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1 parent fecdb2e commit 6c4e966Copy full SHA for 6c4e966
QSTK/qstkstudy/EventProfiler.py
@@ -32,7 +32,7 @@ def eventprofiler(df_events_arg, d_data, i_lookback=20, i_lookforward=20,
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tsu.returnize0(df_rets.values)
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if b_market_neutral == True:
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- df_rets = df_rets - df_rets[s_market_sym]
+ df_rets = df_rets.subtract(df_rets[s_market_sym], axis='index')
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del df_rets[s_market_sym]
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del df_events[s_market_sym]
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