diff --git a/zipline/data/resample.py b/zipline/data/resample.py index 98a878d4..38e4cb1d 100644 --- a/zipline/data/resample.py +++ b/zipline/data/resample.py @@ -54,8 +54,7 @@ def minute_to_session(minute_frame, calendar): """ how = OrderedDict((c, _MINUTE_TO_SESSION_OHCLV_HOW[c]) for c in minute_frame.columns) - return minute_frame.groupby(calendar.minute_to_session_label).agg( - how) + return minute_frame.groupby(calendar.minute_to_session_label).agg(how) class DailyHistoryAggregator(object):