diff --git a/zipline/finance/performance.py b/zipline/finance/performance.py index 7b8211cd..56a9ead8 100644 --- a/zipline/finance/performance.py +++ b/zipline/finance/performance.py @@ -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 )