(self, sim_params)
| 565 | ) |
| 566 | |
| 567 | def _create_generator(self, sim_params): |
| 568 | if sim_params is not None: |
| 569 | self.sim_params = sim_params |
| 570 | |
| 571 | self.metrics_tracker = metrics_tracker = self._create_metrics_tracker() |
| 572 | |
| 573 | # Set the dt initially to the period start by forcing it to change. |
| 574 | self.on_dt_changed(self.sim_params.start_session) |
| 575 | |
| 576 | if not self.initialized: |
| 577 | self.initialize(**self.initialize_kwargs) |
| 578 | self.initialized = True |
| 579 | |
| 580 | benchmark_source = self._create_benchmark_source() |
| 581 | |
| 582 | self.trading_client = AlgorithmSimulator( |
| 583 | self, |
| 584 | sim_params, |
| 585 | self.data_portal, |
| 586 | self._create_clock(), |
| 587 | benchmark_source, |
| 588 | self.restrictions, |
| 589 | universe_func=self._calculate_universe |
| 590 | ) |
| 591 | |
| 592 | metrics_tracker.handle_start_of_simulation(benchmark_source) |
| 593 | return self.trading_client.transform() |
| 594 | |
| 595 | def _calculate_universe(self): |
| 596 | # this exists to provide backwards compatibility for older, |
no test coverage detected