| 533 | ) |
| 534 | |
| 535 | def _create_benchmark_source(self): |
| 536 | if self.benchmark_sid is not None: |
| 537 | benchmark_asset = self.asset_finder.retrieve_asset( |
| 538 | self.benchmark_sid |
| 539 | ) |
| 540 | benchmark_returns = None |
| 541 | else: |
| 542 | if self.benchmark_returns is None: |
| 543 | raise NoBenchmark() |
| 544 | benchmark_asset = None |
| 545 | benchmark_returns = self.benchmark_returns |
| 546 | return BenchmarkSource( |
| 547 | benchmark_asset=benchmark_asset, |
| 548 | benchmark_returns=benchmark_returns, |
| 549 | trading_calendar=self.trading_calendar, |
| 550 | sessions=self.sim_params.sessions, |
| 551 | data_portal=self.data_portal, |
| 552 | emission_rate=self.sim_params.emission_rate, |
| 553 | ) |
| 554 | |
| 555 | def _create_metrics_tracker(self): |
| 556 | return MetricsTracker( |