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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.
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@@ -144,7 +144,7 @@ class TradingAlgorithm(object):
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if self.sim_params:
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if self.data_frequency is None:
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self.data_frequency = self.sim_params.data_frequency
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elif self.sim_params.data_frequency is None:
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else:
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self.sim_params.data_frequency = self.data_frequency
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self.perf_tracker = PerformanceTracker(self.sim_params)
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