diff --git a/zipline/finance/performance/tracker.py b/zipline/finance/performance/tracker.py index 3db80d2d..f954ef56 100644 --- a/zipline/finance/performance/tracker.py +++ b/zipline/finance/performance/tracker.py @@ -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