7031
88%

Ran 01 Aug 2016 04:27PM UTC

Jobs 4

Files 157

Run time 11min

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Build # 7031

Build Type

Pull #1359

travis-ci

Committed by

web-flow

Commit Message

MAINT: Refactor application of capital changes

Previously, on the dt of a capital change, we use the un-updated
prices to find the ending performance of the previous subperiod and
then got the new prices to determine the portfolio value used to
calculate the delta, without actually updating the performance
before applying the capital change. This logic is confusing and
unintuitive. Instead, save the ending performance as we do previously,
but have temp values for the starting current subperiod value.
Update those temp values after processing the capital change

Pull Request Pull Request #1359: MAINT: Refactor application of capital changes

Run Details

10965 of 12819 relevant lines covered (85.54%)

3.42 hits per line

Jobs

ID	Job ID	Ran	Files	Coverage
1	7031.1 (PANDAS_VERSION=0.16.1 NUMPY_VERSION=1.9.2 SCIPY_VERSION=0.15.1)	01 Aug 2016 04:27PM UTC	157	85.48	Travis Job 7031.1
2	7031.2 (PANDAS_VERSION=0.17.1 NUMPY_VERSION=1.10.4 SCIPY_VERSION=0.16.1)	01 Aug 2016 04:29PM UTC	157	85.47	Travis Job 7031.2
3	7031.3 (PANDAS_VERSION=0.16.1 NUMPY_VERSION=1.9.2 SCIPY_VERSION=0.15.1)	01 Aug 2016 04:28PM UTC	157	85.43	Travis Job 7031.3
4	7031.4 (PANDAS_VERSION=0.17.1 NUMPY_VERSION=1.10.4 SCIPY_VERSION=0.16.1)	01 Aug 2016 04:38PM UTC	157	85.42	Travis Job 7031.4

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