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Merge pull request #1359 from quantopian/refactor_subperiod

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MAINT: Refactor application of capital changes
This commit is contained in:
Andrew Liang
2016-08-01 14:00:48 -04:00
committed by GitHub
parent 9103516e82 98f3fc9326
commit 18aba63da9
5 changed files with 42 additions and 35 deletions
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tests/test_perf_tracking.py
+3 -4
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@@ -2264,12 +2264,11 @@ shares in position"
pt.execute_transaction(txn)
pp.handle_execution(txn)
# sync prices and calculate performance before we introduce a capital
# change
# sync prices before we introduce a capital change
pt.sync_last_sale_prices(trades[2].dt, False, data_portal)
pp.calculate_performance()
pp.subdivide_period(1000.0)
pp.initialize_subperiod_divider()
pp.set_current_subperiod_starting_values(1000.0)
pt.sync_last_sale_prices(trades[-1].dt, False, data_portal)
pp.calculate_performance()