Revert "Removes created member from risk metrics."

This reverts commit 18587b0623.

Reverting until we can support the removal in internal code.
This commit is contained in:
Eddie Hebert
2012-11-14 18:25:57 -05:00
parent a71cb94f1d
commit 4c3554042e
+3
View File
@@ -57,6 +57,7 @@ import datetime
import math
import numpy as np
import numpy.linalg as la
from zipline.utils.date_utils import epoch_now
log = logbook.Logger('Risk')
@@ -573,6 +574,7 @@ class RiskReport(object):
self.algorithm_returns = algorithm_returns
self.trading_environment = trading_environment
self.created = epoch_now()
if len(self.algorithm_returns) == 0:
start_date = self.trading_environment.period_start
@@ -607,6 +609,7 @@ class RiskReport(object):
'three_month': [x.to_dict() for x in self.three_month_periods],
'six_month': [x.to_dict() for x in self.six_month_periods],
'twelve_month': [x.to_dict() for x in self.year_periods],
'created': self.created
}
def periods_in_range(self, months_per, start, end):