Skip to content

Commit

Permalink
Merge pull request quantopian#302 from quantopian/fixing-gst-l4-nb
Browse files Browse the repository at this point in the history
fixed the gst l4 notebook
  • Loading branch information
quantopiancal authored Mar 11, 2019
2 parents bad240b + 7d91fb0 commit f5445c5
Showing 1 changed file with 2 additions and 1 deletion.
3 changes: 2 additions & 1 deletion notebooks/tutorials/1_getting_started_lesson4/notebook.ipynb
Original file line number Diff line number Diff line change
Expand Up @@ -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());"
]
},
{
Expand Down

0 comments on commit f5445c5

Please sign in to comment.