Merge pull request #1322 from quantopian/move_risk_calculations

Move risk calculations
2026-08-18 11:50:11 +08:00 · 2016-08-23 18:39:22 -04:00
parent 82436aa548 5b0ff75c8a
commit eba78aec1b
77 changed files with 624 additions and 1430 deletions
@@ -1191,9 +1191,9 @@ class DataPortal(object):

        if data_frequency == "minute":
            freq_str = "1m"
-            calculated_bar_count = self._get_minute_count_for_transform(
+            calculated_bar_count = int(self._get_minute_count_for_transform(
                dt, bars
-            )
+            ))
        else:
            freq_str = "1d"
            calculated_bar_count = bars