Bars data streaming bug fix.

petioptrv · Aug 21, 2020 · 74ef8a7 · 74ef8a7
1 parent 3712bab
commit 74ef8a7
Show file tree

Hide file tree

Showing 2 changed files with 5 additions and 2 deletions.
diff --git a/algotradepy/streamers/ib_streamer.py b/algotradepy/streamers/ib_streamer.py
@@ -86,8 +86,8 @@ def bars_update(
             for func_, kwargs_ in funcs_dict_.items():
                 func_(bar_s, **kwargs_)
 
-            while len(bars_) != 0:
-                bars_.pop()
+            while len(bars_) != 1:
+                bars_.pop(0)
 
         previously_requested = contract in self._bars_subscriptions
 

diff --git a/tests/streamers/test_ib_streamer.py b/tests/streamers/test_ib_streamer.py
@@ -64,10 +64,13 @@ def update(bar):
     assert latest is not None
     assert latest.name > datetime.now() - bar_size - timedelta(seconds=10)
 
+    prev = latest.copy()
+    latest = None
     streamer.sleep(bar_size.seconds)
 
     assert latest is not None
     assert latest.name > datetime.now() - bar_size
+    assert latest.name > prev.name
 
 
 def test_cancel_bars_data(streamer):