From 19d493707f19d1c6684788d7aeac8cde92a29a3a Mon Sep 17 00:00:00 2001 From: Nathan Wolfe Date: Tue, 28 Jun 2016 13:31:50 -0400 Subject: [PATCH] ENH: Improve TradingAlgorithm.run daily or minute data freq assumption Changing TradingAlgorithm.run not to assume minute data if data freq is specified as daily and sim params aren't allowed to be overwritten. --- zipline/algorithm.py | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/zipline/algorithm.py b/zipline/algorithm.py index 66468e11..60ff5621 100644 --- a/zipline/algorithm.py +++ b/zipline/algorithm.py @@ -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,