From 74e743b8c6acc52f893c59df60b38d7b19baba89 Mon Sep 17 00:00:00 2001 From: Eddie Hebert Date: Wed, 8 May 2013 18:52:43 -0400 Subject: [PATCH] MAINT: Add data frequency to simulation parameters. Working towards performance and risk logic being aware of data frequency, as different handling of order of events based on the data frequency is needed. --- zipline/finance/trading.py | 5 +++-- 1 file changed, 3 insertions(+), 2 deletions(-) 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."