From 36fe79062496ced9b373d1a2a753f466c9e7ae7e Mon Sep 17 00:00:00 2001 From: John Ricklefs Date: Wed, 7 Aug 2013 16:56:18 -0400 Subject: [PATCH] BUG: Update market_open value for performance when updating market_close. --- zipline/finance/performance.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/zipline/finance/performance.py b/zipline/finance/performance.py index c4b0a112..cc149f97 100644 --- a/zipline/finance/performance.py +++ b/zipline/finance/performance.py @@ -384,7 +384,7 @@ class PerformanceTracker(object): self.day_count += 1.0 # move the market day markers forward if self.market_close < trading.environment.last_trading_day: - _, self.market_close = \ + self.market_open, self.market_close = \ trading.environment.next_open_and_close(self.market_open) else: self.market_close = self.sim_params.last_close