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BUG: HistoryContainer creation at runtime did not work as intended.

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This commit is contained in:
Joe Jevnik
2014-11-05 18:31:11 -05:00
parent 9ddb033e67
commit 93429d69f5
5 changed files with 82 additions and 31 deletions
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zipline/algorithm.py
+11 -5
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@@ -238,6 +238,8 @@ class TradingAlgorithm(object):
if 'data_frequency' in kwargs:
self.data_frequency = kwargs.pop('data_frequency')
self._most_recent_data = None
# Subclasses that override initialize should only worry about
# setting self.initialized = True if AUTO_INITIALIZE is
# is manually set to False.
@@ -261,6 +263,7 @@ class TradingAlgorithm(object):
self._before_trading_start(self)
def handle_data(self, data):
self._most_recent_data = data
if self.history_container:
self.history_container.update(data, self.datetime)
@@ -924,12 +927,13 @@ class TradingAlgorithm(object):
self.history_specs[history_spec.key_str] = history_spec
if self.initialized:
if self.history_container:
self.history_container.ensure_spec(history_spec, self.datetime)
self.history_container.ensure_spec(
history_spec, self.datetime, self._most_recent_data,
)
else:
self.history_container = self.history_container_class(
self.trade_sources.history_backfill,
self.history_specs,
self.multiverse.current_sids,
self.current_universe(),
self.sim_params.first_open,
self.sim_params.data_frequency,
)
@@ -952,9 +956,11 @@ class TradingAlgorithm(object):
self.current_universe(),
self.datetime,
self.sim_params.data_frequency,
shift_digest=True,
bar_data=self._most_recent_data,
)
self.history_container.ensure_spec(spec, self.datetime)
self.history_container.ensure_spec(
spec, self.datetime, self._most_recent_data,
)
return self.history_specs[spec_key]
@api_method