diff --git a/zipline/gens/tradesimulation.py b/zipline/gens/tradesimulation.py index ba474f3b..22afa34f 100644 --- a/zipline/gens/tradesimulation.py +++ b/zipline/gens/tradesimulation.py @@ -222,7 +222,7 @@ class AlgorithmSimulator(object): # update our universe, but don't start a snapshot or # pass anything to handle_data. Discard any # perf messages. - if event.dt < self.algo_start: + if event.dt != 'DONE' and event.dt < self.algo_start: self.update_universe(event) if event.perf_message: log.info("Discarding perf message because we're in warmup.")