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DEV: Apply adjustments for portfolio and account in BTS

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completely copied from https://github.com/quantopian/zipline/pull/1104/

All credit goes to Andrew Liang (@lianga888)
This commit is contained in:
Jean Bredeche
2016-04-05 11:37:34 -04:00
parent 34f47da033
commit dc01c45dc4
6 changed files with 217 additions and 45 deletions
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zipline/algorithm.py
+6 -4
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@@ -1056,9 +1056,10 @@ class TradingAlgorithm(object):
def updated_portfolio(self):
if self.portfolio_needs_update:
self.perf_tracker.position_tracker.sync_last_sale_prices(
self.datetime, self._in_before_trading_start)
self._portfolio = \
self.perf_tracker.get_portfolio(self.performance_needs_update,
self.datetime)
self.perf_tracker.get_portfolio(self.performance_needs_update)
self.portfolio_needs_update = False
self.performance_needs_update = False
return self._portfolio
@@ -1069,9 +1070,10 @@ class TradingAlgorithm(object):
def updated_account(self):
if self.account_needs_update:
self.perf_tracker.position_tracker.sync_last_sale_prices(
self.datetime, self._in_before_trading_start)
self._account = \
self.perf_tracker.get_account(self.performance_needs_update,
self.datetime)
self.perf_tracker.get_account(self.performance_needs_update)
self.account_needs_update = False
self.performance_needs_update = False
return self._account