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BUG: DAY_END action not emitted during minute emission

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Refactor AlgorithmSimulator so that DAY_END is emitted for both
minute and daily emission, and that handling of end-of-minute
and end-of-day are separated
This commit is contained in:
Andrew Liang
2016-05-06 10:25:44 -04:00
committed by Jean Bredeche
parent a068eb374a
commit 7641247b41
5 changed files with 57 additions and 56 deletions
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tests/test_perf_tracking.py
+1 -1
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@@ -198,7 +198,7 @@ def calculate_results(sim_params,
except KeyError:
pass
msg = perf_tracker.handle_market_close_daily(date, data_portal)
msg = perf_tracker.handle_market_close(date, data_portal)
perf_tracker.position_tracker.sync_last_sale_prices(
date, False, data_portal,
)