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BUG: Need to set portfolio_needs_update on the algorithm
not on the simulator
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@@ -195,7 +195,7 @@ class AlgorithmSimulator(object):
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)
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self.algo.perf_tracker.handle_intraday_close()
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self.portfolio_needs_update = True
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self.algo.portfolio_needs_update = True
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risk_message = self.algo.perf_tracker.handle_simulation_end()
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yield risk_message
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