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Fix DataPortal correctness bugs #324

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Fix DataPortal correctness bugs #324

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5 changes: 4 additions & 1 deletion docs/source/whatsnew/skeleton.txt
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Original file line number Diff line number Diff line change
Expand Up @@ -31,7 +31,10 @@ None
Bug Fixes
~~~~~~~~~

None
- Fix ``DataPortal._first_trading_minute`` set to ``(None, None)`` tuple instead
of ``None`` when no first trading day is configured (:issue:`xxx`).
- Fix ``DataPortal._get_daily_spot_value`` passing ``"minute"`` instead of
``"daily"`` as data frequency to ``get_adjusted_value`` (:issue:`xxx`).

Performance
~~~~~~~~~~~
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4 changes: 2 additions & 2 deletions src/zipline/data/data_portal.py
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Original file line number Diff line number Diff line change
Expand Up @@ -273,7 +273,7 @@ def __init__(
self._first_trading_minute = (
self.trading_calendar.session_first_minute(self._first_trading_day)
if self._first_trading_day is not None
else (None, None)
else None
)

# Store the locs of the first day and first minute
Expand Down Expand Up @@ -734,7 +734,7 @@ def _get_daily_spot_value(self, asset, column, dt):
else:
# adjust if needed
return self.get_adjusted_value(
asset, column, found_dt, dt, "minute", spot_value=value
asset, column, found_dt, dt, "daily", spot_value=value
)
else:
found_dt -= self.trading_calendar.day
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