Accessing period risk metrics with zipline?

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evgeny

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May 5, 2015, 9:29:59 AM5/5/15
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Hi,

I want my algo on zipline to accumulate enough history, the problem is that perf_tracker.cumulative_risk_metrics uses waiting period to calculate risk metrics as well as actual trading period

I tried using this:

env = trading.SimulationParameters(start1, end1)  
zp.finance.risk.RiskMetricsPeriod(start1,end1,results['returns'])  

But it returns this:
Mismatch between benchmark_returns (251) and algorithm_returns (252) in range 2014-01-01 00:00:00+00:00 :2015-01-05 00:00:00+00:00

Is there a way to set the start date for .cumulative_risk_metrics or proper example of using RiskMetricsPeriod?

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