Debugging.

This commit is contained in:
Thomas Wiecki
2012-08-23 17:38:48 -04:00
parent 0b589ee39c
commit 3f801ef387
5 changed files with 34 additions and 23 deletions
+9 -3
View File
@@ -73,7 +73,7 @@ class TradingAlgorithm(object):
assert hasattr(self, 'source'), 'source not set.'
assert hasattr(self, 'sids'), "sids not set."
environment = create_trading_environment()
environment = create_trading_environment(start=self.data.index[0], end=self.data.index[-1])
# Create transforms by wrapping them into StatefulTransforms
transforms = []
@@ -118,11 +118,16 @@ class TradingAlgorithm(object):
def run(self, data, compute_risk_metrics=False):
self.source = DataFrameSource(data, sids=self.sids)
self.data = data
self._setup(compute_risk_metrics=compute_risk_metrics)
# drain simulated_trading
perfs = list(self.simulated_trading)
perfs = []
for perf in self.simulated_trading:
from nose.tools import set_trace; set_trace()
perfs.append(perf)
#perfs = list(self.simulated_trading)
daily_stats = self._create_daily_stats(perfs)
return daily_stats
@@ -187,3 +192,4 @@ class BuySellAlgorithmNew(TradingAlgorithm):
self.frame_count += 1
self.incr += 1
from nose.tools import set_trace; set_trace()