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Hack to ignore dataframes in process_event, code seems to be written against namedicts.
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@@ -209,6 +209,15 @@ class PerformanceTracker():
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def process_event(self, event):
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self.event_count += 1
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# TODO: This seems to get both dataframes and namedicts?
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# I can't find a corresponding test for this
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# function so not sure if this is the desired behavior or
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# something is going wrong upstream...
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# hack for now
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if isinstance(event, pandas.DataFrame):
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return
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if(event.dt >= self.market_close):
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self.handle_market_close()
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