diff --git a/zipline/assets/continuous_futures.pyx b/zipline/assets/continuous_futures.pyx index f2021d4d..de95eab5 100644 --- a/zipline/assets/continuous_futures.pyx +++ b/zipline/assets/continuous_futures.pyx @@ -86,7 +86,6 @@ cdef class ContinuousFuture: cdef readonly object exchange cdef readonly object adjustment - cdef readonly object _adjustment_children _kwargnames = frozenset({ 'sid', @@ -105,8 +104,7 @@ cdef class ContinuousFuture: object start_date, object end_date, object exchange, - object adjustment=None, - dict adjustment_children=None): + object adjustment=None): self.sid = sid self.sid_hash = hash(sid) @@ -117,7 +115,6 @@ cdef class ContinuousFuture: self.start_date = start_date self.end_date = end_date self.adjustment = adjustment - self._adjustment_children = adjustment_children def __int__(self): @@ -255,11 +252,6 @@ cdef class ContinuousFuture: calendar = get_calendar(self.exchange) return calendar.is_open_on_minute(dt_minute) - def adj(self, style): - try: - return self._adjustment_children[style] - except KeyError: - return None cdef class ContractNode(object):