From b65f7f42c04e49c02adc377531b0aff53dc1c9dd Mon Sep 17 00:00:00 2001 From: Eddie Hebert Date: Tue, 1 Oct 2013 11:23:32 -0400 Subject: [PATCH] BUG: Fix updating treasury curves. A transpose back to the serialization shape was left out. Also, fixes empty return from update. --- zipline/data/loader.py | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/zipline/data/loader.py b/zipline/data/loader.py index 741ea3f8..8115a617 100644 --- a/zipline/data/loader.py +++ b/zipline/data/loader.py @@ -108,9 +108,11 @@ def update_treasury_curves(last_date): updated_curves = curves.T datafile = get_datafile('treasury_curves.csv', mode='wb') - updated_curves.to_csv(datafile) + updated_curves.T.to_csv(datafile) datafile.close() + return updated_curves + def update_benchmarks(symbol, last_date): """