diff --git a/zipline/finance/performance.py b/zipline/finance/performance.py index a282b434..0a7de692 100644 --- a/zipline/finance/performance.py +++ b/zipline/finance/performance.py @@ -187,7 +187,8 @@ class PerformanceTracker(object): self.capital_base, # the cumulative period will be calculated over the entire test. self.period_start, - self.period_end + self.period_end, + keep_transactions=False, ) # this performance period will span just the current market day @@ -445,7 +446,7 @@ class PerformancePeriod(object): starting_cash, period_open=None, period_close=None, - keep_transactions=False): + keep_transactions=True): self.period_open = period_open self.period_close = period_close