diff --git a/zipline/_protocol.pyx b/zipline/_protocol.pyx index c440e7f6..e6ee6a33 100644 --- a/zipline/_protocol.pyx +++ b/zipline/_protocol.pyx @@ -486,7 +486,7 @@ cdef class BarData: ) for asset in assets ] - return pd.Series(data=tradeable, index=assets) + return pd.Series(data=tradeable, index=assets, dtype=bool) cdef bool _can_trade_for_asset(self, asset, dt, adjusted_dt, data_portal): cdef object session_label