097ac1ec8b3bcfe434ec9e200599b5552e3f6ff2,bt/algos.py,UpdateRisk,__call__,#UpdateRisk#Any#,2231

Before Change

    def __call__(self, target):
        // Set the unit risk on temp, so it can be used for hedging later
        target.temp.setdefault("unit_risk", {})[ self.measure ] = self.unit_risk
        self._set_risk_recursive( target, 0 )
        return True

After Change

            target.risks.loc[ target.now, self.measure ] = risk

    def __call__(self, target):
        unit_risk_frame = target.get_data("unit_risk")[ self.measure ]
        self._set_risk_recursive( target, 0, unit_risk_frame )
        return True

Instances