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