From 37bab9bb72d246867d29054619ea626b8f3fdf09 Mon Sep 17 00:00:00 2001 From: Thomas Wiecki Date: Thu, 1 Aug 2013 16:08:56 -0400 Subject: [PATCH] ENH: Safe risk_report in TradingAlgorthm. --- zipline/algorithm.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/zipline/algorithm.py b/zipline/algorithm.py index 42205749..fe4778e7 100644 --- a/zipline/algorithm.py +++ b/zipline/algorithm.py @@ -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]