From 8d09305c368bbede693fb6ee75ba4da761f9b73c Mon Sep 17 00:00:00 2001 From: Thomas Wiecki Date: Wed, 2 Jul 2014 11:26:35 +0200 Subject: [PATCH] BUG: Fix constant of trading hours to be 6.5. Fixes #214. --- zipline/finance/constants.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) 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,