diff --git a/zipline/finance/risk.py b/zipline/finance/risk.py index 144470c2..a049c717 100644 --- a/zipline/finance/risk.py +++ b/zipline/finance/risk.py @@ -317,7 +317,6 @@ class RiskMetricsBase(object): x.date <= returns[-1].date ] - self.runonce = True self.algorithm_returns = self.mask_returns_to_period(returns) self.benchmark_returns = self.mask_returns_to_period(benchmark_returns) self.calculate_metrics() @@ -342,7 +341,6 @@ class RiskMetricsBase(object): end=self.end_date ) raise Exception(message) - self.runonce = False self.num_trading_days = len(self.benchmark_returns) self.benchmark_volatility = self.calculate_volatility(