From 770d8b4e29f5bd102c5ca042bed6bdcf0dd6ba39 Mon Sep 17 00:00:00 2001 From: Eddie Hebert Date: Thu, 9 Jan 2014 13:38:16 -0500 Subject: [PATCH] MAINT: Use date range in example that that has 1 Month curves. 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. --- zipline/examples/dual_moving_average.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/zipline/examples/dual_moving_average.py b/zipline/examples/dual_moving_average.py index e0f643ed..ac11cbd6 100755 --- a/zipline/examples/dual_moving_average.py +++ b/zipline/examples/dual_moving_average.py @@ -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)