Change marketsim to support orders dataframe as input
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5a24622410
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61bc03e230
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@ -92,7 +92,11 @@ def handle_order(date, order, holding, prices, commission, impact):
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def compute_portvals(orders_file, start_val=1000000, commission=9.95, impact=0.005):
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def compute_portvals(orders_file, start_val=1000000, commission=9.95, impact=0.005):
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orders = read_orders(orders_file)
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if isinstance(orders_file, pd.DataFrame):
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orders = orders_file
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else:
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orders = read_orders(orders_file)
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start_date, end_date, symbols = get_order_book_info(orders)
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start_date, end_date, symbols = get_order_book_info(orders)
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# Tickers in the orderbook over the date_range in the order book.
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# Tickers in the orderbook over the date_range in the order book.
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