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MAINT: Remove unused minute performance period.
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Minute performance period is no longer used. The minute risk containers,
which had been removed, were the last usage of the minute performance
period.
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Eddie Hebert committed Sep 29, 2015
1 parent b1cb177 commit 644cfe6
Showing 1 changed file with 0 additions and 20 deletions.
20 changes: 0 additions & 20 deletions zipline/finance/performance/tracker.py
Original file line number Diff line number Diff line change
Expand Up @@ -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(
Expand Down Expand Up @@ -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
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