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BUG: Fix constant of trading hours to be 6.5. Fixes #214.

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Thomas Wiecki
2014-07-02 11:26:35 +02:00
parent c3169f60cd
commit 8d09305c36
1 changed files with 1 additions and 1 deletions
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zipline/finance/constants.py
+1 -1
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@@ -14,7 +14,7 @@
# limitations under the License.
TRADING_DAYS_IN_YEAR = 250
TRADING_HOURS_IN_DAY = 6
TRADING_HOURS_IN_DAY = 6.5
MINUTES_IN_HOUR = 60
ANNUALIZER = {'daily': TRADING_DAYS_IN_YEAR,