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ssanderson
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Apr 17, 2018
| 2017-01-02 0.821872 1.520515 | ||
| """ | ||
| risk_exposures = factor_loadings.multiply(positions, axis='rows') | ||
| return risk_exposures.groupby(level='dt').sum() |
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Is there a test we can add/modify to go along with this change?
|
LGTM assuming tests pass |
ssanderson
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Apr 17, 2018
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Instead of using the index name in the call to groupby, use the index level number.