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Merge pull request #451 from quantopian/risk-metrics-float-cast

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BUG: Assigned dtypes to the cumulative risk metrics DataFrame.
This commit is contained in:
Delaney Granizo-Mackenzie
2014-12-17 15:13:11 -05:00
parent cd976ee2dd bed1ff3bce
commit a0c041dca6
2 changed files with 3 additions and 2 deletions
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.travis.yml
+1 -1
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@@ -3,7 +3,7 @@ python:
- "2.7"
- "3.3"
before_install:
- if [ ${TRAVIS_PYTHON_VERSION:0:1} == "2" ]; then wget http://repo.continuum.io/miniconda/Miniconda-3.0.0-Linux-x86_64.sh -O miniconda.sh; else wget http://repo.continuum.io/miniconda/Miniconda3-3.0.0-Linux-x86_64.sh -O miniconda.sh; fi
- if [ ${TRAVIS_PYTHON_VERSION:0:1} == "2" ]; then wget http://repo.continuum.io/miniconda/Miniconda-3.7.0-Linux-x86_64.sh -O miniconda.sh; else wget http://repo.continuum.io/miniconda/Miniconda3-3.7.0-Linux-x86_64.sh -O miniconda.sh; fi
- chmod +x miniconda.sh
- ./miniconda.sh -b
- if [ ${TRAVIS_PYTHON_VERSION:0:1} == "2" ]; then export PATH=/home/travis/miniconda/bin:$PATH; else export PATH=/home/travis/miniconda3/bin:$PATH; fi
zipline/finance/risk/cumulative.py
+2 -1
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@@ -163,7 +163,8 @@ class RiskMetricsCumulative(object):
self.latest_dt = cont_index[0]
self.metrics = pd.DataFrame(index=cont_index,
columns=self.METRIC_NAMES)
columns=self.METRIC_NAMES,
dtype=float)
self.drawdowns = pd.Series(index=cont_index)
self.max_drawdowns = pd.Series(index=cont_index)