From aa2bcdf83ef0a828387c32b4f13b403cd6f29a75 Mon Sep 17 00:00:00 2001 From: fawce Date: Sun, 8 Apr 2012 21:09:42 -0400 Subject: [PATCH] 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. --- zipline/protocol.py | 8 ++------ 1 file changed, 2 insertions(+), 6 deletions(-) diff --git a/zipline/protocol.py b/zipline/protocol.py index eb6f7271..f8db09bc 100644 --- a/zipline/protocol.py +++ b/zipline/protocol.py @@ -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'] }