wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-07-20 12:20:29 +08:00
Code Issues Packages Projects Releases Wiki Activity

dropped unwanted fields.

Browse Source
This commit is contained in:
fawce
2012-04-18 12:36:46 -04:00
parent 6561292e4c
commit 1b5b92d75f
2 changed files with 1 additions and 9 deletions
Download Patch File Download Diff File Expand all files Collapse all files
zipline/finance/performance.py
-8
View File
@@ -38,10 +38,6 @@ Performance Tracking
+-----------------+----------------------------------------------------+
| capital_base | The initial capital assumed for this tracker. |
+-----------------+----------------------------------------------------+
| returns | List of dicts representing daily returns. See the |
| | comments for |
| | :py:meth:`zipline.finance.risk.DailyReturn.to_dict`|
+-----------------+----------------------------------------------------+
| cumulative_perf | A dictionary representing the cumulative |
| | performance through all the events delivered to |
| | this tracker. For details see the comments on |
@@ -205,9 +201,6 @@ class PerformanceTracker():
Creates a dictionary representing the state of this tracker.
Returns a dict object of the form described in header comments.
"""
returns_list = [x.to_dict() for x in self.returns]
return {
'started_at' : self.started_at,
'period_start' : self.period_start,
@@ -218,7 +211,6 @@ class PerformanceTracker():
'last_close' : self.market_close,
'last_open' : self.market_open,
'capital_base' : self.capital_base,
'returns' : returns_list,
'cumulative_perf' : self.cumulative_performance.to_dict(),
'daily_perf' : self.todays_performance.to_dict(),
'cumulative_risk_metrics' : self.cumulative_risk_metrics.to_dict(),
zipline/protocol.py
+1 -1
View File
@@ -649,7 +649,7 @@ def PERF_FRAME(perf):
tp['transactions'] = convert_transactions(tp['transactions'])
cp['transactions'] = convert_transactions(cp['transactions'])
return BT_UPDATE_FRAME('PERF', perf)
def convert_transactions(transactions):