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fixed bogus initial portfolio value (should be zero).

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fawce
2012-04-06 22:31:35 -04:00
parent 30dfc86ba9
commit 37a8bda4b2
1 changed files with 11 additions and 3 deletions
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zipline/finance/performance.py
+11 -3
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@@ -166,15 +166,23 @@ class PerformanceTracker():
self.result_stream = None
self.last_dict = None
# this performance period will span the entire simulation.
self.cumulative_performance = PerformancePeriod(
# initial positions are empty
{},
self.capital_base,
# initial portfolio positions have zero value
0,
# initial cash is your capital base.
starting_cash = self.capital_base
)
# this performance period will span just the current market day
self.todays_performance = PerformancePeriod(
# initial positions are empty
{},
self.capital_base,
# initial portfolio positions have zero value
0,
# initial cash is your capital base.
starting_cash = self.capital_base
)