From 147242339da7663da2b7d9df219aa536e2bff852 Mon Sep 17 00:00:00 2001
From: Jamie Kirkpatrick <jkp@spotify.com>
Date: Thu, 2 Jan 2014 13:30:31 +0000
Subject: [PATCH] BUG: ensure perf stats are generated for all days

When running with minutely emissions the simulator would report to the
user that it simulated 'n - 1' days (where n is the number of days
specified in the simulation params).  Now the correct number of trading
days are reported as being simulated.
---
 tests/test_tradesimulation.py   | 28 ++++++++++++++++++++++++++++
 zipline/algorithm.py            |  5 ++++-
 zipline/gens/tradesimulation.py |  2 +-
 zipline/test_algorithms.py      |  3 +++
 4 files changed, 36 insertions(+), 2 deletions(-)
 create mode 100644 tests/test_tradesimulation.py

diff --git a/tests/test_tradesimulation.py b/tests/test_tradesimulation.py
new file mode 100644
index 00000000..24dcf006
--- /dev/null
+++ b/tests/test_tradesimulation.py
@@ -0,0 +1,28 @@
+#
+# Copyright 2014 Quantopian, Inc.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+from unittest import TestCase
+from zipline.test_algorithms import NoopAlgorithm
+from zipline.utils import factory
+
+
+class TestTradeSimulation(TestCase):
+
+    def test_minutely_emissions_generate_performance_stats_for_last_day(self):
+        params = factory.create_simulation_parameters(num_days=1)
+        params.emission_rate = 'minute'
+        algo = NoopAlgorithm()
+        algo.run(source=[], sim_params=params)
+        self.assertEqual(algo.perf_tracker.day_count, 1.0)
diff --git a/zipline/algorithm.py b/zipline/algorithm.py
index 14f27431..829d5f0b 100644
--- a/zipline/algorithm.py
+++ b/zipline/algorithm.py
@@ -59,6 +59,7 @@ DEFAULT_CAPITAL_BASE = float("1.0e5")
 
 
 class TradingAlgorithm(object):
+
     """
     Base class for trading algorithms. Inherit and overload
     initialize() and handle_data(data).
@@ -83,6 +84,7 @@ class TradingAlgorithm(object):
     stats = my_algo.run(data)
 
     """
+
     def __init__(self, *args, **kwargs):
         """Initialize sids and other state variables.
 
@@ -228,7 +230,8 @@ class TradingAlgorithm(object):
         """
         if self.benchmark_return_source is None:
             env = trading.environment
-            if self.data_frequency == 'minute':
+            if (self.data_frequency == 'minute'
+                    or sim_params.emission_rate == 'minute'):
                 update_time = lambda date: env.get_open_and_close(date)[1]
             else:
                 update_time = lambda date: date
diff --git a/zipline/gens/tradesimulation.py b/zipline/gens/tradesimulation.py
index 715ec468..c95b63de 100644
--- a/zipline/gens/tradesimulation.py
+++ b/zipline/gens/tradesimulation.py
@@ -188,7 +188,7 @@ class AlgorithmSimulator(object):
                             yield daily_rollup
                             tp = self.algo.perf_tracker.todays_performance
                             tp.rollover()
-                            if mkt_close < self.algo.perf_tracker.last_close:
+                            if mkt_close <= self.algo.perf_tracker.last_close:
                                 _, mkt_close = \
                                     trading.environment.next_open_and_close(
                                         mkt_close
diff --git a/zipline/test_algorithms.py b/zipline/test_algorithms.py
index 614476ea..00f62304 100644
--- a/zipline/test_algorithms.py
+++ b/zipline/test_algorithms.py
@@ -134,6 +134,9 @@ class NoopAlgorithm(TradingAlgorithm):
     def set_transact_setter(self, txn_sim_callable):
         pass
 
+    def handle_data(self, data):
+        pass
+
 
 class ExceptionAlgorithm(TradingAlgorithm):
     """