move before_trading_dt with 30 minutes delta time in minute simulation

ricequant · Mar 6, 2017 · 8b29b49 · 8b29b49
1 parent 0c163ee
commit 8b29b49
Showing 1 changed file with 2 additions and 1 deletion.
diff --git a/rqalpha/mod/simulation/simulation_event_source.py b/rqalpha/mod/simulation/simulation_event_source.py
@@ -121,7 +121,8 @@ def events(self, start_date, end_date, frequency):
                             trading_dt = calendar_dt
                         if before_trading_flag:
                             before_trading_flag = False
-                            yield Event(EVENT.BEFORE_TRADING, trading_dt, trading_dt)
+                            before_trading_dt = trading_dt - datetime.timedelta(minutes=30)
+                            yield Event(EVENT.BEFORE_TRADING, before_trading_dt, before_trading_dt)
                         if self._universe_changed:
                             self._universe_changed = False
                             last_dt = calendar_dt