From fda8daa12085c46252de02caa6f3877acd6f7359 Mon Sep 17 00:00:00 2001 From: Richard Frank Date: Fri, 29 Jan 2016 19:58:41 -0500 Subject: [PATCH] PERF: Use iloc instead of values, which is slower on pandas 0.17 --- zipline/finance/trading.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/zipline/finance/trading.py b/zipline/finance/trading.py index 9f64db97..dd436fdc 100644 --- a/zipline/finance/trading.py +++ b/zipline/finance/trading.py @@ -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):