If I go into the debugger and type 'dir' I get:
bound method AlgorithmProxy.qdir of AlgorithmProxy(
capital_base=100000.0 sim_params= SimulationParameters(
period_start=2014-10-01 00:00:00+00:00, period_end=2014-10-10
23:59:00+00:00, capital_base=1000000.0, data_frequency=daily,
emission_rate=daily, first_open=2014-10-01 13:31:00+00:00,
last_close=2014-10-10 20:00:00+00:00), initialized=True,
slippage=VolumeShareSlippage( volume_limit=0.25, price_impact=0.1),
commission=PerShare(cost=0.03, min trade cost=None), blotter=Blotter(
transact_partial=(VolumeShareSlippage( volume_limit=0.25,
price_impact=0.1), PerShare(cost=0.03, min trade cost=None)),
open_orders=defaultdict(, {}), orders={}, new_orders=[],
current_dt=2014-10-01 00:00:00+00:00), recorded_vars={})
Does anyone know how to access the data shown above from within the algorithm? For example, it'd be handy to get access to the value of 'last_close' so that the last call to handle_data could be detected?
Grant