MAINT: Remove unused returns vector from perf tracker.

The returns Series in the perf tracker appears to be vestigial, so
remove.
This commit is contained in:
Eddie Hebert
2015-04-09 14:43:19 -04:00
parent d578d5825e
commit 9bc40563b7
+1 -6
View File
@@ -1,5 +1,5 @@
#
# Copyright 2013 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.
@@ -183,7 +183,6 @@ class PerformanceTracker(object):
self.perf_periods.append(self.todays_performance)
self.saved_dt = self.period_start
self.returns = pd.Series(index=self.trading_days)
# one indexed so that we reach 100%
self.day_count = 0.0
self.txn_count = 0
@@ -411,7 +410,6 @@ class PerformanceTracker(object):
# calculations and update dividends for the next day.
if dt == self.market_close:
self.check_upcoming_dividends(todays_date)
self.returns[todays_date] = self.todays_performance.returns
def handle_intraday_market_close(self, new_mkt_open, new_mkt_close):
"""
@@ -436,9 +434,6 @@ class PerformanceTracker(object):
self.update_performance()
completed_date = normalize_date(self.market_close)
# add the return results from today to the returns series
self.returns[completed_date] = self.todays_performance.returns
# update risk metrics for cumulative performance
self.cumulative_risk_metrics.update(
completed_date,