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MAINT: Use pd.Series for benchmarks and algorithm returns in risk.
Instead of lists, use pd.Series, so that memory is preallocated.
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@@ -1019,9 +1019,6 @@ class TestPerformanceTracker(unittest.TestCase):
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expected_size = len(txns) / 2 * -25
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self.assertEqual(cumulative_pos.amount, expected_size)
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self.assertEqual(perf_tracker.last_close,
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perf_tracker.cumulative_risk_metrics.end_date)
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self.assertEqual(len(perf_messages),
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sim_params.days_in_period)
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