From 05903a2031b00ec6390cecc4a2462fb7da82296a Mon Sep 17 00:00:00 2001 From: Delaney Granizo-Mackenzie Date: Wed, 17 Dec 2014 13:41:57 -0500 Subject: [PATCH] BUG: Assigned dtypes to the cumulative risk metrics DataFrame. --- zipline/finance/risk/cumulative.py | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/zipline/finance/risk/cumulative.py b/zipline/finance/risk/cumulative.py index 03f0b482..1d92afce 100644 --- a/zipline/finance/risk/cumulative.py +++ b/zipline/finance/risk/cumulative.py @@ -163,7 +163,8 @@ class RiskMetricsCumulative(object): self.latest_dt = cont_index[0] self.metrics = pd.DataFrame(index=cont_index, - columns=self.METRIC_NAMES) + columns=self.METRIC_NAMES, + dtype=float) self.drawdowns = pd.Series(index=cont_index) self.max_drawdowns = pd.Series(index=cont_index)