diff options
Diffstat (limited to 'python/analytics/index_data.py')
| -rw-r--r-- | python/analytics/index_data.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/python/analytics/index_data.py b/python/analytics/index_data.py index 025f30fb..189df871 100644 --- a/python/analytics/index_data.py +++ b/python/analytics/index_data.py @@ -122,8 +122,8 @@ def index_returns(df=None, index=None, series=None, tenor=None, from_date=None, diff(). astype('timedelta64[D]') / 360) df['price_return'] += df.day_frac * df.coupon - del df['day_frac'] - return df + df = df.drop(['day_frac', 'coupon', 'maturity'], axis=1) + return df.set_index(['date'], append=True) def get_singlenames_quotes(indexname, date): conn = dbconn('serenitasdb') |