properly break out of loop when we hit max drawdown

2026-07-08 01:52:47 +08:00 · 2012-08-21 14:39:32 -04:00
parent 0bd41c8db2
commit ceb1061d87
1 changed files with 1 additions and 0 deletions
@@ -259,6 +259,7 @@ class AlgorithmSimulator(object):
                if date == 'DONE':
                    for event in snapshot:
                        yield event.perf_message
+                    break

                # We're still in the warmup period.  Use the event to
                # update our universe, but don't yield any perf messages,