BUG Cone SDs should be floats

In pandas=0.16.2, despite setting pd.DataFrame(columns=pd.Float64Index([])), pandas will convert the column index to int64 when an int is used for the column and all subsequent assignments will be cast to int resulting in the error:
ValueError: cannot insert 1.5, already exists

Author: twiecki

pyfolio/tests/test_timeseries.py

@@ -369,7 +369,7 @@ def test_bootstrap_cone_against_linear_cone_normal_returns(self):
         random_seed = 100
         np.random.seed(random_seed)
         days_forward = 200
-        cone_stdevs = [1, 1.5, 2]
+        cone_stdevs = (1., 1.5, 2.)
         mu = .005
         sigma = .002
         rets = pd.Series(np.random.normal(mu, sigma, 10000))

pyfolio/timeseries.py

@@ -964,7 +964,7 @@ def rolling_sharpe(returns, rolling_sharpe_window):
         * np.sqrt(APPROX_BDAYS_PER_YEAR)
 
 
-def forecast_cone_bootstrap(is_returns, num_days, cone_std=[1, 1.5, 2],
+def forecast_cone_bootstrap(is_returns, num_days, cone_std=(1., 1.5, 2.),
                             starting_value=1, num_samples=1000,
                             random_seed=None):
     """