From 2e625181bc536997e6bfc6b230a9a6134c6148f7 Mon Sep 17 00:00:00 2001 From: jfkirk Date: Wed, 11 May 2016 09:10:46 -0400 Subject: [PATCH] BUG: Removes reference to env.minutes_in_range --- zipline/sources/benchmark_source.py | 13 +++++++------ 1 file changed, 7 insertions(+), 6 deletions(-) diff --git a/zipline/sources/benchmark_source.py b/zipline/sources/benchmark_source.py index 70241bd7..5b0f6243 100644 --- a/zipline/sources/benchmark_source.py +++ b/zipline/sources/benchmark_source.py @@ -42,7 +42,7 @@ class BenchmarkSource(object): self._precalculated_series = \ self._initialize_precalculated_series( benchmark_asset, - self.env, + trading_schedule, self.trading_days, self.data_portal ) @@ -102,8 +102,8 @@ class BenchmarkSource(object): end_dt=benchmark_asset.end_date ) - def _initialize_precalculated_series(self, asset, env, trading_days, - data_portal): + def _initialize_precalculated_series(self, asset, trading_schedule, + trading_days, data_portal): """ Internal method that precalculates the benchmark return series for use in the simulation. @@ -116,7 +116,7 @@ class BenchmarkSource(object): trading_days: pd.DateTimeIndex - data_portal: DataPortal + trading_schedule: TradingSchedule Notes ----- @@ -137,8 +137,9 @@ class BenchmarkSource(object): change from close to close. """ if self.emission_rate == "minute": - minutes = env.minutes_for_days_in_range(self.trading_days[0], - self.trading_days[-1]) + minutes = trading_schedule.execution_minutes_for_days_in_range( + self.trading_days[0], self.trading_days[-1] + ) benchmark_series = data_portal.get_history_window( [asset], minutes[-1],