Merge branch 'pr/297' into development

twopirllc · May 26, 2021 · d176b1f · d176b1f
2 parents 0271cc8 + e2708e5
commit d176b1f
Showing 1 changed file with 2 additions and 2 deletions.
diff --git a/examples/AIExample.ipynb b/examples/AIExample.ipynb
@@ -1077,7 +1077,7 @@
     }
    ],
    "source": [
-    "asset[\"ACTRET_1\"] = trendy.TS_Trends * asset.PCTRET_1\n",
+    "asset[\"ACTRET_1\"] = trendy.TS_Trends.shift(1) * asset.PCTRET_1\n",
     "asset[[\"PCTRET_1\", \"ACTRET_1\"]].plot(figsize=(16, 3), color=colors(\"GyOr\"), alpha=1, grid=True).axhline(0, color=\"black\")"
    ]
   },
@@ -1117,7 +1117,7 @@
     }
    ],
    "source": [
-    "asset[[\"PCTRET_1\", \"ACTRET_1\"]].cumsum().plot(figsize=(16, 3), kind=\"area\", stacked=False, color=colors(\"GyOr\"), title=\"B&H vs. Cum. Active Returns\", alpha=.4, grid=True).axhline(0, color=\"black\")"
+    "((asset[[\"PCTRET_1\", \"ACTRET_1\"]]+1).cumprod()-1).plot(figsize=(16, 3), kind=\"area\", stacked=False, color=colors(\"GyOr\"), title=\"B&H vs. Cum. Active Returns\", alpha=.4, grid=True).axhline(0, color=\"black\")"
    ]
   },
   {