MAINT: Removing unused array and unused attribute

This commit is contained in:
Richard Frank
2016-09-07 18:36:53 -04:00
parent 77e50beade
commit 29c65d95b9
2 changed files with 2 additions and 4 deletions
-1
View File
@@ -46,7 +46,6 @@ def handle_data(algo, data):
m = algo.m
x_tilde = np.zeros(m)
b = np.zeros(m)
# find relative moving average price for each asset
mavgs = data.history(algo.sids, 'price', algo.window_length, '1d').mean()
+2 -3
View File
@@ -463,7 +463,7 @@ class PerformanceTracker(object):
data=self.cumulative_risk_metrics.algorithm_returns_cont)
acl = self.cumulative_risk_metrics.algorithm_cumulative_leverages
self.risk_report = risk.RiskReport(
risk_report = risk.RiskReport(
ars,
self.sim_params,
benchmark_returns=bms,
@@ -472,5 +472,4 @@ class PerformanceTracker(object):
treasury_curves=self.treasury_curves,
)
risk_dict = self.risk_report.to_dict()
return risk_dict
return risk_report.to_dict()