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ENH/BUG: Make emission_rate configurable in run_algorithm #2080

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@lukevs lukevs commented Jan 14, 2018

Currently, emission_rate in sim_params defaults to daily.

Defaulting to daily breaks minute-level benchmarks for set_benchmark (See #1827) because BenchmarkSource._initialize_precalculated_series chooses the frequency for looking up the benchmark data based on emission_rate. Daily -> daily reader -> KeyError.

Alternatives to exposing emission_rate to fix this benchmark issue seems to be either:

  • Set something in set_benchmark to specify the benchmark's rate (ex: set_benchmark(0, benchmark_frequency='minute'))
  • Default it to be the same as data_frequency - seems wrong

Let me know what I can add in terms of tests if this is a good approach.

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coveralls commented Jan 14, 2018

Coverage Status

Coverage remained the same at 87.57% when pulling 57aac53 on lukevs:master into a4a4401 on quantopian:master.

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