ENH/BUG: Make emission_rate configurable in run_algorithm#2080
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lukevs wants to merge 3 commits intoquantopian:masterfrom
Open
ENH/BUG: Make emission_rate configurable in run_algorithm#2080lukevs wants to merge 3 commits intoquantopian:masterfrom
lukevs wants to merge 3 commits intoquantopian:masterfrom
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Currently,
emission_ratein sim_params defaults todaily.Defaulting to
dailybreaks minute-level benchmarks forset_benchmark(See #1827) because BenchmarkSource._initialize_precalculated_series chooses the frequency for looking up the benchmark data based onemission_rate. Daily -> daily reader -> KeyError.Alternatives to exposing
emission_rateto fix this benchmark issue seems to be either:set_benchmarkto specify the benchmark's rate (ex:set_benchmark(0, benchmark_frequency='minute'))data_frequency- seems wrongLet me know what I can add in terms of tests if this is a good approach.