From fc5dc145b4c9d326dcf424fc42593af1de3c39e0 Mon Sep 17 00:00:00 2001
From: Camilo1704 <camilo1704@gmail.com>
Date: Wed, 18 Mar 2020 14:54:49 -0300
Subject: [PATCH] fixed sma calculation

---
 backtester/datahandler/tiingo_data.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/backtester/datahandler/tiingo_data.py b/backtester/datahandler/tiingo_data.py
index aaae994..0f35d6e 100644
--- a/backtester/datahandler/tiingo_data.py
+++ b/backtester/datahandler/tiingo_data.py
@@ -81,6 +81,6 @@ class TiingoData:
     def sma(self, periods):
         sma = self._data.groupby('symbol', as_index=False).rolling(periods)['adjClose'].mean()
         sma = sma.fillna(0)
-        sma.index = sma.index.levels[1]
+        sma.index = [index[1] for index in sma.index]
         self._data['sma'] = sma
         self.schema.update({'sma': 'sma'})