diff --git a/zipline/finance/risk.py b/zipline/finance/risk.py index a346feb2..144470c2 100644 --- a/zipline/finance/risk.py +++ b/zipline/finance/risk.py @@ -396,7 +396,7 @@ class RiskMetricsBase(object): "algorithm_period_returns", "benchmark_period_returns", "excess_return", - "trading_days", + "num_trading_days", "benchmark_volatility", "algorithm_volatility", "sharpe",