From 9ccb2c571f0bcf45a2f57bd88fbf0cb3e21c627f Mon Sep 17 00:00:00 2001 From: fawce Date: Thu, 22 Jan 2015 22:31:40 -0500 Subject: [PATCH] added cumulative risk measures to the datapanel produced from perf frames. --- zipline/algorithm.py | 1 + 1 file changed, 1 insertion(+) diff --git a/zipline/algorithm.py b/zipline/algorithm.py index 349741ee..df29f5c9 100644 --- a/zipline/algorithm.py +++ b/zipline/algorithm.py @@ -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