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MAINT: Use df.resample().apply().

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Scott Sanderson
2016-08-05 19:32:56 -04:00
parent ec89402a3e
commit ce76acce46
1 changed files with 1 additions and 2 deletions
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zipline/data/resample.py
+1 -2
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@@ -54,8 +54,7 @@ def minute_to_session(minute_frame, calendar):
"""
how = OrderedDict((c, _MINUTE_TO_SESSION_OHCLV_HOW[c])
for c in minute_frame.columns)
return minute_frame.groupby(calendar.minute_to_session_label).agg(
how)
return minute_frame.groupby(calendar.minute_to_session_label).agg(how)
class DailyHistoryAggregator(object):