diff options
Diffstat (limited to 'python/analytics/index_data.py')
| -rw-r--r-- | python/analytics/index_data.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/python/analytics/index_data.py b/python/analytics/index_data.py index 730a4e8a..025f30fb 100644 --- a/python/analytics/index_data.py +++ b/python/analytics/index_data.py @@ -76,7 +76,7 @@ def get_index_quotes(index=None, series=None, tenor=None, from_date=None, years= df = pd.read_sql_query(sql_str, _serenitas_engine, parse_dates=['date'], index_col=['date', 'index', 'series', 'version'], params = make_params(args)) - df.tenor = df.tenor.astype('category', categories=("3yr", "5yr", "7yr", "10yr"), ordered=True) + df.tenor = pd.Categorical(df.tenor, categories=("3yr", "5yr", "7yr", "10yr"), ordered=True) df = df.set_index('tenor', append=True) df.sort_index(inplace=True) ## get rid of US holidays |