1987
88%

Ran 29 Jul 2014 03:38PM UTC

Jobs 1

Files 64

Run time 42s

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Build # 1987

Build Type

Pull #378

travis-ci

Committed by

CaptainKanuk

Commit Message

BUG: Fixed random dips in returns as shown to user.

Previously the last sale price was not correctly being set on
positions when the transaction arrived before the trade event.
The last sale price was defaulted to zero and never updated. This resulted
in one holding stocks that were bough >>0 and now had value 0 from
the perspective of returns. The returns would display correctly again
when the next trade of that security happened. For most securities trading is
frequent enough that there's no issue, but for some illiquid ones it took
hours to fix itself.

Updated test_perf_tracking:TestPerformanceTracker.test_minute_tracker
This test was based on assuming that last_sale_price was zero,
allowing the sharpe ratio to be calculated. The sharpe ratio can no longer
be calculated for this specific tested scenario and the test has been changed
accordingly.

Pull Request Pull Request #378: BUG: Fixed random dips in returns as shown to user.

Run Details

4215 of 4807 relevant lines covered (87.68%)

0.88 hits per line

Uncovered Existing Lines

Lines	Coverage	∆	File
1	86.21	-3.45%	zipline/sources/data_source.py
1	98.91	-1.09%	zipline/sources/test_source.py
1	95.16	-1.61%	zipline/utils/test_utils.py
2	96.84	0.02%	zipline/finance/performance/period.py
2	93.9	0.23%	zipline/finance/performance/position.py

Jobs

ID	Job ID	Ran	Files	Coverage
1	1987.1	29 Jul 2014 03:38PM UTC	64	87.68	Travis Job 1987.1

Source Files on build 1987

Coverage	∆	File	Lines	Relevant	Covered	Missed	Hits/Line

quantopian / zipline / 1987
88%

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