Merge pull request #8 from quantopian/master_finance_merge

Partial fix for control flow bugs. ( See Jenkins )
This commit is contained in:
Stephen Diehl
2012-03-05 10:22:47 -08:00
+6 -3
View File
@@ -20,11 +20,14 @@ def create_trade_history(sid, prices, amounts, start_time, interval):
i = 0
trades = []
current = start_time.replace(tzinfo = pytz.utc)
while i < len(prices):
for price, amount in zip(prices, amounts):
if(risk.trading_calendar.is_trading_day(current)):
trades.append(create_trade(sid, prices[i], amounts[i], current))
trade = create_trade(sid, price, amount, current)
trades.append(trade)
current = current + interval
i += 1
else:
current = current + datetime.timedelta(days=1)