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Revert "Removes created member from risk metrics."
This reverts commit 18587b0623.
Reverting until we can support the removal in internal code.
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@@ -57,6 +57,7 @@ import datetime
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import math
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import numpy as np
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import numpy.linalg as la
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from zipline.utils.date_utils import epoch_now
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log = logbook.Logger('Risk')
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@@ -573,6 +574,7 @@ class RiskReport(object):
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self.algorithm_returns = algorithm_returns
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self.trading_environment = trading_environment
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self.created = epoch_now()
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if len(self.algorithm_returns) == 0:
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start_date = self.trading_environment.period_start
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@@ -607,6 +609,7 @@ class RiskReport(object):
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'three_month': [x.to_dict() for x in self.three_month_periods],
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'six_month': [x.to_dict() for x in self.six_month_periods],
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'twelve_month': [x.to_dict() for x in self.year_periods],
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'created': self.created
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}
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def periods_in_range(self, months_per, start, end):
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