diff --git a/zipline/utils/security_list.py b/zipline/utils/security_list.py index 417cef43..716f648f 100644 --- a/zipline/utils/security_list.py +++ b/zipline/utils/security_list.py @@ -86,7 +86,7 @@ class SecurityListSet(object): def __init__(self, current_date_func, lookup_func=None): # provide a cut point to substitute other security # list implementations. - self.sl_constructor = SecurityList + self.security_list_type = SecurityList if lookup_func is None: self.lookup_func = loopback else: @@ -97,7 +97,7 @@ class SecurityListSet(object): @property def leveraged_etf_list(self): if self._leveraged_etf is None: - self._leveraged_etf = self.sl_constructor( + self._leveraged_etf = self.security_list_type( self.lookup_func, load_from_directory('leveraged_etf_list'), self.current_date_func