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PERF: Use iloc instead of values, which is slower on pandas 0.17

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Richard Frank
2016-01-29 19:58:41 -05:00
parent e33cc25265
commit fda8daa120
1 changed files with 1 additions and 1 deletions
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zipline/finance/trading.py
+1 -1
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@@ -374,7 +374,7 @@ class TradingEnvironment(object):
def get_open_and_close(self, day):
index = self.open_and_closes.index.get_loc(day.date())
todays_minutes = self.open_and_closes.values[index]
todays_minutes = self.open_and_closes.iloc[index]
return todays_minutes[0], todays_minutes[1]
def market_minutes_for_day(self, stamp):