subtraction for market neutralization match timestamps of market on t…#69
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CaryLorrk wants to merge 1 commit intoQuantSoftware:masterfrom
Open
subtraction for market neutralization match timestamps of market on t…#69CaryLorrk wants to merge 1 commit intoQuantSoftware:masterfrom
CaryLorrk wants to merge 1 commit intoQuantSoftware:masterfrom
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…imestamps of symbols.
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cheers from Coursera 😄 |
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Awesome! This quick fix worked for me as well! Been frustrated yesterday when got an empty plot. Thank you!!! |
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I did all the steps and although the error is gone at run time, the plot is still empty. I even setup the vagrant image on VB and ran the code through that. It compiles and generates plot but plot is still empty. I'm now also getting the following error. Any thoughts? Error writing cache: /tmp/QSS/qstk-Yahoo(series of numbers).pkl Note - When I turn b_market_neutral to false, the plot outputs correctly. |
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The default behavior of pandas.DataFrame's subtraction is to match input Series index on column. What we want is index to index (timestamps to timestamps) subtraction.