MAINT: Use df.resample().apply().

quantopian · Aug 8, 2016 · 832b24c · 832b24c
1 parent 6546eb7
commit 832b24c
Showing 1 changed file with 3 additions and 2 deletions.
diff --git a/zipline/data/resample.py b/zipline/data/resample.py
@@ -44,5 +44,6 @@ def minute_to_session(minute_frame, calendar):
     # Group minutes into their respective days. Note that this will
     # create groups for all trading days in the desired range,
     # including days with no minute data.
-    return minute_frame.resample(calendar.day,
-                                 how=_MINUTE_TO_SESSION_OHCLV_HOW)
+    return minute_frame.resample(calendar.day).apply(
+        _MINUTE_TO_SESSION_OHCLV_HOW
+    )