Merge pull request #471 from quantopian/add_risk_to_datapanel

ENH: risk measures in datapanel
quantopian · Jan 27, 2015 · 575abf7 · 575abf7
2 parents a5eefc7 + 9ccb2c5
commit 575abf7
Showing 1 changed file with 1 addition and 0 deletions.
diff --git a/zipline/algorithm.py b/zipline/algorithm.py
@@ -499,6 +499,7 @@ def _create_daily_stats(self, perfs):
                 perf['daily_perf'].update(
                     perf['daily_perf'].pop('recorded_vars')
                 )
+                perf['daily_perf'].update(perf['cumulative_risk_metrics'])
                 daily_perfs.append(perf['daily_perf'])
             else:
                 self.risk_report = perf