diff --git a/zipline/examples/pairtrade.py b/zipline/examples/pairtrade.py index cb37a605..22526a13 100755 --- a/zipline/examples/pairtrade.py +++ b/zipline/examples/pairtrade.py @@ -57,7 +57,7 @@ class Pairtrade(TradingAlgorithm): self.invested = 0 self.window_length = window_length self.ols_transform = ols_transform(refresh_period=self.window_length, - days=self.window_length) + window_length=self.window_length) def handle_data(self, data): ######################################################