added cumulative risk measures to the

datapanel produced from perf frames.
2026-06-30 17:05:35 +08:00 · 2015-01-22 22:31:40 -05:00
parent ec055b62bc
commit 9ccb2c571f
1 changed files with 1 additions and 0 deletions
@@ -499,6 +499,7 @@ class TradingAlgorithm(object):
                perf['daily_perf'].update(
                    perf['daily_perf'].pop('recorded_vars')
                )
+                perf['daily_perf'].update(perf['cumulative_risk_metrics'])
                daily_perfs.append(perf['daily_perf'])
            else:
                self.risk_report = perf