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fix_deprs: revert wrong push #615

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Merged
merged 2 commits into from
Sep 17, 2019
Merged

fix_deprs: revert wrong push #615

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c03a73c
fix some bugs in pandas==0.25.0
huaiweicheng Sep 6, 2019
03c085e
columns_to_select
huaiweicheng Sep 17, 2019
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7 changes: 5 additions & 2 deletions pyfolio/tears.py
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Original file line number Diff line number Diff line change
Expand Up @@ -1354,9 +1354,12 @@ def create_perf_attrib_tear_sheet(returns,

for factor_type, partitions in factor_partitions.items():

columns_to_select = portfolio_exposures.columns.intersection(
partitions
)

perf_attrib.plot_risk_exposures(
portfolio_exposures[portfolio_exposures.columns
.intersection(partitions)],
portfolio_exposures[columns_to_select],
ax=plt.subplot(gs[current_section]),
title='Daily {} factor exposures'.format(factor_type)
)
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4 changes: 2 additions & 2 deletions pyfolio/tests/test_round_trips.py
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Expand Up @@ -39,7 +39,7 @@ class RoundTripTestCase(TestCase):
],
columns=['amount', 'price', 'symbol'],
index=dates_intraday[[0, 2]])
.rename('dt', axis='index')
.rename_axis('dt', axis='index')
),
(DataFrame(data=[[2, 10., 'A'],
[2, 20., 'A'],
Expand All @@ -53,7 +53,7 @@ class RoundTripTestCase(TestCase):
],
columns=['amount', 'price', 'symbol'],
index=dates_intraday[[0, 4]])
.rename('dt', axis='index')
.rename_axis('dt', axis='index')
),
])
def test_groupby_consecutive(self, transactions, expected):
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