algorithm.py 文件源码

def add_history(self, bar_count, frequency, field, ffill=True):
        data_frequency = self.sim_params.data_frequency
        history_spec = HistorySpec(bar_count, frequency, field, ffill,
                                   data_frequency=data_frequency,
                                   env=self.trading_environment)
        self.history_specs[history_spec.key_str] = history_spec
        if self.initialized:
            if self.history_container:
                self.history_container.ensure_spec(
                    history_spec, self.datetime, self._most_recent_data,
                )
            else:
                self.history_container = self.history_container_class(
                    self.history_specs,
                    self.current_universe(),
                    self.sim_params.first_open,
                    self.sim_params.data_frequency,
                    env=self.trading_environment,
                )