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MAINT: Remove unused minute performance period.
Minute performance period is no longer used. The minute risk containers, which had been removed, were the last usage of the minute performance period.
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@@ -128,24 +128,6 @@ class PerformanceTracker(object):
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risk.RiskMetricsCumulative(self.sim_params, self.env,
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create_first_day_stats=True)
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self.minute_performance = PerformancePeriod(
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# initial cash is your capital base.
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starting_cash=self.capital_base,
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# the cumulative period will be calculated over the
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# entire test.
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period_open=self.period_start,
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period_close=self.period_end,
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# don't save the transactions for the cumulative
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# period
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keep_transactions=False,
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keep_orders=False,
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# don't serialize positions for cumualtive period
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serialize_positions=False,
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asset_finder=self.env.asset_finder,
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)
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self.minute_performance.position_tracker = self.position_tracker
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self.perf_periods.append(self.minute_performance)
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# this performance period will span the entire simulation from
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# inception.
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self.cumulative_performance = PerformancePeriod(
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@@ -449,8 +431,6 @@ class PerformanceTracker(object):
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todays_date = normalize_date(dt)
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account = self.get_account(False)
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self.minute_performance.rollover()
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bench_returns = self.all_benchmark_returns.loc[todays_date:dt]
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# cumulative returns
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bench_since_open = (1. + bench_returns).prod() - 1
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