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MAINT: Removing unused array and unused attribute
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@@ -46,7 +46,6 @@ def handle_data(algo, data):
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m = algo.m
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x_tilde = np.zeros(m)
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b = np.zeros(m)
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# find relative moving average price for each asset
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mavgs = data.history(algo.sids, 'price', algo.window_length, '1d').mean()
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@@ -463,7 +463,7 @@ class PerformanceTracker(object):
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data=self.cumulative_risk_metrics.algorithm_returns_cont)
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acl = self.cumulative_risk_metrics.algorithm_cumulative_leverages
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self.risk_report = risk.RiskReport(
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risk_report = risk.RiskReport(
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ars,
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self.sim_params,
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benchmark_returns=bms,
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@@ -472,5 +472,4 @@ class PerformanceTracker(object):
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treasury_curves=self.treasury_curves,
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)
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risk_dict = self.risk_report.to_dict()
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return risk_dict
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return risk_report.to_dict()
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