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BUG: Initial digest frame was set with object dtype. Older verison of

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numpy can error when expecting numeric dtypes and not np.array([1,2,3],
dtype=object)
This commit is contained in:
Dale Jung
2015-02-26 08:27:37 -05:00
committed by Eddie Hebert
parent a0bd57555d
commit e908fa9f5c
1 changed files with 1 additions and 1 deletions
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zipline/history/history_container.py
+1 -1
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@@ -648,7 +648,7 @@ class HistoryContainer(object):
if bar_count == 1:
# slicing with [1 - bar_count:] doesn't work when bar_count == 1,
# so special-casing this.
res = pd.DataFrame(index=[], columns=self.sids)
res = pd.DataFrame(index=[], columns=self.sids, dtype=float)
return res.values, res.index
field = history_spec.field