Merge pull request #735 from quantopian/remove-minute-performance

MAINT: Remove unused minute performance period.
robincc · Oct 1, 2015 · 39fff4a · 39fff4a
2 parents a4da276 + 644cfe6
commit 39fff4a
Showing 1 changed file with 0 additions and 20 deletions.
diff --git a/zipline/finance/performance/tracker.py b/zipline/finance/performance/tracker.py
@@ -128,24 +128,6 @@ def __init__(self, sim_params, env):
                 risk.RiskMetricsCumulative(self.sim_params, self.env,
                                            create_first_day_stats=True)
 
-            self.minute_performance = PerformancePeriod(
-                # initial cash is your capital base.
-                starting_cash=self.capital_base,
-                # the cumulative period will be calculated over the
-                # entire test.
-                period_open=self.period_start,
-                period_close=self.period_end,
-                # don't save the transactions for the cumulative
-                # period
-                keep_transactions=False,
-                keep_orders=False,
-                # don't serialize positions for cumualtive period
-                serialize_positions=False,
-                asset_finder=self.env.asset_finder,
-            )
-            self.minute_performance.position_tracker = self.position_tracker
-            self.perf_periods.append(self.minute_performance)
-
         # this performance period will span the entire simulation from
         # inception.
         self.cumulative_performance = PerformancePeriod(
@@ -449,8 +431,6 @@ def handle_minute_close(self, dt):
         todays_date = normalize_date(dt)
         account = self.get_account(False)
 
-        self.minute_performance.rollover()
-
         bench_returns = self.all_benchmark_returns.loc[todays_date:dt]
         # cumulative returns
         bench_since_open = (1. + bench_returns).prod() - 1