MAINT: Use sim_params for risk metrics init.

Prepare for adding emission_rate in risk metrics logic.
This commit is contained in:
Eddie Hebert
2013-04-25 15:30:34 -04:00
parent d067f13ba8
commit fd6c71286d
3 changed files with 13 additions and 7 deletions
+4 -1
View File
@@ -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 = []