BUG: Assigned dtypes to the cumulative risk metrics DataFrame.

2026-07-19 11:22:06 +08:00 · 2014-12-17 13:56:42 -05:00
parent e7a5e097c4
commit 05903a2031
1 changed files with 2 additions and 1 deletions
@@ -163,7 +163,8 @@ class RiskMetricsCumulative(object):
        self.latest_dt = cont_index[0]

        self.metrics = pd.DataFrame(index=cont_index,
-                                    columns=self.METRIC_NAMES)
+                                    columns=self.METRIC_NAMES,
+                                    dtype=float)

        self.drawdowns = pd.Series(index=cont_index)
        self.max_drawdowns = pd.Series(index=cont_index)