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MAINT: use int for groupby #92

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MAINT: use int for groupby #92

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b82150b
MAINT: use int for groupby
Apr 16, 2018
402decd
TST: test that exposures don't depend on index name
Apr 17, 2018
b80d79d
Merge branch 'master' into change-groupby
twiecki Aug 22, 2019
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2 changes: 1 addition & 1 deletion empyrical/perf_attrib.py
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Original file line number Diff line number Diff line change
Expand Up @@ -138,4 +138,4 @@ def compute_exposures(positions, factor_loadings):
2017-01-02 0.821872 1.520515
"""
risk_exposures = factor_loadings.multiply(positions, axis='rows')
return risk_exposures.groupby(level='dt').sum()
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@ssanderson ssanderson Apr 17, 2018

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Is there a test we can add/modify to go along with this change?

return risk_exposures.groupby(level=0).sum()