diff --git a/zipline/finance/performance.py b/zipline/finance/performance.py index 14cd9c97..96b80d99 100644 --- a/zipline/finance/performance.py +++ b/zipline/finance/performance.py @@ -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 = {}