MAINT: Use sim_params for risk metrics init.

Prepare for adding emission_rate in risk metrics logic.

tests/test_risk_compare_batch_iterative.py

@@ -23,6 +23,7 @@ import pandas as pd
 
 import zipline.finance.risk as risk
 import zipline.finance.trading as trading
+from zipline.finance.trading import SimulationParameters
 from zipline.protocol import DailyReturn
 
 from test_risk import RETURNS
@@ -63,7 +64,9 @@ class RiskCompareIterativeToBatch(unittest.TestCase):
         end_date = trading.environment.trading_days[
             start_index + len(RETURNS)]
 
-        risk_metrics_refactor = risk.RiskMetricsIterative(start_date, end_date)
+        sim_params = SimulationParameters(start_date, end_date)
+
+        risk_metrics_refactor = risk.RiskMetricsIterative(sim_params)
         todays_date = start_date
 
         cur_returns = []

zipline/finance/performance.py

@@ -161,8 +161,9 @@ class PerformanceTracker(object):
             trading.environment.get_open_and_close(first_day)
         self.total_days = self.sim_params.days_in_period
         self.capital_base = self.sim_params.capital_base
+        self.emission_rate = sim_params.emission_rate
         self.cumulative_risk_metrics = \
-            risk.RiskMetricsIterative(self.period_start, self.period_end)
+            risk.RiskMetricsIterative(self.sim_params)
         self.emission_rate = sim_params.emission_rate
 
         # Temporarily hold these here as we work on streaming benchmarks.

zipline/finance/risk.py

@@ -522,12 +522,14 @@ class RiskMetricsIterative(RiskMetricsBase):
         Call update() method on each dt to update the metrics.
     """
 
-    def __init__(self, start_date, end_date):
+    def __init__(self, sim_params):
         self.treasury_curves = trading.environment.treasury_curves
-        self.start_date = start_date.replace(hour=0, minute=0, second=0,
-                                             microsecond=0)
-        self.end_date = end_date.replace(hour=0, minute=0, second=0,
-                                         microsecond=0)
+        self.start_date = sim_params.period_start.replace(
+            hour=0, minute=0, second=0, microsecond=0
+        )
+        self.end_date = sim_params.period_end.replace(
+            hour=0, minute=0, second=0, microsecond=0
+        )
 
         all_trading_days = trading.environment.trading_days
         mask = ((all_trading_days >= self.start_date) &