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BUG: cum_perfs defined but not used.
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@@ -319,7 +319,6 @@ class TradingAlgorithm(object):
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def _create_daily_stats(self, perfs):
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# create daily and cumulative stats dataframe
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daily_perfs = []
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cum_perfs = []
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# TODO: the loop here could overwrite expected properties
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# of daily_perf. Could potentially raise or log a
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# warning.
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