DOC: Fix typo in midnight

This commit is contained in:
Jeremiah Lowin
2014-12-31 12:08:05 -05:00
committed by Thomas Wiecki
parent f474ee7eed
commit 82c94b1dc4
+1 -1
View File
@@ -307,7 +307,7 @@ class PerformanceTracker(object):
# Minute data benchmarks should have a timestamp of market
# close, so that calculations are triggered at the right time.
# However, risk module uses midnight as the 'day'
# marker for returns, so adjust back to midgnight.
# marker for returns, so adjust back to midnight.
midnight = pd.tseries.tools.normalize_date(event.dt)
else:
midnight = event.dt