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MAINT: Revert slice into returns containers instead of using .valid()

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Backing out slice vs. valid(), because of an incompatiblity with
starting a minutely emitted session mid-day, since the midday start
date is not yet wired through SimulationParameters.
This commit is contained in:
Eddie Hebert
2013-05-08 18:29:49 -04:00
parent ad06acd49d
commit c0acbe2bc1
1 changed files with 2 additions and 2 deletions
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zipline/finance/risk.py
+2 -2
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@@ -615,10 +615,10 @@ class RiskMetricsIterative(RiskMetricsBase):
def update(self, dt, algorithm_returns, benchmark_returns):
self.algorithm_returns_cont[dt] = algorithm_returns
self.algorithm_returns = self.algorithm_returns_cont[:dt]
self.algorithm_returns = self.algorithm_returns_cont.valid()
self.benchmark_returns_cont[dt] = benchmark_returns
self.benchmark_returns = self.benchmark_returns_cont[:dt]
self.benchmark_returns = self.benchmark_returns_cont.valid()
self.num_trading_days = len(self.algorithm_returns)