diff --git a/zipline/transforms/stddev.py b/zipline/transforms/stddev.py index aeaf8c40..49648392 100644 --- a/zipline/transforms/stddev.py +++ b/zipline/transforms/stddev.py @@ -17,6 +17,8 @@ from numbers import Number from collections import defaultdict from math import sqrt +import numpy as np + from zipline.transforms.utils import EventWindow, TransformMeta @@ -109,5 +111,8 @@ class MovingStandardDevWindow(EventWindow): average = self.sum / len(self) s_squared = (self.sum_sqr - self.sum * average) \ / (len(self) - 1) + + if np.allclose(0, s_squared): + return 0.0 stddev = sqrt(s_squared) return stddev