diff --git a/zipline/pipeline/factors/technical.py b/zipline/pipeline/factors/technical.py index b6e10d24..0d03e9c7 100644 --- a/zipline/pipeline/factors/technical.py +++ b/zipline/pipeline/factors/technical.py @@ -653,7 +653,8 @@ class TrueRange(CustomFactor): Indicates the true degree of daily price change in an underlying. """ - inputs = (USEquityPricing.high, USEquityPricing.low, USEquityPricing.close, ) + inputs = (USEquityPricing.high, USEquityPricing.low, + USEquityPricing.close, ) window_length = 2 def compute(self, today, assets, out, highs, lows, closes):