REF: Remove assetfinder from PerformancePeriod

This commit is contained in:
Jean Bredeche
2017-04-24 15:41:22 -04:00
parent 0b4b058065
commit fe84ff3582
3 changed files with 14 additions and 25 deletions
+2 -4
View File
@@ -139,7 +139,6 @@ class PerformancePeriod(object):
def __init__(
self,
starting_cash,
asset_finder,
data_frequency,
period_open=None,
period_close=None,
@@ -148,7 +147,6 @@ class PerformancePeriod(object):
serialize_positions=True,
name=None):
self.asset_finder = asset_finder
self.data_frequency = data_frequency
# Start and end of the entire period
@@ -362,7 +360,7 @@ class PerformancePeriod(object):
def handle_execution(self, txn):
self.cash_flow += self._calculate_execution_cash_flow(txn)
asset = self.asset_finder.retrieve_asset(txn.asset)
asset = txn.asset
if isinstance(asset, Future):
try:
old_price = self._payout_last_sale_prices[asset]
@@ -394,7 +392,7 @@ class PerformancePeriod(object):
try:
multiplier = self._execution_cash_flow_multipliers[txn.asset]
except KeyError:
asset = self.asset_finder.retrieve_asset(txn.asset)
asset = txn.asset
# Futures experience no cash flow on transactions
if isinstance(asset, Future):
multiplier = 0
-2
View File
@@ -140,7 +140,6 @@ class PerformanceTracker(object):
keep_orders=False,
# don't serialize positions for cumulative period
serialize_positions=False,
asset_finder=self.asset_finder,
name="Cumulative"
)
self.cumulative_performance.position_tracker = self.position_tracker
@@ -156,7 +155,6 @@ class PerformanceTracker(object):
keep_transactions=True,
keep_orders=True,
serialize_positions=True,
asset_finder=self.asset_finder,
name="Daily"
)
self.todays_performance.position_tracker = self.position_tracker