diff --git a/zipline/finance/trading.py b/zipline/finance/trading.py index 63986fe7..bb0b4e69 100644 --- a/zipline/finance/trading.py +++ b/zipline/finance/trading.py @@ -240,8 +240,8 @@ Last successful date: %s" % self.last_trading_day) class SimulationParameters(object): def __init__(self, period_start, period_end, capital_base=10e3, - emission_rate='daily'): - + emission_rate='daily', + data_frequency='daily'): global environment if not environment: # This is the global environment for trading simulation. @@ -252,6 +252,7 @@ class SimulationParameters(object): self.capital_base = capital_base self.emission_rate = emission_rate + self.data_frequency = data_frequency assert self.period_start <= self.period_end, \ "Period start falls after period end."