From d4874019891953eeabe4f77155f3c508cc676975 Mon Sep 17 00:00:00 2001 From: Richard Frank Date: Mon, 15 Apr 2013 16:53:49 -0400 Subject: [PATCH] BUG: Perf tracker should emit perf messages only for TRADE events --- zipline/finance/performance.py | 7 ++++--- 1 file changed, 4 insertions(+), 3 deletions(-) diff --git a/zipline/finance/performance.py b/zipline/finance/performance.py index a5761eba..630cf9b8 100644 --- a/zipline/finance/performance.py +++ b/zipline/finance/performance.py @@ -230,9 +230,10 @@ class PerformanceTracker(object): for event in snapshot: self.process_event(event) - event.perf_messages = [self.to_dict()] - event.portfolio = self.get_portfolio() - new_snapshot.append(event) + if event.type == zp.DATASOURCE_TYPE.TRADE: + event.perf_messages = [self.to_dict()] + event.portfolio = self.get_portfolio() + new_snapshot.append(event) if new_snapshot: yield date, new_snapshot