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BUG: Fix examples with regards to simulation parameters.

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Fix bug where algorithms that lack sim_params do not pass the source
derived created sim_params through the generator creation logic.
This commit is contained in:
Eddie Hebert
2013-04-25 12:57:56 -04:00
parent fed0a9a998
commit 2b0a91e568
1 changed files with 4 additions and 4 deletions
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zipline/algorithm.py
+4 -4
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@@ -122,7 +122,7 @@ class TradingAlgorithm(object):
# call to user-defined constructor method
self.initialize(*args, **kwargs)
def _create_data_generator(self, source_filter):
def _create_data_generator(self, source_filter, sim_params):
"""
Create a merged data generator using the sources and
transforms attached to this algorithm.
@@ -138,8 +138,8 @@ class TradingAlgorithm(object):
'type': zipline.protocol.DATASOURCE_TYPE.BENCHMARK,
'source_id': 'benchmarks'})
for ret in trading.environment.benchmark_returns
if ret.date.date() >= self.sim_params.period_start.date()
and ret.date.date() <= self.sim_params.period_end.date()
if ret.date.date() >= sim_params.period_start.date()
and ret.date.date() <= sim_params.period_end.date()
]
date_sorted = date_sorted_sources(*self.sources)
@@ -168,7 +168,7 @@ class TradingAlgorithm(object):
processed by the zipline, and False for those that should be
skipped.
"""
self.data_gen = self._create_data_generator(source_filter)
self.data_gen = self._create_data_generator(source_filter, sim_params)
self.trading_client = tsc(self, sim_params)