From 24019de573c4e25d7392d1b9a9945860bb28d3f1 Mon Sep 17 00:00:00 2001 From: Eddie Hebert Date: Wed, 8 May 2013 20:58:28 -0400 Subject: [PATCH] BUG: Paper over multiple types for algorithm returns. The Seriess-style indexing causes a crash on the list during unit tests. TODO: Investigate whether the list type of algorithm returns can be removed. --- zipline/finance/risk.py | 9 +++++++-- 1 file changed, 7 insertions(+), 2 deletions(-) diff --git a/zipline/finance/risk.py b/zipline/finance/risk.py index a5bdab7f..a346feb2 100644 --- a/zipline/finance/risk.py +++ b/zipline/finance/risk.py @@ -837,8 +837,13 @@ class RiskReport(object): start_date = self.sim_params.period_start end_date = self.sim_params.period_end else: - start_date = self.algorithm_returns.index[0] - end_date = self.algorithm_returns.index[-1] + # FIXME: Papering over multiple algorithm_return types + if isinstance(self.algorithm_returns, list): + start_date = self.algorithm_returns[0].date + end_date = self.algorithm_returns[-1].date + else: + start_date = self.algorithm_returns.index[0] + end_date = self.algorithm_returns.index[-1] self.month_periods = self.periods_in_range(1, start_date, end_date) self.three_month_periods = self.periods_in_range(3, start_date,