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Eddie Hebert
57db5bc17c
The start and end of the simulation parameters should be 'normalized' i.e. midnight timestamped. However, the algorithm tests were using the timestamp of the first and last trade, which were in market times, i.e. 9:30 AM and 4:00 PM EST. Fix passing the sim_params that is used to create the trade_history, instead of having the sim_params inferred from the source. (Also may want to consider fixing the logic that infers the date range from the sources provided.) Also, add a `num_days` option to `factory.create_simulation_parameters` so that the a date range that covers the desired number of days is covered. Since the default sim_params were covering a year, while the test only supplies 4 values, causing an alignment issue with the record test, since a years worth of results were returned, but there were only 4 events.