From de09433fd4f29bfe9889afb349a0249759fb777a Mon Sep 17 00:00:00 2001 From: Warren O'Neill Date: Mon, 31 Aug 2015 16:46:35 +0200 Subject: [PATCH] MAINT: allows contract_multiplier to be non-integer --- zipline/assets/_assets.pyx | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) 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