From 00ebae7729fce90a468687e0aa17d29d657cffa7 Mon Sep 17 00:00:00 2001 From: Eddie Hebert Date: Fri, 11 Nov 2016 11:09:02 -0500 Subject: [PATCH] MAINT: Remove duplicate get_rolls in reader. The rolls are already calculated and assigned to `rolls_by_asset` earlier in the `load_raw_arrays` method, so remove the duplication. The change should not affect results. --- zipline/data/continuous_future_reader.py | 2 -- 1 file changed, 2 deletions(-) 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]