From ceb1061d87da9042199de1ef8b36c579cf4f9a32 Mon Sep 17 00:00:00 2001 From: scottsanderson Date: Tue, 21 Aug 2012 14:39:32 -0400 Subject: [PATCH] properly break out of loop when we hit max drawdown --- zipline/gens/tradesimulation.py | 1 + 1 file changed, 1 insertion(+) diff --git a/zipline/gens/tradesimulation.py b/zipline/gens/tradesimulation.py index 3fdcc565..8c650dbc 100644 --- a/zipline/gens/tradesimulation.py +++ b/zipline/gens/tradesimulation.py @@ -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,