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MAINT: Removed unused prior_day_open from SimulationParameters

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This commit is contained in:
Richard Frank
2013-03-01 13:21:28 -05:00
parent 414e12ecc9
commit 7696abb169
1 changed files with 1 additions and 21 deletions
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zipline/finance/trading.py
+1 -21
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@@ -272,9 +272,7 @@ class SimulationParameters(object):
# take an inclusive slice of the environment's
# trading_days.
self.trading_days = \
environment.trading_days[start_index:end_index+1]
self.prior_day_open = self.calculate_prior_day_open()
environment.trading_days[start_index:end_index + 1]
assert self.period_start <= self.period_end, \
"Period start falls after period end."
@@ -297,24 +295,6 @@ class SimulationParameters(object):
mkt_open, _ = environment.get_open_and_close(first_open)
return mkt_open
def calculate_prior_day_open(self):
"""
Finds the first trading day open that falls at least a day
before period_start.
"""
one_day = datetime.timedelta(days=1)
first_open = self.period_start - one_day
if first_open <= environment.first_trading_day:
log.warn("Cannot calculate prior day open.")
return self.period_start
while not environment.is_trading_day(first_open):
first_open = first_open - one_day
mkt_open, _ = environment.get_open_and_close(first_open)
return mkt_open
def calculate_last_close(self):
"""
Finds the last trading day on or before self.period_end