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Ch3 Notebook: Adjust the getBins function #22

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Jackal08 opened this issue Mar 1, 2019 · 1 comment
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Ch3 Notebook: Adjust the getBins function #22

Jackal08 opened this issue Mar 1, 2019 · 1 comment

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@Jackal08
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Jackal08 commented Mar 1, 2019

Question 3.3, pg 55: Adjust the getBins function (Snippet 3.5) to return a 0 whenever the vertical barrier is the one touched first.

We need to correct this line of code in the get_bins function.
out['bin']=np.sign(out['ret'])
@BlackArbsCEO
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thanks for the heads up, check out the updated notebooks. fixed dd47196

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@Jackal08 @BlackArbsCEO