diff --git a/zipline/gens/merge.py b/zipline/gens/merge.py index c4afb1b4..0689d507 100644 --- a/zipline/gens/merge.py +++ b/zipline/gens/merge.py @@ -66,6 +66,10 @@ def merge_one(sources): # Merge any remaining fields into the event dict. event_fields.merge(message) + + # alias dt with datetime, per algoscript api + event_fields['datetime'] = event_fields['dt'] + return event_fields