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fix(returns): pandas concat replaced by join
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HugoDelatte committed Jan 22, 2024
1 parent 374154e commit 35f87b0
Showing 1 changed file with 1 addition and 1 deletion.
2 changes: 1 addition & 1 deletion src/skfolio/preprocessing/_returns.py
Original file line number Diff line number Diff line change
Expand Up @@ -82,7 +82,7 @@ def prices_to_returns(
else:
if not isinstance(y, pd.DataFrame):
raise TypeError("`y` must be a DataFrame")
df = pd.concat([X, y], join=join, axis=1)
df = X.join(y, how="outer")

n_observations, n_assets = X.shape

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