diff --git a/zipline/utils/run_algo.py b/zipline/utils/run_algo.py index 60e637f1..8885e222 100644 --- a/zipline/utils/run_algo.py +++ b/zipline/utils/run_algo.py @@ -20,6 +20,7 @@ from zipline.data.data_portal import DataPortal from zipline.finance.trading import TradingEnvironment from zipline.pipeline.data import USEquityPricing from zipline.pipeline.loaders import USEquityPricingLoader +from zipline.utils.calendars import default_nyse_schedule import zipline.utils.paths as pth @@ -129,7 +130,7 @@ def _run(handle_data, ) env = TradingEnvironment(asset_db_path=connstr) data = DataPortal( - env, + env, default_nyse_schedule, first_trading_day=bundle_data.minute_bar_reader.first_trading_day, equity_minute_reader=bundle_data.minute_bar_reader, equity_daily_reader=bundle_data.daily_bar_reader,