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MAINT: Using dictionary literal syntax and combining lines

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This commit is contained in:
Richard Frank
2014-03-24 13:46:44 -04:00
parent 3eb810ad97
commit bb50d996ed
1 changed files with 11 additions and 19 deletions
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zipline/finance/risk/cumulative.py
+11 -19
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@@ -302,10 +302,8 @@ algorithm_returns ({algo_count}) in range {start} : {end} on {dt}"
self.start_date,
treasury_end
)
self.daily_treasury[treasury_end] =\
treasury_period_return
self.treasury_period_return = \
self.daily_treasury[treasury_end]
self.daily_treasury[treasury_end] = treasury_period_return
self.treasury_period_return = self.daily_treasury[treasury_end]
self.excess_returns[self.latest_dt] = (
self.algorithm_cumulative_returns[self.latest_dt]
-
@@ -341,33 +339,27 @@ algorithm_returns ({algo_count}) in range {start} : {end} on {dt}"
period_label = dt.strftime("%Y-%m")
rval = {
'trading_days': len(self.algorithm_returns),
'benchmark_volatility':
self.metrics.benchmark_volatility[dt],
'algo_volatility':
self.metrics.algorithm_volatility[dt],
'benchmark_volatility': self.metrics.benchmark_volatility[dt],
'algo_volatility': self.metrics.algorithm_volatility[dt],
'treasury_period_return': self.treasury_period_return,
# Though the two following keys say period return,
# they would be more accurately called the cumulative return.
# However, the keys need to stay the same, for now, for backwards
# compatibility with existing consumers.
'algorithm_period_return':
self.algorithm_cumulative_returns[dt],
'benchmark_period_return':
self.benchmark_cumulative_returns[dt],
'algorithm_period_return': self.algorithm_cumulative_returns[dt],
'benchmark_period_return': self.benchmark_cumulative_returns[dt],
'beta': self.metrics.beta[dt],
'alpha': self.metrics.alpha[dt],
'sharpe': self.metrics.sharpe[dt],
'sortino': self.metrics.sortino[dt],
'information': self.metrics.information[dt],
'excess_return': self.excess_returns[dt],
'max_drawdown': self.max_drawdown,
'period_label': period_label
}
rval['sharpe'] = self.metrics.sharpe[dt]
rval['sortino'] = self.metrics.sortino[dt]
rval['information'] = self.metrics.information[dt]
return {k: None
if check_entry(k, v)
else v for k, v in iteritems(rval)}
return {k: (None if check_entry(k, v) else v)
for k, v in iteritems(rval)}
def __repr__(self):
statements = []