Callback triggered by the simulation loop whenever the current dt
        changes.

        Any logic that should happen exactly once at the start of each datetime
        group should happen here.

def on_dt_changed(self, dt):
        """
        Callback triggered by the simulation loop whenever the current dt
        changes.

        Any logic that should happen exactly once at the start of each datetime
        group should happen here.
        """
        self.datetime = dt
        self.blotter.set_date(dt)