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MAINT: allows contract_multiplier to be non-integer

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Warren O'Neill
2015-08-31 16:46:35 +02:00
committed by Stewart Douglas
parent 6e8a4b8144
commit de09433fd4
1 changed files with 2 additions and 2 deletions
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zipline/assets/_assets.pyx
+2 -2
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@@ -227,7 +227,7 @@ cdef class Future(Asset):
cdef readonly object root_symbol
cdef readonly object notice_date
cdef readonly object expiration_date
cdef readonly int contract_multiplier
cdef readonly float contract_multiplier
def __cinit__(self,
int sid, # sid is required
@@ -240,7 +240,7 @@ cdef class Future(Asset):
object expiration_date=None,
object first_traded=None,
object exchange="",
int contract_multiplier=1):
float contract_multiplier=1):
self.root_symbol = root_symbol
self.notice_date = notice_date