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.
This commit is contained in:
Eddie Hebert
2015-09-29 12:10:37 -04:00
parent b1cb177d45
commit 644cfe6a42
-20
View File
@@ -128,24 +128,6 @@ class PerformanceTracker(object):
risk.RiskMetricsCumulative(self.sim_params, self.env,
create_first_day_stats=True)
self.minute_performance = PerformancePeriod(
# initial cash is your capital base.
starting_cash=self.capital_base,
# the cumulative period will be calculated over the
# entire test.
period_open=self.period_start,
period_close=self.period_end,
# don't save the transactions for the cumulative
# period
keep_transactions=False,
keep_orders=False,
# don't serialize positions for cumualtive period
serialize_positions=False,
asset_finder=self.env.asset_finder,
)
self.minute_performance.position_tracker = self.position_tracker
self.perf_periods.append(self.minute_performance)
# this performance period will span the entire simulation from
# inception.
self.cumulative_performance = PerformancePeriod(
@@ -449,8 +431,6 @@ class PerformanceTracker(object):
todays_date = normalize_date(dt)
account = self.get_account(False)
self.minute_performance.rollover()
bench_returns = self.all_benchmark_returns.loc[todays_date:dt]
# cumulative returns
bench_since_open = (1. + bench_returns).prod() - 1