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fixed bug with date handling in risk report
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@@ -133,13 +133,15 @@ class PerformanceTracker():
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"""
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def __init__(self, period_start, period_end, capital_base, trading_environment):
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def __init__(self, trading_environment):
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self.trading_environment = trading_environment
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self.trading_day = datetime.timedelta(hours = 6, minutes = 30)
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self.calendar_day = datetime.timedelta(hours = 24)
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self.period_start = period_start
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self.period_end = period_end
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self.period_start = self.trading_environment.period_start
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self.period_end = self.trading_environment.period_end
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self.market_open = self.period_start
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self.market_close = self.market_open + self.trading_day
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self.progress = 0.0
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@@ -147,8 +149,7 @@ class PerformanceTracker():
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self.day_count = 0
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self.cumulative_capital_used = 0.0
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self.max_capital_used = 0.0
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self.capital_base = capital_base
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self.trading_environment = trading_environment
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self.capital_base = self.trading_environment.capital_base
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self.returns = []
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self.txn_count = 0
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self.event_count = 0
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@@ -156,14 +157,14 @@ class PerformanceTracker():
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self.cumulative_performance = PerformancePeriod(
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{},
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capital_base,
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starting_cash = capital_base
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self.capital_base,
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starting_cash = self.capital_base
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)
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self.todays_performance = PerformancePeriod(
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{},
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capital_base,
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starting_cash = capital_base
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self.capital_base,
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starting_cash = self.capital_base
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)
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