From b949748467127139f08ecf5fb4db9d6fa7e9be03 Mon Sep 17 00:00:00 2001 From: Scott Sanderson Date: Mon, 5 Oct 2015 11:29:22 -0400 Subject: [PATCH] BUG/DOC: Subtraction is what I meant there... --- zipline/pipeline/factors/factor.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/zipline/pipeline/factors/factor.py b/zipline/pipeline/factors/factor.py index 6a49220e..2973f301 100644 --- a/zipline/pipeline/factors/factor.py +++ b/zipline/pipeline/factors/factor.py @@ -500,7 +500,7 @@ class CustomFactor(RequiredWindowLengthMixin, CustomTermMixin, Factor): highest_highs = nanmax(axis=0) lowest_lows = nanmin(axis=0) - out[:] = highest_highs = lowest_lows + out[:] = highest_highs - lowest_lows # Doesn't require passing inputs or window_length because they're # pre-declared as defaults