From 0a7539b6de9f257dd421f118b8496bb7ae788297 Mon Sep 17 00:00:00 2001 From: Jonathan Kamens Date: Tue, 29 Oct 2013 12:02:51 -0400 Subject: [PATCH] MAINT: flake8 --- zipline/finance/risk/cumulative.py | 4 ++-- zipline/utils/simfactory.py | 3 +-- 2 files changed, 3 insertions(+), 4 deletions(-) diff --git a/zipline/finance/risk/cumulative.py b/zipline/finance/risk/cumulative.py index 60bcd1e5..46b64ce5 100644 --- a/zipline/finance/risk/cumulative.py +++ b/zipline/finance/risk/cumulative.py @@ -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, diff --git a/zipline/utils/simfactory.py b/zipline/utils/simfactory.py index 8df34765..a0f7aac2 100644 --- a/zipline/utils/simfactory.py +++ b/zipline/utils/simfactory.py @@ -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 #-------------------