diff --git a/zipline/history/history.py b/zipline/history/history.py index 21b726a3..027ffe45 100644 --- a/zipline/history/history.py +++ b/zipline/history/history.py @@ -258,7 +258,8 @@ class HistorySpec(object): self.frequency = frequency # The field, e.g. 'price', 'volume', etc. self.field = field - # Whether or not to forward fill the nan data. + # Whether or not to forward fill nan data. Only has an effect if this + # spec's field is in FORWARD_FILLABLE. self._ffill = ffill # Calculate the cache key string once.