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?