diff --git a/zipline/pipeline/loaders/earnings_estimates.py b/zipline/pipeline/loaders/earnings_estimates.py index 896560c1..ccb7729e 100644 --- a/zipline/pipeline/loaders/earnings_estimates.py +++ b/zipline/pipeline/loaders/earnings_estimates.py @@ -424,6 +424,7 @@ class EarningsEstimatesLoader(PipelineLoader): out = {} # To optimize performance, only work below on assets that are # actually in the raw data. + import pdb; pdb.set_trace() assets_with_data = set(assets) & set(self.estimates[SID_FIELD_NAME]) last_per_qtr, stacked_last_per_qtr = self.get_last_data_per_qtr( assets_with_data, @@ -446,12 +447,14 @@ class EarningsEstimatesLoader(PipelineLoader): # Calculate all adjustments for the given quarter and accumulate # them for each column. - col_to_adjustments = self.get_adjustments(zero_qtr_data, - requested_qtr_data, - last_per_qtr, - dates, - assets_with_data, - columns) + col_to_adjustments = self.get_adjustments( + zero_qtr_data, + requested_qtr_data, + last_per_qtr, + dates, + requested_qtr_data.columns.levels[1], + columns + ) # Lookup the asset indexer once, this is so we can reindex # the assets returned into the assets requested for each column.