ENH: Make data available in before_trading_start.

This commit is contained in:
Scott Sanderson
2015-08-21 12:37:17 -04:00
parent 8dc0276d99
commit f7039d6f52
4 changed files with 8 additions and 4 deletions
+4
View File
@@ -197,9 +197,13 @@ class FFCAlgorithmTestCase(TestCase):
# unfortunate.
assert_almost_equal(computed, expected, decimal=2)
# Do the same checks in before_trading_start
before_trading_start = handle_data
algo = TradingAlgorithm(
initialize=initialize,
handle_data=handle_data,
before_trading_start=before_trading_start,
data_frequency='daily',
ffc_loader=self.ffc_loader,
asset_finder=self.asset_finder,
+1 -1
View File
@@ -27,7 +27,7 @@ class BeforeTradingAlgorithm(TradingAlgorithm):
self.before_trading_at = []
super(BeforeTradingAlgorithm, self).__init__(*args, **kwargs)
def before_trading_start(self):
def before_trading_start(self, data):
self.before_trading_at.append(self.datetime)