https://github.com/fmzquant/backtest_python/blob/23b3b8e66a12a6a7a5fed548ade5507802c9c3e2/fmz.py#L1335 [flake8](http://flake8.pycqa.org/en/latest/) can help fmz.py:1335:19: F821 undefined name 's'