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DOC: Fix typo in midnight
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committed by
Thomas Wiecki
parent
f474ee7eed
commit
82c94b1dc4
@@ -307,7 +307,7 @@ class PerformanceTracker(object):
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# Minute data benchmarks should have a timestamp of market
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# close, so that calculations are triggered at the right time.
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# However, risk module uses midnight as the 'day'
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# marker for returns, so adjust back to midgnight.
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# marker for returns, so adjust back to midnight.
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midnight = pd.tseries.tools.normalize_date(event.dt)
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else:
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midnight = event.dt
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