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MAINT: Use date range in example that that has 1 Month curves.

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So that the 1-Month Sharpe ratio has a curve to use during calculation,
use data from 2002, since the Treasury returns 1 Month data starting
in July, 2001.
This commit is contained in:
Eddie Hebert
2014-01-09 13:38:16 -05:00
parent 7f943e94a3
commit 770d8b4e29
1 changed files with 2 additions and 2 deletions
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zipline/examples/dual_moving_average.py
+2 -2
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@@ -67,8 +67,8 @@ class DualMovingAverage(TradingAlgorithm):
sell=self.sell)
if __name__ == '__main__':
start = datetime(1990, 1, 1, 0, 0, 0, 0, pytz.utc)
end = datetime(1991, 1, 1, 0, 0, 0, 0, pytz.utc)
start = datetime(2002, 1, 1, 0, 0, 0, 0, pytz.utc)
end = datetime(2003, 1, 1, 0, 0, 0, 0, pytz.utc)
data = load_from_yahoo(stocks=['AAPL'], indexes={}, start=start,
end=end)