Closed
Description
(1 + returns).convert('BM', how=np.cumprod)
---------------------------------------------------------------------------
AttributeError Traceback (most recent call last)
/home/wesm/code/rapidquant/<ipython-input-22-c8b05a51e175> in <module>()
----> 1 (1 + returns).convert('BM', how=np.cumprod)
/home/wesm/code/pandas/pandas/core/generic.pyc in convert(self, rule, method, how, axis, as_index, closed, label)
176 how = translate_grouping(how)
177
--> 178 result = grouped.agg(how)
179 else:
180 # upsampling
/home/wesm/code/pandas/pandas/core/groupby.pyc in agg(self, func, *args, **kwargs)
245 See docstring for aggregate
246 """
--> 247 return self.aggregate(func, *args, **kwargs)
248
249 def _iterate_slices(self):
/home/wesm/code/pandas/pandas/core/groupby.pyc in aggregate(self, func_or_funcs, *args, **kwargs)
1195 return self._python_agg_general(func_or_funcs, *args, **kwargs)
1196 except Exception:
-> 1197 result = self._aggregate_named(func_or_funcs, *args, **kwargs)
1198
1199 index = Index(sorted(result), name=self.grouper.names[0])
/home/wesm/code/pandas/pandas/core/groupby.pyc in _aggregate_named(self, func, *args, **kwargs)
1266 result = {}
1267
-> 1268 for name in self.grouper:
1269 grp = self.get_group(name)
1270 grp.name = name
/home/wesm/code/pandas/pandas/core/groupby.pyc in __iter__(self)
448
449 def __iter__(self):
--> 450 return iter(self.indices)
451
452 def numkeys(self):
/home/wesm/code/pandas/pandas/_tseries.so in pandas._tseries.cache_readonly.__get__ (pandas/src/tseries.c:111266)()
/home/wesm/code/pandas/pandas/core/groupby.pyc in indices(self)
491 @cache_readonly
492 def indices(self):
--> 493 if len(self.groupings) == 1:
494 return self.groupings[0].indices
495 else:
AttributeError: 'TimeGrouper' object has no attribute 'groupings'
(1 + returns).convert('BM', how=np.cumprod)