.SPLIT_ASSET and self.MERGER_ASSET had splits/mergers
         # on 1/6 and 1/7

diff --git a/zipline/data/data_portal.py b/zipline/data/data_portal.py
@@ -951,6 +951,11 @@ def get_history_window(self,
         if field not in OHLCVP_FIELDS and field != 'sid':
             raise ValueError("Invalid field: {0}".format(field))
 
+        if bar_count < 1:
+            raise ValueError(
+                "bar_count must be >= 1, but got {}".format(bar_count)
+            )
+
         if frequency == "1d":
             if field == "price":
                 df = self._get_history_daily_window(assets, end_dt, bar_count,