ENH: Safe risk_report in TradingAlgorthm.

2026-07-04 19:05:11 +08:00 · 2013-08-01 16:08:56 -04:00
parent 376ae33264
commit 37bab9bb72
1 changed files with 1 additions and 1 deletions
@@ -331,7 +331,7 @@ class TradingAlgorithm(object):
                )
                daily_perfs.append(perf['daily_perf'])
            else:
-                cum_perfs.append(perf)
+                self.risk_report = perf

        daily_dts = [np.datetime64(perf['period_close'], utc=True)
                     for perf in daily_perfs]