diff --git a/zipline/finance/performance.py b/zipline/finance/performance.py index 9f32ae09..e237ec7b 100644 --- a/zipline/finance/performance.py +++ b/zipline/finance/performance.py @@ -68,7 +68,10 @@ Performance Period ================== Performance Periods are updated with every trade. When calling -code needs +code needs a portfolio object that fulfills the algorithm +protocol, use the PerformancePeriod.as_portfolio method. See that +method for comments on the specific fields provided (and +omitted). +---------------+------------------------------------------------------+ | key | value |