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MAINT: flake8

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Jonathan Kamens
2013-10-29 12:02:51 -04:00
parent c3ddbc258d
commit 0a7539b6de
2 changed files with 3 additions and 4 deletions
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zipline/finance/risk/cumulative.py
+2 -2
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@@ -232,7 +232,7 @@ class RiskMetricsCumulative(object):
if len(self.algorithm_returns) == 1:
self.algorithm_returns = pd.Series(
{'null return': 0.0}).append(
self.algorithm_returns)
self.algorithm_returns)
self.mean_returns = pd.rolling_mean(self.algorithm_returns,
window=len(self.algorithm_returns),
@@ -254,7 +254,7 @@ class RiskMetricsCumulative(object):
if len(self.benchmark_returns) == 1:
self.benchmark_returns = pd.Series(
{'null return': 0.0}).append(
self.benchmark_returns)
self.benchmark_returns)
self.mean_benchmark_returns = pd.rolling_mean(
self.benchmark_returns,
zipline/utils/simfactory.py
+1 -2
View File
@@ -80,13 +80,12 @@ def create_test_zipline(**config):
if trade_source:
test_algo.set_sources([trade_source])
#-------------------
# Benchmark source
#-------------------
test_algo.benchmark_return_source = config.get('benchmark_source', None)
#-------------------
# Transforms
#-------------------