Files
catalyst/zipline/gens
Eddie Hebert 7b1b9887ba Removes timeout handling from simulator's simulate_snapshot.
The delta was ensuring that the backtester wouldn't exceed the
delta of a bar if it were being run against live data.

However, this extra overhead of getting the current time on each
side of the handle_data adds a penalty in pure backtest mode.

Also, it makes the backtest results potentially non-repeatable,
since it is sensitive to current conditions on a box for processing
time.

Favoring having the timeout handled by whatever is running the
zipline algorithm.
2012-12-31 18:02:11 -05:00
..