From 23fb5fa0837bbed249506e15aa41d02a8b921df6 Mon Sep 17 00:00:00 2001 From: fawce Date: Mon, 28 May 2012 15:25:44 -0400 Subject: [PATCH 1/2] cleanup --- zipline/finance/risk.py | 5 ++++- 1 file changed, 4 insertions(+), 1 deletion(-) diff --git a/zipline/finance/risk.py b/zipline/finance/risk.py index f54fcab9..af94b284 100644 --- a/zipline/finance/risk.py +++ b/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) From 13ccf169f13d3c0844ddff043f3ae2c1ef3d3c30 Mon Sep 17 00:00:00 2001 From: fawce Date: Mon, 28 May 2012 16:06:41 -0400 Subject: [PATCH 2/2] encoding epoch as an int, rather than float. --- zipline/utils/date_utils.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/zipline/utils/date_utils.py b/zipline/utils/date_utils.py index 3ac53bdd..801315b8 100644 --- a/zipline/utils/date_utils.py +++ b/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