From 500f7067f0b87d4e32218bd361abc920de6521c0 Mon Sep 17 00:00:00 2001 From: Scott Sanderson Date: Fri, 5 Aug 2016 19:32:56 -0400 Subject: [PATCH] MAINT: Use df.resample().apply(). --- zipline/data/resample.py | 3 +-- 1 file changed, 1 insertion(+), 2 deletions(-) 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):