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MAINT: Use DataFrame for more risk metrics.

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Use metrics DataFrame for alpha, beta, as previously with sharpe.
This commit is contained in:
Eddie Hebert
2013-09-19 21:55:28 -04:00
parent 29a80c2f98
commit 70bcfff289
2 changed files with 16 additions and 13 deletions
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tests/test_minute_risk.py
+2 -2
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@@ -50,8 +50,8 @@ class TestMinuteRisk(unittest.TestCase):
risk_metrics.update(first_dt, 1.0, 2.0)
self.assertEquals(1, len(risk_metrics.alpha))
self.assertEquals(1, len(risk_metrics.metrics.alpha.valid()))
risk_metrics.update(second_dt, 3.0, 4.0)
self.assertEquals(2, len(risk_metrics.alpha))
self.assertEquals(2, len(risk_metrics.metrics.alpha.valid()))