factory.py 文件源码

def create_simulation_parameters(year=2006, start=None, end=None,
                                 capital_base=float("1.0e5"),
                                 num_days=None,
                                 data_frequency='daily',
                                 emission_rate='daily',
                                 env=None):
    if env is None:
        # Construct a complete environment with reasonable defaults
        env = TradingEnvironment(load=noop_load)
    if start is None:
        start = datetime(year, 1, 1, tzinfo=pytz.utc)
    if end is None:
        if num_days:
            start_index = env.trading_days.searchsorted(start)
            end = env.trading_days[start_index + num_days - 1]
        else:
            end = datetime(year, 12, 31, tzinfo=pytz.utc)
    sim_params = SimulationParameters(
        period_start=start,
        period_end=end,
        capital_base=capital_base,
        data_frequency=data_frequency,
        emission_rate=emission_rate,
        env=env,
    )

    return sim_params