ENH: Remove dividends from the event stream.

Removes support for handling dividends as part of the algorithm
simulation stream, replacing it with an API in `TradingAlgorithm` for
supplying dividends as a DataFrame.
This commit is contained in:
Scott Sanderson
2014-07-18 15:04:20 -04:00
parent a8431944aa
commit 4712891e88
7 changed files with 518 additions and 288 deletions
+7
View File
@@ -665,6 +665,13 @@ class TradingAlgorithm(object):
"""
self.blotter.transact = transact
def update_dividends(self, dividend_frame):
"""
Set DataFrame used to process dividends. DataFrame columns should
contain at least the entries in zp.DIVIDEND_FIELDS.
"""
self.perf_tracker.update_dividends(dividend_frame)
@api_method
def set_slippage(self, slippage):
if not isinstance(slippage, SlippageModel):