diff --git a/zipline/finance/constants.py b/zipline/finance/constants.py index ce7ec8f6..9dbc6a3c 100644 --- a/zipline/finance/constants.py +++ b/zipline/finance/constants.py @@ -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,