BUG: Need to set simulation_dt in before_trading_start

so that log lines in b_t_s have the proper dt.

tests/test_tradesimulation.py

@@ -21,8 +21,14 @@ from nose_parameterized import parameterized
 from six.moves import range
 from unittest import TestCase
 from zipline import TradingAlgorithm
+from zipline.gens.sim_engine import BEFORE_TRADING_START_BAR
+
+from zipline.finance.performance import PerformanceTracker
+from zipline.gens.tradesimulation import AlgorithmSimulator
 from zipline.sources.benchmark_source import BenchmarkSource
 from zipline.test_algorithms import NoopAlgorithm
+from zipline.testing.fixtures import WithSimParams, ZiplineTestCase, \
+    WithDataPortal
 from zipline.utils import factory
 from zipline.testing.core import FakeDataPortal
 from zipline.utils.calendars.trading_calendar import days_at_time
@@ -93,3 +99,48 @@ class TestTradeSimulation(TestCase):
                 ),
                 "Expected %s but was %s." % (params.sessions,
                                              algo.before_trading_at))
+
+
+class BeforeTradingStartsOnlyClock(object):
+    def __init__(self, bts_minute):
+        self.bts_minute = bts_minute
+
+    def __iter__(self):
+        yield self.bts_minute, BEFORE_TRADING_START_BAR
+
+
+class TestBeforeTradingStartSimulationDt(WithSimParams,
+                                         WithDataPortal,
+                                         ZiplineTestCase):
+
+    def test_bts_simulation_dt(self):
+        code = """
+def initialize(context):
+    pass
+"""
+        algo = TradingAlgorithm(script=code,
+                                sim_params=self.sim_params,
+                                env=self.env)
+
+        algo.perf_tracker = PerformanceTracker(
+            sim_params=self.sim_params,
+            trading_calendar=self.trading_calendar,
+            env=self.env,
+        )
+
+        dt = pd.Timestamp("2016-08-04 9:13:14", tz='US/Eastern')
+        algo_simulator = AlgorithmSimulator(
+            algo,
+            self.sim_params,
+            self.data_portal,
+            BeforeTradingStartsOnlyClock(dt),
+            algo._create_benchmark_source(),
+            None
+        )
+
+        # run through the algo's simulation
+        list(algo_simulator.transform())
+
+        # since the clock only ever emitted a single before_trading_start
+        # event, we can check that the simulation_dt was properly set
+        self.assertEqual(dt, algo_simulator.simulation_dt)

zipline/gens/tradesimulation.py

@@ -229,7 +229,7 @@ class AlgorithmSimulator(object):
 
                     yield self._get_daily_message(dt, algo, algo.perf_tracker)
                 elif action == BEFORE_TRADING_START_BAR:
-                    # call before trading start
+                    self.simulation_dt = dt
                     algo.on_dt_changed(dt)
                     algo.before_trading_start(self.current_data)
                 elif action == MINUTE_END: