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MAINT: PR cleanup

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Jean Bredeche
2016-08-02 23:12:07 -04:00
parent 6020752a1d
commit 97ccb54326
10 changed files with 98 additions and 122 deletions
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zipline/algorithm.py
+2 -4
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@@ -496,13 +496,11 @@ class TradingAlgorithm(object):
"""
trading_o_and_c = self.trading_calendar.schedule.ix[
self.sim_params.sessions]
market_closes = trading_o_and_c['market_close'].values.astype(np.int64)
market_closes = trading_o_and_c['market_close']
minutely_emission = False
if self.sim_params.data_frequency == 'minute':
market_opens = trading_o_and_c['market_open'].values.astype(
np.int64
)
market_opens = trading_o_and_c['market_open']
minutely_emission = self.sim_params.emission_rate == "minute"
else: