diff --git a/zipline/examples/olmar.py b/zipline/examples/olmar.py index ae2caa14..a9158334 100644 --- a/zipline/examples/olmar.py +++ b/zipline/examples/olmar.py @@ -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() diff --git a/zipline/finance/performance/tracker.py b/zipline/finance/performance/tracker.py index 617a44bb..ffef7ecd 100644 --- a/zipline/finance/performance/tracker.py +++ b/zipline/finance/performance/tracker.py @@ -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()