code about loader.py

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韦峰

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Aug 12, 2015, 9:50:23 AM8/12/15
to Zipline Python Opensource Backtester
Hi,
In the function load_market_data() in the zipline/data/loader.py, the code """ if len(days_up_to_now) - last_bm_date_offset > 1:  """ seems always be true during my test, and the process update_benchmarks() takes a lot of time.
My question is if I run the test many time,why each run need to update the benchmarks? The csv file is already stored in local path. 
Also, what does "last_bm_date" mean? The "bm" is short for what? 
Thansk very much & Regards,
Feng

Jonathan Kamens

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Aug 12, 2015, 1:42:37 PM8/12/15
to 韦峰, Zipline Python Opensource Backtester
Hi Feng,

The bug you reported is fixed in the current version of Zipline in Github. You can download and install from there instead of installing the PyPI version.

It appears that it has been over a year since we did a Zipline release to PyPI. I'm not sure why we've let things fall behind that much, but in any case I've just filed an issue asking the Zipline maintainers to do a new release.

To answer your last question< "bm" stands for "benchmark", and "last_bm_date" is the last date for which we were able to download benchmark data.

Regards,

Jonathan Kamens
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韦峰

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Aug 12, 2015, 11:05:25 PM8/12/15
to Zipline Python Opensource Backtester, mef...@gmail.com
Hi, Jonathan:
Thanks for your quick reply! Very clear now.
Regards,
Feng
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