diff --git a/zipline/finance/performance.py b/zipline/finance/performance.py index 5e9bc1b9..770baa45 100644 --- a/zipline/finance/performance.py +++ b/zipline/finance/performance.py @@ -20,16 +20,6 @@ Performance Tracking +-----------------+----------------------------------------------------+ | started_at | datetime in utc marking the start of this test | +-----------------+----------------------------------------------------+ - | last_close | The most recent close of the market. datetime in | - | | pytz.utc timezone. Will always be 23:59 on the | - | | date in UTC. The fact that the time may be on the | - | | next day in the exchange's local time is ignored | - +-----------------+----------------------------------------------------+ - | last_open | The most recent open of the market. datetime in | - | | pytz.utc timezone. Will always be 00:00 on the | - | | date in UTC. The fact that the time may be on the | - | | next day in the exchange's local time is ignored | - +-----------------+----------------------------------------------------+ | capital_base | The initial capital assumed for this tracker. | +-----------------+----------------------------------------------------+ | cumulative_perf | A dictionary representing the cumulative | @@ -108,6 +98,13 @@ Performance Period +---------------+------------------------------------------------------+ | max_leverage | The maximum leverage used during the period. | +---------------+------------------------------------------------------+ + | period_close | The last close of the market in period. datetime in | + | | pytz.utc timezone. | + +---------------+------------------------------------------------------+ + | period_open | The first open of the market in period. datetime in | + | | pytz.utc timezone. | + +---------------+------------------------------------------------------+ + """