def calculate_information(self):
        return information_ratio(
            self.algorithm_volatility[self.latest_dt_loc],
            self.annualized_mean_returns_cont[self.latest_dt_loc],
            self.annualized_mean_benchmark_returns_cont[self.latest_dt_loc])
http://en.wikipedia.org/wiki/Information_ratio
dataset/ETHPy150Open quantopian/zipline/zipline/finance/risk/cumulative.py/RiskMetricsCumulative.calculate_information