diff --git a/zipline/gens/tradesimulation.py b/zipline/gens/tradesimulation.py index 5a843aab..6477d93c 100644 --- a/zipline/gens/tradesimulation.py +++ b/zipline/gens/tradesimulation.py @@ -17,8 +17,6 @@ from logbook import Logger, Processor from collections import defaultdict -from datetime import datetime - from zipline import ndict from zipline.finance.trading import TransactionSimulator @@ -221,19 +219,6 @@ class AlgorithmSimulator(object): del event['perf_messages'] self.update_universe(event) - # The algo has taken so long to process events that - # its simulated time is later than the event time. - # Update the universe and yield any perf messages - # encountered, but don't call handle_data. - elif date < self.simulation_dt: - for event in snapshot: - for perf_message in event.perf_messages: - yield perf_message - # Delete the message before updating, - # so we don't send it to the user. - del event['perf_messages'] - self.update_universe(event) - # Regular snapshot. Update the universe and send a snapshot # to handle data. else: @@ -268,12 +253,7 @@ class AlgorithmSimulator(object): # log/print lines. self.snapshot_dt = date self.algo.set_datetime(self.snapshot_dt) - start_tic = datetime.now() self.algo.handle_data(self.universe) - stop_tic = datetime.now() - - # How long did you take? - delta = stop_tic - start_tic # Update the simulation time. - self.simulation_dt = date + delta + self.simulation_dt = date