sigtech.frameworklibrary, it is necessary to initialize the environment. Initialization is performed with the command
‘yesterday’. This parameter sets the final date of the calculation engine. No calculations are made past this point.
'yesterday'. This parameter sets the as-of date of the data being used. For example, if the
env_dateis set to
data_dateis set to
2011/01/01the calculation engine will run until
2010/01/01but will use data for that timeframe that was refreshed or updated as late as
2011/01/01. Any changes made to the data after the
data_datewill not be included.
TM_TIMEZONEhave been included:
True, copies previous value.
'London, CHR Calendar'
datetime.time(7, 30, 0)
datetime.time(18, 0, 0)
Trueuse intraday data outside of instrument exchange trading hours, if
Falseuse EOD data.
reinit'- Destroys the current environment and creates a new one. A warning message explaining these actions is printed
'error'- The execution terminates and a clearer error message is printed
'warning'- A warning is printed and the init() has no effect (default)