int division bug in roundtrips

quantopian · Nov 21, 2015 · 57bcbcb · twiecki · Nov 23, 2015 · 57bcbcb
1 parent 2970efe
commit 57bcbcb
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/pyfolio/round_trips.py b/pyfolio/round_trips.py
@@ -87,7 +87,7 @@ def extract_round_trips(transactions):
             if invested == 0:
                 round_trips['returns'].append(0)
             else:
-                round_trips['returns'].append(pnl / invested)
+                round_trips['returns'].append(1. * pnl / invested)
 
     if len(round_trips) == 0:
         return pd.DataFrame([])