From 9bc40563b798c5feacadf2608f152c041d5ca1be Mon Sep 17 00:00:00 2001 From: Eddie Hebert Date: Thu, 9 Apr 2015 14:43:19 -0400 Subject: [PATCH] MAINT: Remove unused returns vector from perf tracker. The returns Series in the perf tracker appears to be vestigial, so remove. --- zipline/finance/performance/tracker.py | 7 +------ 1 file changed, 1 insertion(+), 6 deletions(-) diff --git a/zipline/finance/performance/tracker.py b/zipline/finance/performance/tracker.py index 621f131f..a584116c 100644 --- a/zipline/finance/performance/tracker.py +++ b/zipline/finance/performance/tracker.py @@ -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,