From 1362f155c65489158644d5f8fe86715ac0295552 Mon Sep 17 00:00:00 2001 From: Eddie Hebert Date: Wed, 6 Jan 2016 10:17:37 -0500 Subject: [PATCH] BUG: Make payout affect ending_cash. The payout should be reflected in ending cash, not just the total used for pnl. --- zipline/finance/performance/period.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/zipline/finance/performance/period.py b/zipline/finance/performance/period.py index c7a0be70..52df7522 100644 --- a/zipline/finance/performance/period.py +++ b/zipline/finance/performance/period.py @@ -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: