MAINT: Pass leverage instead of account to risk.

The only value used in the account is leverage, so pass the leverage
value directly.

Also, remove account from risk init, since it is not used.

tests/risk/test_risk_cumulative.py

@@ -1,5 +1,5 @@
 #
-# Copyright 2014 Quantopian, Inc.
+# Copyright 2015 Quantopian, Inc.
 #
 # Licensed under the Apache License, Version 2.0 (the "License");
 # you may not use this file except in compliance with the License.
@@ -67,7 +67,7 @@ class TestRisk(unittest.TestCase):
             self.cumulative_metrics_06.update(dt,
                                               returns['Algorithm Returns'],
                                               returns['Benchmark Returns'],
-                                              {'leverage': 0.0})
+                                              0.0)
 
     def test_algorithm_volatility_06(self):
         algo_vol_answers = answer_key.RISK_CUMULATIVE.volatility

zipline/finance/performance/tracker.py

@@ -436,7 +436,7 @@ class PerformanceTracker(object):
         self.cumulative_risk_metrics.update(todays_date,
                                             self.todays_performance.returns,
                                             bench_since_open,
-                                            account)
+                                            account.leverage)
 
         minute_packet = self.to_dict(emission_type='minute')
 
@@ -461,7 +461,7 @@ class PerformanceTracker(object):
             completed_date,
             self.todays_performance.returns,
             self.all_benchmark_returns[completed_date],
-            account)
+            account.leverage)
 
         return self._handle_market_close(completed_date)
 

zipline/finance/risk/cumulative.py

@@ -91,8 +91,7 @@ class RiskMetricsCumulative(object):
     )
 
     def __init__(self, sim_params, env,
-                 create_first_day_stats=False,
-                 account=None):
+                 create_first_day_stats=False):
         self.treasury_curves = env.treasury_curves
         self.start_date = sim_params.period_start.replace(
             hour=0, minute=0, second=0, microsecond=0
@@ -172,7 +171,7 @@ class RiskMetricsCumulative(object):
 
         self.num_trading_days = 0
 
-    def update(self, dt, algorithm_returns, benchmark_returns, account):
+    def update(self, dt, algorithm_returns, benchmark_returns, leverage):
         # Keep track of latest dt for use in to_dict and other methods
         # that report current state.
         self.latest_dt = dt
@@ -236,7 +235,7 @@ class RiskMetricsCumulative(object):
         self.annualized_mean_benchmark_returns = \
             self.annualized_mean_benchmark_returns_cont[:dt_loc + 1]
 
-        self.algorithm_cumulative_leverages_cont[dt_loc] = account['leverage']
+        self.algorithm_cumulative_leverages_cont[dt_loc] = leverage
         self.algorithm_cumulative_leverages = \
             self.algorithm_cumulative_leverages_cont[:dt_loc + 1]