From 6f9a03aa765177a0b9be9d5bbf98e4b6091f4654 Mon Sep 17 00:00:00 2001 From: Eddie Hebert Date: Wed, 2 Oct 2013 15:57:00 -0400 Subject: [PATCH] MAINT: Use return scalars in performance instead of object. Remove another case of creating a DailyReturn object, in favor of passing the return scalar directly to the risk module. --- zipline/finance/performance/tracker.py | 10 +++------- 1 file changed, 3 insertions(+), 7 deletions(-) diff --git a/zipline/finance/performance/tracker.py b/zipline/finance/performance/tracker.py index c4f2b5cd..58dc6de4 100644 --- a/zipline/finance/performance/tracker.py +++ b/zipline/finance/performance/tracker.py @@ -320,17 +320,13 @@ class PerformanceTracker(object): self.cumulative_performance.update_dividends(todays_date) self.todays_performance.update_dividends(todays_date) - todays_return_obj = zp.DailyReturn( - todays_date, - self.todays_performance.returns - ) self.returns[todays_date] = self.todays_performance.returns # update risk metrics for cumulative performance self.cumulative_risk_metrics.update( - todays_return_obj.date, - todays_return_obj.returns, - self.all_benchmark_returns[todays_return_obj.date]) + todays_date, + self.todays_performance.returns, + self.all_benchmark_returns[todays_date]) # increment the day counter before we move markers forward. self.day_count += 1.0