bugfix AIExample, unfortunately, close of today has been used to calc…

…ulate, so we cannot earn return of today
twopirllc · May 23, 2021 · e2708e5 · e2708e5
1 parent 0b2d02f
commit e2708e5
Showing 1 changed file with 1 addition and 1 deletion.
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\")"
    ]
   },