wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-07-03 05:43:26 +08:00
Code Issues Packages Projects Releases Wiki Activity

ENH: Allow market data loader to be specified to create_simulation_parameters

Browse Source
This commit is contained in:
Jonathan Kamens
2013-10-29 11:17:41 -04:00
parent 2d64ab8bfe
commit e36f70f541
1 changed files with 2 additions and 2 deletions
Download Patch File Download Diff File Expand all files Collapse all files
zipline/utils/factory.py
+2 -2
View File
@@ -46,14 +46,14 @@ __all__ = ['load_from_yahoo', 'load_bars_from_yahoo']
def create_simulation_parameters(year=2006, start=None, end=None,
capital_base=float("1.0e5"),
num_days=None
num_days=None, load=None
):
"""Construct a complete environment with reasonable defaults"""
if start is None:
start = datetime(year, 1, 1, tzinfo=pytz.utc)
if end is None:
if num_days:
trading.environment = trading.TradingEnvironment()
trading.environment = trading.TradingEnvironment(load=load)
start_index = trading.environment.trading_days.searchsorted(
start)
end = trading.environment.trading_days[start_index + num_days - 1]