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Merge branch 'master' of github.com:quantopian/zipline into fix_infinite_risk

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scottsanderson
2012-08-21 15:34:23 -04:00
parent f751f23c48 1479adf519
commit ccc80525bf
1 changed files with 6 additions and 1 deletions
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zipline/finance/performance.py
+6 -1
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@@ -166,6 +166,7 @@ class PerformanceTracker(object):
self.event_count = 0
self.last_dict = None
self.exceeded_max_loss = False
self.no_more_updates = False
self.results_socket = None
self.results_addr = None
@@ -203,9 +204,12 @@ class PerformanceTracker(object):
self.todays_performance.positions[sid] = Position(sid)
def update(self, event):
if event.dt == "DONE":
if self.no_more_updates:
return zp.ndict({'dt':0})
elif event.dt == "DONE":
event.perf_message = self.handle_simulation_end()
del event['TRANSACTION']
self.no_more_updates = True
return event
elif self.exceeded_max_loss:
# in case of max_loss, signal to downstream
@@ -213,6 +217,7 @@ class PerformanceTracker(object):
event.dt = "DONE"
event.perf_message = self.handle_simulation_end()
del event['TRANSACTION']
self.no_more_updates = True
return event
else:
event.perf_message = self.process_event(event)