From aaf2fae2b82a6848982f64d35c6bb288e445ac29 Mon Sep 17 00:00:00 2001
From: fawce <fawce@quantopian.com>
Date: Thu, 5 Apr 2012 12:43:43 -0400
Subject: [PATCH] patched guard logic in max drawdown calculation. needs real
 work.

---
 zipline/component.py       | 9 ---------
 zipline/finance/risk.py    | 6 +++---
 zipline/finance/trading.py | 4 +++-
 3 files changed, 6 insertions(+), 13 deletions(-)

diff --git a/zipline/component.py b/zipline/component.py
index 7f947ee9..0004051f 100644
--- a/zipline/component.py
+++ b/zipline/component.py
@@ -189,9 +189,6 @@ class Component(object):
 
         self.stop_tic = time.time()
 
-        # shouldn't block if we've done our job correctly
-        # self.context.term()
-
     def run(self, catch_exceptions=True):
         """
         Run the component.
@@ -214,12 +211,6 @@ class Component(object):
 
                 self.shutdown()
                 self.teardown_sockets()
-        #else:
-            #try:
-                #self._run()
-            #finally:
-                #self.shutdown()
-                #self.teardown_sockets()
 
     def working(self):
         """
diff --git a/zipline/finance/risk.py b/zipline/finance/risk.py
index 009ec884..918ad083 100644
--- a/zipline/finance/risk.py
+++ b/zipline/finance/risk.py
@@ -237,11 +237,11 @@ class RiskMetrics():
         compounded_returns = []
         cur_return = 0.0
         for r in self.algorithm_returns:
-            if(r != -1.0):
+            try:
                 cur_return = math.log(1.0 + r) + cur_return
             #this is a guard for a single day returning -100%
-            else:
-                qutil.LOGGER.warn("negative 100 percent return, zeroing the returns")
+            except ValueError:
+                qutil.LOGGER.warn("{cur} return, zeroing the returns".format(cur=cur_return))
                 cur_return = 0.0
             compounded_returns.append(cur_return)
 
diff --git a/zipline/finance/trading.py b/zipline/finance/trading.py
index 21848086..13d6d9ec 100644
--- a/zipline/finance/trading.py
+++ b/zipline/finance/trading.py
@@ -358,7 +358,8 @@ class TradingEnvironment(object):
         treasury_curves, 
         period_start=None, 
         period_end=None, 
-        capital_base=None
+        capital_base=None,
+        max_drawdown=None
     ):
     
         self.trading_days = []
@@ -370,6 +371,7 @@ class TradingEnvironment(object):
         self.period_end = period_end
         self.capital_base = capital_base
         self.period_trading_days = None
+        self.max_drawdown = max_drawdown
             
         for bm in benchmark_returns:
             self.trading_days.append(bm.date)