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BUG: Make payout affect ending_cash.

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The payout should be reflected in ending cash, not just the total used
for pnl.
This commit is contained in:
Eddie Hebert
2016-01-06 10:17:37 -05:00
parent 7a6c6695f7
commit 1362f155c6
1 changed files with 2 additions and 2 deletions
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zipline/finance/performance/period.py
+2 -2
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@@ -252,8 +252,8 @@ class PerformancePeriod(object):
payout = self._get_payout_total(pt.positions)
total_at_start = self.starting_cash + self.starting_value
self.ending_cash = self.starting_cash + self.period_cash_flow
total_at_end = self.ending_cash + self.ending_value + payout
self.ending_cash = self.starting_cash + self.period_cash_flow + payout
total_at_end = self.ending_cash + self.ending_value
self.pnl = total_at_end - total_at_start
if total_at_start != 0: