diff options
Diffstat (limited to 'python/notebooks/Valuation Backtest.ipynb')
| -rw-r--r-- | python/notebooks/Valuation Backtest.ipynb | 8 |
1 files changed, 5 insertions, 3 deletions
diff --git a/python/notebooks/Valuation Backtest.ipynb b/python/notebooks/Valuation Backtest.ipynb index 26580d3c..ab912bab 100644 --- a/python/notebooks/Valuation Backtest.ipynb +++ b/python/notebooks/Valuation Backtest.ipynb @@ -222,7 +222,9 @@ "#% impact historical: positive % means the alternative methodology results in a higher NAV\n", "nav_impact = df.divide(df.endbooknav, axis=0)\n", "to_plot = ['mark_closest_all', 'mark_filtered_mean']\n", - "nav_impact[to_plot].plot()" + "nav_impact = nav_impact[to_plot].rename(columns={'mark_closest_all': 'mark to closest', \n", + " 'mark_filtered_mean': 'mark to mean'})\n", + "nav_impact.plot()" ] }, { @@ -253,7 +255,7 @@ "metadata": {}, "outputs": [], "source": [ - "summary.iloc[-2]" + "summary.iloc[-1]" ] }, { @@ -294,7 +296,7 @@ "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", - "version": "3.7.0" + "version": "3.7.3" } }, "nbformat": 4, |