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ending values for portfolio, equity, and cash in cumulative were removed, because they are redundant to the same values in daily. Also removed starting cash, as it is unchanging and equal to the capital base.

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fawce
2012-04-08 21:09:42 -04:00
parent 237b42c11e
commit aa2bcdf83e
1 changed files with 2 additions and 6 deletions
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zipline/protocol.py
+2 -6
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@@ -636,8 +636,8 @@ def PERF_FRAME(perf):
'date' : EPOCH(date),
'returns' : tp['returns'],
'pnl' : tp['pnl'],
'market_value' : cp['ending_value'],
'portfolio_value' : cp['portfolio_value'],
'market_value' : tp['ending_value'],
'portfolio_value' : tp['portfolio_value'],
'starting_cash' : tp['starting_cash'],
'ending_cash' : tp['ending_cash'],
'capital_used' : tp['capital_used']
@@ -653,10 +653,6 @@ def PERF_FRAME(perf):
'max_drawdown' : risk['max_drawdown'],
'total_returns' : cp['returns'],
'pnl' : cp['pnl'],
'market_value' : cp['ending_value'],
'portfolio_value' : cp['portfolio_value'],
'starting_cash' : cp['starting_cash'],
'ending_cash' : cp['ending_cash'],
'capital_used' : cp['capital_used']
}