def test_overnight_adjustments(self):
        # verify there is a split for SPLIT_ASSET
        splits = self.adjustment_reader.get_adjustments_for_sid(
            "splits",
            self.SPLIT_ASSET.sid
        )

        self.assertEqual(1, len(splits))
        split = splits[0]
        self.assertEqual(
            split[0],
            pd.Timestamp("2016-01-06", tz='UTC')
        )

        # Current day is 1/06/16
        day = self.bcolz_daily_bar_days[1]
        eight_fortyfive_am_eastern = \
            pd.Timestamp("{0}-{1}-{2} 8:45".format(
                day.year, day.month, day.day),
                tz='US/Eastern'
            )

        bar_data = BarData(self.data_portal,
                           lambda: eight_fortyfive_am_eastern,
                           "minute")

        expected = {
            'open': 391 / 2.0,
            'high': 392 / 2.0,
            'low': 2.0 / 389,
            'close': 390 / 2.0,
            'volume': 39000 * 2.0,
            'price': 390 / 2.0,
        }

        with handle_non_market_minutes(bar_data):
            for field in OHLCP + ['volume']:
                value = bar_data.current(self.SPLIT_ASSET, field)

                # Assert the price is adjusted for the overnight split
                self.assertEqual(value, expected[field])
dataset/ETHPy150Open quantopian/zipline/tests/test_bar_data.py/TestMinuteBarData.test_overnight_adjustments/swapped operands of `/`