mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-12 15:14:39 +08:00
MAINT: Remove unused last_dt member from risk.RiskMetricsIterative
This commit is contained in:
@@ -562,7 +562,6 @@ class RiskMetricsIterative(RiskMetricsBase):
|
||||
self.max_drawdown = 0
|
||||
self.current_max = -np.inf
|
||||
self.excess_returns = []
|
||||
self.last_dt = start_date
|
||||
|
||||
@property
|
||||
def last_return_date(self):
|
||||
|
||||
Reference in New Issue
Block a user