From 7d91fb0afb9ec9c0b569e3e3ddc878345a17312d Mon Sep 17 00:00:00 2001 From: Cal Mitchell Date: Mon, 11 Mar 2019 08:58:44 -0400 Subject: [PATCH] fixed the gst l4 notebook --- notebooks/tutorials/1_getting_started_lesson4/notebook.ipynb | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) diff --git a/notebooks/tutorials/1_getting_started_lesson4/notebook.ipynb b/notebooks/tutorials/1_getting_started_lesson4/notebook.ipynb index 421b8789..caf58462 100644 --- a/notebooks/tutorials/1_getting_started_lesson4/notebook.ipynb +++ b/notebooks/tutorials/1_getting_started_lesson4/notebook.ipynb @@ -374,11 +374,12 @@ } ], "source": [ + "import pandas as pd\n", "# Calculate factor-weighted long-short portfolio returns\n", "ls_factor_returns = al.performance.factor_returns(factor_data)\n", "\n", "# Plot cumulative returns for 5 day holding period\n", - "al.plotting.plot_cumulative_returns(ls_factor_returns['5D'], '5D');" + "al.plotting.plot_cumulative_returns(ls_factor_returns['5D'], '5D', freq=pd.tseries.offsets.BDay());" ] }, {