diff --git a/zipline/data/treasuries.py b/zipline/data/treasuries.py index d0949b15..b5fe9a1d 100644 --- a/zipline/data/treasuries.py +++ b/zipline/data/treasuries.py @@ -26,9 +26,10 @@ def parse_treasury_csv_column(column): """ Parse a treasury CSV column into a more human-readable format. - Columns are start with 'RIFLGFC', followed by Y or M (year or month), - followed by a two-digit number, followed by _N.B. We only care about the - middle two entries which we turn into a string like 3month or 30year. + Columns start with 'RIFLGFC', followed by Y or M (year or month), followed + by a two-digit number signifying number of years/months, followed by _N.B. + We only care about the middle two entries, which we turn into a string like + 3month or 30year. """ column_re = re.compile( r"^(?PRIFLGFC)"