From cf41373f8f28fd335c2553ae97c334466cf33359 Mon Sep 17 00:00:00 2001 From: jfkirk Date: Tue, 14 Jul 2015 16:18:55 -0400 Subject: [PATCH] BUG: Symbol look-up now uses the sim_params.period_end as a look-up date --- tests/test_algorithm.py | 10 +++++----- zipline/algorithm.py | 3 ++- 2 files changed, 7 insertions(+), 6 deletions(-) diff --git a/tests/test_algorithm.py b/tests/test_algorithm.py index bc82f310..4e9735d0 100644 --- a/tests/test_algorithm.py +++ b/tests/test_algorithm.py @@ -331,27 +331,27 @@ class TestMiscellaneousAPI(TestCase): algo = TradingAlgorithm(asset_metadata=metadata) # Test before either PLAY existed - algo.datetime = pd.Timestamp('2001-12-01', tz='UTC') + algo.sim_params.period_end = pd.Timestamp('2001-12-01', tz='UTC') with self.assertRaises(SymbolNotFound): algo.symbol('PLAY') with self.assertRaises(SymbolNotFound): algo.symbols('PLAY') # Test when first PLAY exists - algo.datetime = pd.Timestamp('2002-12-01', tz='UTC') + algo.sim_params.period_end = pd.Timestamp('2002-12-01', tz='UTC') list_result = algo.symbols('PLAY') self.assertEqual(0, list_result[0]) # Test after first PLAY ends - algo.datetime = pd.Timestamp('2004-12-01', tz='UTC') + algo.sim_params.period_end = pd.Timestamp('2004-12-01', tz='UTC') self.assertEqual(0, algo.symbol('PLAY')) # Test after second PLAY begins - algo.datetime = pd.Timestamp('2005-12-01', tz='UTC') + algo.sim_params.period_end = pd.Timestamp('2005-12-01', tz='UTC') self.assertEqual(1, algo.symbol('PLAY')) # Test after second PLAY ends - algo.datetime = pd.Timestamp('2006-12-01', tz='UTC') + algo.sim_params.period_end = pd.Timestamp('2006-12-01', tz='UTC') self.assertEqual(1, algo.symbol('PLAY')) list_result = algo.symbols('PLAY') self.assertEqual(1, list_result[0]) diff --git a/zipline/algorithm.py b/zipline/algorithm.py index 11dc7147..0403c1ef 100644 --- a/zipline/algorithm.py +++ b/zipline/algorithm.py @@ -695,7 +695,8 @@ class TradingAlgorithm(object): """ return self.asset_finder.lookup_symbol_resolve_multiple( symbol_str, - as_of_date=self.datetime) + as_of_date=self.sim_params.period_end + ) @api_method def symbols(self, *args):