diff --git a/zipline/assets/_assets.pyx b/zipline/assets/_assets.pyx index b771c7f8..f71f86b1 100644 --- a/zipline/assets/_assets.pyx +++ b/zipline/assets/_assets.pyx @@ -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