Merge pull request #202 from cvxgrp/201-inputdata-in-state

input_data test
cvxgrp · Nov 20, 2023 · 471d52b · 471d52b
2 parents 3dc3c79 + 0efa7e5
commit 471d52b
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Showing 3 changed files with 83 additions and 79 deletions.
diff --git a/cvx/simulator/builder.py b/cvx/simulator/builder.py
@@ -44,6 +44,7 @@ class _State:
     prices: pd.Series = None
     position: pd.Series = None
     cash: float = 1e6
+    input_data: dict[str, Any] = field(default_factory=dict)
 
     @property
     def value(self) -> float:
@@ -331,6 +332,10 @@ def __iter__(self) -> Generator[tuple[pd.DatetimeIndex, _State], None, None]:
         for t in self.index:
             # valuation of the current position
             self._state.prices = self.prices.loc[t]
+            self._state.input_data = {key: data.loc[t] for key, data in self.input_data.items()}
+
+
+
             yield self.index[self.index <= t], self._state
 
     def __setitem__(self, time: datetime, position: pd.Series) -> None: