STY Use APPROX_BDAYS_PER_MONTH instead of 21.

quantopian · Apr 18, 2016 · 9ce08a0 · 9ce08a0
1 parent 23e4c4b
commit 9ce08a0
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/pyfolio/round_trips.py b/pyfolio/round_trips.py
@@ -62,7 +62,7 @@
      ('Avg # round_trips per day', lambda x: float(len(x)) /
       (x.max() - x.min()).days),
      ('Avg # round_trips per month', lambda x: float(len(x)) /
-      (((x.max() - x.min()).days) / 21)),
+      (((x.max() - x.min()).days) / utils.APPROX_BDAYS_PER_MONTH)),
      ])