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MAINT: Fixes comment about returned performance types.
The simulator had been changed to return dictionary objects instead of ndicts.
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@@ -220,7 +220,7 @@ class TradingAlgorithm(object):
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self.gen = self._create_generator(self.sim_params)
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# loop through simulated_trading, each iteration returns a
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# perf ndict
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# perf dictionary
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perfs = list(self.gen)
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# convert perf ndict to pandas dataframe
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