wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-07-04 15:38:44 +08:00
Code Issues Packages Projects Releases Wiki Activity

updated performance to be trade by trade.

Browse Source
This commit is contained in:
fawce
2012-06-07 13:53:45 -04:00
parent ba9374e6e9
commit 6d8a786214
1 changed files with 3 additions and 3 deletions
Download Patch File Download Diff File Expand all files Collapse all files
zipline/finance/performance.py
+3 -3
View File
@@ -247,12 +247,12 @@ class PerformanceTracker(object):
self.cumulative_performance.update_last_sale(event)
self.todays_performance.update_last_sale(event)
def handle_market_close(self):
#calculate performance as of last trade
self.cumulative_performance.calculate_performance()
self.todays_performance.calculate_performance()
def handle_market_close(self):
# add the return results from today to the list of DailyReturn objects.
todays_date = self.market_close.replace(hour=0, minute=0, second=0)
todays_return_obj = risk.DailyReturn(
@@ -503,7 +503,7 @@ class PerformancePeriod(object):
'capital_used' : self.period_capital_used,
'starting_value' : self.starting_value,
'starting_cash' : self.starting_cash,
'ending_cash' : self.ending_cash,
'cash' : self.ending_cash,
'portfolio_value' : self.ending_cash + self.ending_value,
'cumulative_capital_used' : self.cumulative_capital_used,
'max_capital_used' : self.max_capital_used,