From 5bea92fc2ff094114b082191d5574f77eba985f2 Mon Sep 17 00:00:00 2001 From: Shadi Akiki Date: Mon, 13 Feb 2017 13:15:11 +0200 Subject: [PATCH] BUG: use integer division for index so that pandas indexing doesnt fail --- zipline/data/minute_bars.py | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/zipline/data/minute_bars.py b/zipline/data/minute_bars.py index 8a76a01c..76930311 100644 --- a/zipline/data/minute_bars.py +++ b/zipline/data/minute_bars.py @@ -549,7 +549,9 @@ class BcolzMinuteBarWriter(object): with open(sizes_path, mode='r') as f: sizes = f.read() data = json.loads(sizes) - num_days = data['shape'][0] / self._minutes_per_day + # use integer division so that the result is an int + # for pandas index later https://github.com/pandas-dev/pandas/blob/master/pandas/tseries/base.py#L247 # noqa + num_days = data['shape'][0] // self._minutes_per_day if num_days == 0: # empty container return pd.NaT