diff --git a/zipline/history/history.py b/zipline/history/history.py index 2e589819..21b726a3 100644 --- a/zipline/history/history.py +++ b/zipline/history/history.py @@ -320,8 +320,8 @@ def index_at_dt(history_spec, algo_dt): Returns index of a frame returned by get_history() with the given history_spec and algo_dt. - The resulting index `@history_spec.bar_count` bars, increasing in units of - `@history_spec.frequency`, terminating at the given @algo_dt. + The resulting index will have @history_spec.bar_count bars, increasing in + units of @history_spec.frequency, terminating at the given @algo_dt. Note: The last bar of the returned frame represents an as-of-yet incomplete time window, so the delta between the last and second-to-last bars is