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ENH: Improve TradingAlgorithm.run daily or minute data freq assumption

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Changing TradingAlgorithm.run not to assume minute data if data freq is
specified as daily and sim params aren't allowed to be overwritten.
This commit is contained in:
Nathan Wolfe
2016-07-29 17:11:51 -04:00
parent 96dc1c3721
commit 19d493707f
1 changed files with 3 additions and 1 deletions
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zipline/algorithm.py
+3 -1
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@@ -639,7 +639,9 @@ class TradingAlgorithm(object):
# Assume data is daily if timestamp times are
# standardized, otherwise assume minute bars.
times = copy_panel.major_axis.time
if np.all(times == times[0]):
if (np.all(times == times[0]) or
(self.sim_params.data_frequency == 'daily'
and not overwrite_sim_params)):
equity_daily_reader = PanelDailyBarReader(
self.trading_calendar.all_sessions,
copy_panel,