diff --git a/zipline/history/history_container.py b/zipline/history/history_container.py index c35a8aba..8d77896b 100644 --- a/zipline/history/history_container.py +++ b/zipline/history/history_container.py @@ -325,10 +325,7 @@ class HistoryContainer(object): If @freq_filter is specified, only use the given data to update frequencies on which the filter returns True. """ - for frequency in self.unique_frequencies: - - if freq_filter is not None and not freq_filter(frequency): - continue + for frequency in filter(freq_filter, self.unique_frequencies): # We don't keep a digest panel if we only have a length-1 history # spec for a given frequency