diff --git a/zipline/gens/tradesimulation.py b/zipline/gens/tradesimulation.py index f8fd5c19..5d036495 100644 --- a/zipline/gens/tradesimulation.py +++ b/zipline/gens/tradesimulation.py @@ -260,6 +260,7 @@ class AlgorithmSimulator(object): for event in snapshot: yield event.perf_message break + # We're still in the warmup period. Use the event to # update our universe, but don't yield any perf messages, # and don't send a snapshot to handle_data.