diff --git a/zipline/modelling/graph.py b/zipline/modelling/graph.py index 5ef4eaa3..8abc8aa7 100644 --- a/zipline/modelling/graph.py +++ b/zipline/modelling/graph.py @@ -69,7 +69,7 @@ class TermGraph(DiGraph): Factor A needs 5 extra rows of USEquityPricing.close, and Factor B needs 3 extra rows of the same. Factor A also requires 5 extra rows of - USEquityPricing.high, which no other Factor users. + USEquityPricing.high, which no other Factor uses. We load 5 extra rows of both `price` and `high` to ensure we can service Factor A, and the following offsets get computed: