From 71f03e9537635adbab9d563f34dfc55855f70f64 Mon Sep 17 00:00:00 2001 From: Eddie Hebert Date: Mon, 7 Oct 2013 12:01:47 -0400 Subject: [PATCH] BUG: Ensure loading benchmarks include latest dates. The Series `.append` does not update in-place, assign the value to `saved_benchmarks` so that we update the newest benchmarks. --- zipline/data/loader.py | 5 ++--- 1 file changed, 2 insertions(+), 3 deletions(-) diff --git a/zipline/data/loader.py b/zipline/data/loader.py index 0900a11d..6e0ea68e 100644 --- a/zipline/data/loader.py +++ b/zipline/data/loader.py @@ -124,7 +124,7 @@ def update_benchmarks(symbol, last_date): for daily_return in get_benchmark_returns(symbol, start_date=start): # Not ideal but massaging data into expected format benchmark = pd.Series({daily_return.date: daily_return.returns}) - saved_benchmarks.append(benchmark) + saved_benchmarks = saved_benchmarks.append(benchmark) datafile = get_datafile(get_benchmark_filename(symbol), mode='wb') saved_benchmarks.to_csv(datafile) @@ -164,8 +164,7 @@ Fetching data from Yahoo Finance. benchmark_returns = update_benchmarks(bm_symbol, last_bm_date) else: benchmark_returns = saved_benchmarks - - benchmark_returns = benchmark_returns.tz_localize('UTC') + benchmark_returns = benchmark_returns.tz_localize('UTC') bm_returns = [] for dt, returns in benchmark_returns.iterkv():