From e908fa9f5c84368ade0c2ea2912c5de15d434457 Mon Sep 17 00:00:00 2001
From: Dale Jung <dale@dalejung.com>
Date: Thu, 26 Feb 2015 08:27:37 -0500
Subject: [PATCH] BUG: Initial digest frame was set with object dtype. Older
 verison of numpy can error when expecting numeric dtypes and not
 np.array([1,2,3], dtype=object)

---
 zipline/history/history_container.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/zipline/history/history_container.py b/zipline/history/history_container.py
index 87c352d8..1061cac3 100644
--- a/zipline/history/history_container.py
+++ b/zipline/history/history_container.py
@@ -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