From 5a7039ab93dd9d87f3c5d13e91f5aafa75340106 Mon Sep 17 00:00:00 2001 From: Eddie Hebert Date: Tue, 9 Apr 2013 21:09:07 -0400 Subject: [PATCH] BUG: Move minutely performance period end time forward in time. The end time of the performance period during minutely emission should move forward with the events' dt, not be static. --- zipline/finance/performance.py | 1 + 1 file changed, 1 insertion(+) 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