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fixed bug with date handling in risk report
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fawce committed Mar 15, 2012
1 parent 460e72a commit 930ec57
Showing 1 changed file with 11 additions and 10 deletions.
21 changes: 11 additions & 10 deletions zipline/finance/performance.py
Original file line number Diff line number Diff line change
Expand Up @@ -133,37 +133,38 @@ class PerformanceTracker():
"""

def __init__(self, period_start, period_end, capital_base, trading_environment):

def __init__(self, trading_environment):


self.trading_environment = trading_environment
self.trading_day = datetime.timedelta(hours = 6, minutes = 30)
self.calendar_day = datetime.timedelta(hours = 24)

self.period_start = period_start
self.period_end = period_end
self.period_start = self.trading_environment.period_start
self.period_end = self.trading_environment.period_end
self.market_open = self.period_start
self.market_close = self.market_open + self.trading_day
self.progress = 0.0
self.total_days = (self.period_end - self.period_start).days
self.day_count = 0
self.cumulative_capital_used = 0.0
self.max_capital_used = 0.0
self.capital_base = capital_base
self.trading_environment = trading_environment
self.capital_base = self.trading_environment.capital_base
self.returns = []
self.txn_count = 0
self.event_count = 0
self.result_stream = None

self.cumulative_performance = PerformancePeriod(
{},
capital_base,
starting_cash = capital_base
self.capital_base,
starting_cash = self.capital_base
)

self.todays_performance = PerformancePeriod(
{},
capital_base,
starting_cash = capital_base
self.capital_base,
starting_cash = self.capital_base
)


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