fixed bug with date handling in risk report

This commit is contained in:
fawce
2012-03-15 16:52:44 -04:00
parent 460e72ac7f
commit 930ec57269
+11 -10
View File
@@ -133,13 +133,15 @@ class PerformanceTracker():
"""
def __init__(self, period_start, period_end, capital_base, trading_environment):
def __init__(self, trading_environment):
self.trading_environment = trading_environment
self.trading_day = datetime.timedelta(hours = 6, minutes = 30)
self.calendar_day = datetime.timedelta(hours = 24)
self.period_start = period_start
self.period_end = period_end
self.period_start = self.trading_environment.period_start
self.period_end = self.trading_environment.period_end
self.market_open = self.period_start
self.market_close = self.market_open + self.trading_day
self.progress = 0.0
@@ -147,8 +149,7 @@ class PerformanceTracker():
self.day_count = 0
self.cumulative_capital_used = 0.0
self.max_capital_used = 0.0
self.capital_base = capital_base
self.trading_environment = trading_environment
self.capital_base = self.trading_environment.capital_base
self.returns = []
self.txn_count = 0
self.event_count = 0
@@ -156,14 +157,14 @@ class PerformanceTracker():
self.cumulative_performance = PerformancePeriod(
{},
capital_base,
starting_cash = capital_base
self.capital_base,
starting_cash = self.capital_base
)
self.todays_performance = PerformancePeriod(
{},
capital_base,
starting_cash = capital_base
self.capital_base,
starting_cash = self.capital_base
)