def make_equity_daily_bar_data(cls): num_days = len(cls.sim_params.sessions) return trades_by_sid_to_dfs( { cls.sidint: factory.create_trade_history( cls.sidint, [10.0] * num_days, [100.0] * num_days, timedelta(days=1), cls.sim_params, trading_calendar=cls.trading_calendar, ), }, index=cls.sim_params.sessions, )
def make_daily_bar_data(cls): num_days = len(cls.sim_params.trading_days) return trades_by_sid_to_dfs( { cls.sidint: factory.create_trade_history( cls.sidint, [10.0] * num_days, [100.0] * num_days, timedelta(days=1), cls.sim_params, trading_schedule=cls.trading_schedule, ), }, index=cls.sim_params.trading_days, )
def make_equity_daily_bar_data(cls): num_days = len(cls.sim_params.trading_days) return trades_by_sid_to_dfs( { cls.sidint: factory.create_trade_history( cls.sidint, [10.0] * num_days, [100.0] * num_days, timedelta(days=1), cls.sim_params, trading_schedule=cls.trading_schedule, ), }, index=cls.sim_params.trading_days, )