diff --git a/zipline/pipeline/factors/technical.py b/zipline/pipeline/factors/technical.py index 10666a8a..c7e26efe 100644 --- a/zipline/pipeline/factors/technical.py +++ b/zipline/pipeline/factors/technical.py @@ -156,7 +156,7 @@ class AverageDollarVolume(CustomFactor): inputs = [USEquityPricing.close, USEquityPricing.volume] def compute(self, today, assets, out, close, volume): - out[:] = nanmean(close * volume, axis=0) + out[:] = nansum(close * volume, axis=0) / len(close) class _ExponentialWeightedFactor(SingleInputMixin, CustomFactor):