From 615228b2724a07a712384e7e07a75203a91f7efe Mon Sep 17 00:00:00 2001 From: Joe Jevnik Date: Mon, 13 Oct 2014 16:49:12 -0400 Subject: [PATCH] ENH: Changes the default time_rule for schedule_function to market_open() --- zipline/algorithm.py | 3 +-- 1 file changed, 1 insertion(+), 2 deletions(-) diff --git a/zipline/algorithm.py b/zipline/algorithm.py index 7b02c039..c013b2a3 100644 --- a/zipline/algorithm.py +++ b/zipline/algorithm.py @@ -537,9 +537,8 @@ class TradingAlgorithm(object): if self.sim_params.data_frequency != 'minute': raise IncompatibleScheduleFunctionDataFrequency() - # Defaults to every day 30 minutes before close. date_rule = date_rule or DateRuleFactory.every_day() - time_rule = time_rule or TimeRuleFactory.market_close(minutes=30) + time_rule = time_rule or TimeRuleFactory.market_open() self.add_event( make_eventrule(date_rule, time_rule, half_days),