From 7696abb16995b30973f8a6fb0ab996c2d397ef9f Mon Sep 17 00:00:00 2001 From: Richard Frank Date: Fri, 1 Mar 2013 13:21:28 -0500 Subject: [PATCH] MAINT: Removed unused prior_day_open from SimulationParameters --- zipline/finance/trading.py | 22 +--------------------- 1 file changed, 1 insertion(+), 21 deletions(-) diff --git a/zipline/finance/trading.py b/zipline/finance/trading.py index c5ea3850..644f50ca 100644 --- a/zipline/finance/trading.py +++ b/zipline/finance/trading.py @@ -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