diff --git a/zipline/transforms/utils.py b/zipline/transforms/utils.py index 2c44dbcd..02d39bad 100644 --- a/zipline/transforms/utils.py +++ b/zipline/transforms/utils.py @@ -19,6 +19,7 @@ Generator versions of transforms. """ import types import logbook +import numpy from copy import deepcopy from datetime import datetime @@ -447,7 +448,13 @@ class BatchTransform(EventWindow): sid_keys = [] for sid in event.data.itervalues(): keys = set([name for name, value in sid.items() - if (isinstance(value, (int, float)))]) + if isinstance(value, + (int, + float, + numpy.integer, + numpy.float, + numpy.long)) + ]) sid_keys.append(keys) # with CUSTOM data events, there may be different fields