Merge pull request #471 from quantopian/add_risk_to_datapanel

ENH: risk measures in datapanel
2026-07-20 12:20:29 +08:00 · 2015-01-27 13:13:31 -05:00
parent a5eefc7f8c 9ccb2c571f
commit 575abf747f
1 changed files with 1 additions and 0 deletions
@@ -499,6 +499,7 @@ class TradingAlgorithm(object):
                perf['daily_perf'].update(
                    perf['daily_perf'].pop('recorded_vars')
                )
+                perf['daily_perf'].update(perf['cumulative_risk_metrics'])
                daily_perfs.append(perf['daily_perf'])
            else:
                self.risk_report = perf