From 930ec57269334c05f878bf2d0dac073b9347f947 Mon Sep 17 00:00:00 2001 From: fawce Date: Thu, 15 Mar 2012 16:52:44 -0400 Subject: [PATCH] fixed bug with date handling in risk report --- zipline/finance/performance.py | 21 +++++++++++---------- 1 file changed, 11 insertions(+), 10 deletions(-) diff --git a/zipline/finance/performance.py b/zipline/finance/performance.py index ada03fcd..3a80171d 100644 --- a/zipline/finance/performance.py +++ b/zipline/finance/performance.py @@ -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 )