diff --git a/zipline/finance/performance.py b/zipline/finance/performance.py index 6c09cbcf..a5179f69 100644 --- a/zipline/finance/performance.py +++ b/zipline/finance/performance.py @@ -266,6 +266,7 @@ class PerformanceTracker(object): messages.append(self.handle_market_close()) elif self.emission_rate == 'minute': if event.dt > self.saved_dt: + self.todays_performance.period_close = self.saved_dt messages.append(self.to_dict()) self.saved_dt = event.dt