MAINT: Add empty values for risk metric calculated components.

eigen vales, covariance, etc. are not calculated until the first
return is passed through, so initialize this values to None, so that
`repr` and its ilk work on a freshly created `RiskMetricsIterative`
object.
This commit is contained in:
Eddie Hebert
2013-04-16 10:34:28 -04:00
parent e8f6b43f2b
commit 643d556482
+6
View File
@@ -543,6 +543,12 @@ class RiskMetricsIterative(RiskMetricsBase):
self.benchmark_volatility = []
self.algorithm_period_returns = []
self.benchmark_period_returns = []
self.algorithm_covariance = None
self.benchmark_variance = None
self.condition_number = None
self.eigen_values = None
self.sharpe = []
self.sortino = []
self.information = []