From bf4d4f046e1dbf9e94bb060d6fcfd969cfc87ce2 Mon Sep 17 00:00:00 2001 From: ran Date: Tue, 5 Jan 2021 21:29:53 +0000 Subject: [PATCH] fix issue #58 --- quantstats/reports.py | 4 +++- quantstats/utils.py | 3 +++ 2 files changed, 6 insertions(+), 1 deletion(-) diff --git a/quantstats/reports.py b/quantstats/reports.py index 0d30c86..5e5dcfb 100644 --- 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 index 7be298d..134c69f 100644 --- 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)]