MAINT: use int for groupby #92
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ssanderson
reviewed
Apr 17, 2018
| @@ -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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Is there a test we can add/modify to go along with this change?
|
LGTM assuming tests pass |
ssanderson
approved these changes
Apr 17, 2018
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Instead of using the index name in the call to groupby, use the index level number.