removed old refs

This commit is contained in:
fawce
2012-09-14 19:42:55 -04:00
parent fe8e107c59
commit 1267f66dbe
2 changed files with 1 additions and 4 deletions
-1
View File
@@ -66,7 +66,6 @@ class FinanceTestCase(TestCase):
period_start = datetime(2008, 1, 1, tzinfo = pytz.utc),
period_end = datetime(2008, 12, 31, tzinfo = pytz.utc),
capital_base = 100000,
max_drawdown = 0.50
)
#holidays taken from: http://www.nyse.com/press/1191407641943.html
new_years = datetime(2008, 1, 1, tzinfo = pytz.utc)
+1 -3
View File
@@ -49,8 +49,7 @@ class TradingEnvironment(object):
treasury_curves,
period_start = None,
period_end = None,
capital_base = None,
max_drawdown = None
capital_base = None
):
self.trading_days = []
@@ -61,7 +60,6 @@ class TradingEnvironment(object):
self.period_end = period_end
self.capital_base = capital_base
self.period_trading_days = None
self.max_drawdown = max_drawdown
assert self.period_start <= self.period_end, \
"Period start falls after period end."