diff --git a/zipline/data/continuous_future_reader.py b/zipline/data/continuous_future_reader.py index ff170b6e..72f6518d 100644 --- a/zipline/data/continuous_future_reader.py +++ b/zipline/data/continuous_future_reader.py @@ -45,8 +45,6 @@ class ContinuousFutureSessionBarReader(SessionBarReader): # Get partitions partitions_by_asset = {} for asset in assets: - rolls_by_asset[asset] = rf.get_rolls( - asset.root_symbol, start_date, end_date, asset.offset) partitions = [] partitions_by_asset[asset] = partitions rolls = rolls_by_asset[asset]