MAINT: Always defer to the algorithms data frequency.

For compatibility with existing behavior of having the,
data_frequency of the algorithm override the simulation parameters.

We may want to consider throwing an exception if the two do not match.
This commit is contained in:
Eddie Hebert
2014-02-10 15:24:18 -05:00
parent 8a22736f1e
commit e1608ad3f3
+1 -1
View File
@@ -144,7 +144,7 @@ class TradingAlgorithm(object):
if self.sim_params:
if self.data_frequency is None:
self.data_frequency = self.sim_params.data_frequency
elif self.sim_params.data_frequency is None:
else:
self.sim_params.data_frequency = self.data_frequency
self.perf_tracker = PerformanceTracker(self.sim_params)