diff --git a/zipline/modelling/engine.py b/zipline/modelling/engine.py index 06f98e5d..1fc77720 100644 --- a/zipline/modelling/engine.py +++ b/zipline/modelling/engine.py @@ -149,10 +149,10 @@ class NoOpFFCEngine(FFCEngine): FFCEngine that doesn't do anything. """ - def factor_matrix(self, terms, start, end): + def factor_matrix(self, terms, start_date, end_date): return DataFrame( index=MultiIndex.from_product( - [date_range(start=start, end=end, freq='D'), ()], + [date_range(start=start_date, end=end_date, freq='D'), ()], ), columns=sorted(terms.keys()) )