BUG: Perf tracker should emit perf messages only for TRADE events

2026-07-15 11:22:18 +08:00 · 2013-04-15 16:57:33 -04:00
parent 4ff49749d7
commit d487401989
1 changed files with 4 additions and 3 deletions
@@ -230,9 +230,10 @@ class PerformanceTracker(object):

                for event in snapshot:
                    self.process_event(event)
-                    event.perf_messages = [self.to_dict()]
-                    event.portfolio = self.get_portfolio()
-                    new_snapshot.append(event)
+                    if event.type == zp.DATASOURCE_TYPE.TRADE:
+                        event.perf_messages = [self.to_dict()]
+                        event.portfolio = self.get_portfolio()
+                        new_snapshot.append(event)

            if new_snapshot:
                yield date, new_snapshot