fix issue #58

ranaroussi · Jan 5, 2021 · bf4d4f0 · bf4d4f0
1 parent 43325a2
commit bf4d4f0
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Showing 2 changed files with 6 additions and 1 deletion.
diff --git a/quantstats/reports.py b/quantstats/reports.py
@@ -284,7 +284,9 @@ def metrics(returns, benchmark=None, rf=0., display=True,
                              "but a multi-column DataFrame was passed")
 
     blank = ['']
-    df = _pd.DataFrame({"returns": _utils._prepare_returns(returns, rf)})
+    df = _utils._prepare_returns(returns, rf)
+    df.columns = ["returns"]
+
     if benchmark is not None:
         blank = ['', '']
         df["benchmark"] = _utils._prepare_benchmark(

diff --git a/quantstats/utils.py b/quantstats/utils.py
@@ -173,6 +173,9 @@ def to_excess_returns(returns, rf, nperiods=None):
     Returns:
         * excess_returns (Series, DataFrame): Returns - rf
     """
+    if isinstance(rf, int):
+        rf = float(rf)
+
     if not isinstance(rf, float):
         rf = rf[rf.index.isin(returns.index)]