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MAINT: Remove unused returns vector from perf tracker.
The returns Series in the perf tracker appears to be vestigial, so remove.
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@@ -1,5 +1,5 @@
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#
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# Copyright 2013 Quantopian, Inc.
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# Copyright 2015 Quantopian, Inc.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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@@ -183,7 +183,6 @@ class PerformanceTracker(object):
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self.perf_periods.append(self.todays_performance)
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self.saved_dt = self.period_start
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self.returns = pd.Series(index=self.trading_days)
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# one indexed so that we reach 100%
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self.day_count = 0.0
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self.txn_count = 0
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@@ -411,7 +410,6 @@ class PerformanceTracker(object):
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# calculations and update dividends for the next day.
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if dt == self.market_close:
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self.check_upcoming_dividends(todays_date)
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self.returns[todays_date] = self.todays_performance.returns
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def handle_intraday_market_close(self, new_mkt_open, new_mkt_close):
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"""
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@@ -436,9 +434,6 @@ class PerformanceTracker(object):
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self.update_performance()
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completed_date = normalize_date(self.market_close)
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# add the return results from today to the returns series
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self.returns[completed_date] = self.todays_performance.returns
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# update risk metrics for cumulative performance
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self.cumulative_risk_metrics.update(
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completed_date,
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