Method get_history_window

zipline/algorithm.py:1998–2037

(self, bar_count, frequency, assets, field, ffill)

        )

    def get_history_window(self, bar_count, frequency, assets, field, ffill):
        if not self._in_before_trading_start:
            return self.data_portal.get_history_window(
                assets,
                self.datetime,
                bar_count,
                frequency,
                field,
                self.data_frequency,
                ffill,
            )
        else:
            # If we are in before_trading_start, we need to get the window
            # as of the previous market minute
            adjusted_dt = \
                self.trading_calendar.previous_minute(
                    self.datetime
                )

            window = self.data_portal.get_history_window(
                assets,
                adjusted_dt,
                bar_count,
                frequency,
                field,
                self.data_frequency,
                ffill,
            )

            # Get the adjustments between the last market minute and the
            # current before_trading_start dt and apply to the window
            adjs = self.data_portal.get_adjustments(
                assets,
                field,
                adjusted_dt,
                self.datetime
            )
            window = window * adjs

            return window

    ####################
    # Account Controls #