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MAINT: Factored out adjust_cash method in perf period

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with semantics unrelated to dividends/splits
This commit is contained in:
Richard Frank
2013-09-19 14:13:50 -04:00
parent 6da62a5a9f
commit e4d298f3a0
1 changed files with 6 additions and 4 deletions
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zipline/finance/performance.py
+6 -4
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@@ -731,18 +731,20 @@ class PerformancePeriod(object):
self.calculate_performance()
def handle_cash_payment(self, payment_amount):
self.period_cash_flow += payment_amount
self.cumulative_capital_used -= payment_amount
self.adjust_cash(payment_amount)
def handle_commission(self, commission):
# Deduct from our total cash pool.
negative_commission = math.copysign(commission.cost, -1.0)
self.handle_cash_payment(negative_commission)
self.adjust_cash(-commission.cost)
# Adjust the cost basis of the stock if we own it
if commission.sid in self.positions:
self.positions[commission.sid].\
adjust_commission_cost_basis(commission)
def adjust_cash(self, amount):
self.period_cash_flow += amount
self.cumulative_capital_used -= amount
def calculate_performance(self):
self.ending_value = self.calculate_positions_value()