Merge pull request #55 from quantopian/fawce_alpha1

Fawce alpha1

zipline/finance/risk.py

@@ -308,7 +308,10 @@ class RiskMetrics():
 
             message = "no rate for end date = {dt} and term = {term}. Check \
             that date doesn't exceed treasury history range."
-            message = message.format(dt=self.end_date,term=self.treasury_duration)
+            message = message.format(
+                    dt=self.end_date,
+                    term=self.treasury_duration
+            )
             raise Exception(message)
 
 

zipline/utils/date_utils.py

@@ -44,10 +44,10 @@ def EPOCH(utc_datetime):
     delta = utc_datetime - UNIX_EPOCH
     seconds = delta.total_seconds()
     ms = seconds * 1000
-    return ms
+    return int(ms)
 
 def UN_EPOCH(ms_since_epoch):
-    seconds_since_epoch = ms_since_epoch / 1000
+    seconds_since_epoch = float(ms_since_epoch) / 1000.0
     delta = timedelta(seconds = seconds_since_epoch)
     dt = UNIX_EPOCH + delta
     return dt