diff --git a/zipline/gens/tradesimulation.py b/zipline/gens/tradesimulation.py index 69078570..dd409f05 100644 --- a/zipline/gens/tradesimulation.py +++ b/zipline/gens/tradesimulation.py @@ -54,9 +54,6 @@ class AlgorithmSimulator(object): second=0, microsecond=0) - self.perf_key = self.EMISSION_TO_PERF_KEY_MAP[ - self.algo.perf_tracker.emission_rate] - # ============== # Snapshot Setup # ============== @@ -82,6 +79,11 @@ class AlgorithmSimulator(object): record.extra['algo_dt'] = self.snapshot_dt self.processor = Processor(inject_algo_dt) + @property + def perf_key(self): + return self.EMISSION_TO_PERF_KEY_MAP[ + self.algo.perf_tracker.emission_rate] + def transform(self, stream_in): """ Main generator work loop.