From 57bcbcbd8568a6e1ddb5b6e08b0e08714ce230c6 Mon Sep 17 00:00:00 2001
From: Andrew Campbell <andrew@quantopian.com>
Date: Sat, 21 Nov 2015 17:15:30 -0500
Subject: [PATCH] int division bug in roundtrips

---
 pyfolio/round_trips.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/pyfolio/round_trips.py b/pyfolio/round_trips.py
index 9bc3e043..63154b80 100644
--- 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([])