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MAINT: Allow sim_params to provide data frequency for the algorithm.

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In the case that data_frequency of the algorithm is None,
allow the sim_params to provide the data_frequency.

For less redundancy when setting up an algorithm.
This commit is contained in:
Eddie Hebert
2014-02-10 14:42:49 -05:00
parent b294d30af0
commit 8a22736f1e
1 changed files with 5 additions and 1 deletions
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zipline/algorithm.py
+5 -1
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@@ -142,7 +142,11 @@ class TradingAlgorithm(object):
self.sim_params = kwargs.pop('sim_params', None)
if self.sim_params:
self.sim_params.data_frequency = self.data_frequency
if self.data_frequency is None:
self.data_frequency = self.sim_params.data_frequency
elif self.sim_params.data_frequency is None:
self.sim_params.data_frequency = self.data_frequency
self.perf_tracker = PerformanceTracker(self.sim_params)
self.blotter = kwargs.pop('blotter', None)