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BUG: compute_forward_returns fails detecting the correct period length #295

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Apr 23, 2018

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@luca-s luca-s commented Apr 23, 2018

Since Alphalens is not aware of the public holidays the computation of the periods goes wrong in certain scenarios. See issue #292

Since Alphalens is not aware of the public holidays the computation of the
periods goes wrong in certain scenarios.

issue quantopian#292
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