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Merge pull request #1703 from quantopian/ceil-bugfix

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BUG: ceil returns float, int needed for array indexing
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Ana Ruelas
2017-03-08 11:35:31 -05:00
committed by GitHub
parent 2d1108fb7e 5d77a4bf94
commit 476e86a041
1 changed files with 1 additions and 1 deletions
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zipline/pipeline/factors/factor.py
+1 -1
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@@ -1642,7 +1642,7 @@ def winsorize(row, min_percentile, max_percentile):
lowidx = int(min_percentile * num)
a[idx[:lowidx]] = a[idx[lowidx]]
if max_percentile < 1:
upidx = ceil(num * max_percentile)
upidx = int(ceil(num * max_percentile))
# upidx could return as the length of the array, in this case
# no modification to the right tail is necessary.
if upidx < num: