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MAINT: Call rollover from __init__ instead of duplicating code

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Richard Frank
2013-08-14 18:03:06 -04:00
parent ddb3d64526
commit 57344ee78a
1 changed files with 2 additions and 9 deletions
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zipline/finance/performance.py
+2 -9
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@@ -614,18 +614,11 @@ class PerformancePeriod(object):
self.pnl = 0.0
# sid => position object
self.positions = positiondict()
self.starting_value = 0.0
# cash balance at start of period
self.starting_cash = starting_cash
self.ending_cash = starting_cash
# rollover initializes a number of self's attributes:
self.rollover()
self.keep_transactions = keep_transactions
self.processed_transactions = defaultdict(list)
self.keep_orders = keep_orders
self.orders_by_modified = defaultdict(OrderedDict)
self.orders_by_id = OrderedDict()
self.cumulative_capital_used = 0.0
self.max_capital_used = 0.0
self.max_leverage = 0.0
# Maps position to following array indexes
self._position_index_map = {}