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MAINT: Switch PanelBarReader to take trading calendar and freq args

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Nathan Wolfe
2016-07-18 18:18:06 -04:00
parent 763f2ab8b4
commit ab9a899c5b
3 changed files with 43 additions and 26 deletions
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zipline/algorithm.py
+11 -5
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@@ -619,8 +619,12 @@ class TradingAlgorithm(object):
# to be inferred.
if overwrite_sim_params:
self.sim_params = self.sim_params.create_new(
normalize_date(data.major_axis[0]),
normalize_date(data.major_axis[-1])
self.trading_calendar.minute_to_session_label(
data.major_axis[0]
),
self.trading_calendar.minute_to_session_label(
data.major_axis[-1]
),
)
# Assume data is daily if timestamp times are
@@ -649,11 +653,13 @@ class TradingAlgorithm(object):
if self.sim_params.data_frequency == 'daily':
equity_reader_arg = 'equity_daily_reader'
calendar = self.trading_calendar.all_sessions
elif self.sim_params.data_frequency == 'minute':
equity_reader_arg = 'equity_minute_reader'
calendar = self.trading_calendar.all_minutes
equity_reader = PanelBarReader(calendar, copy_panel)
equity_reader = PanelBarReader(
self.trading_calendar,
copy_panel,
self.sim_params.data_frequency,
)
self.data_portal = DataPortal(
self.asset_finder,