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Merge pull request #467 from duranvrNubank/patch-1

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Add check to `market_prices`
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Robert Martin
2022-11-26 10:30:20 -05:00
committed by GitHub
parent 7d1c82553d 310d12ac9e
commit 147a36c745
1 changed files with 5 additions and 0 deletions
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5
pypfopt/expected_returns.py
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@@ -247,7 +247,12 @@ def capm_return(
market_returns = market_prices
else:
returns = returns_from_prices(prices, log_returns)
if market_prices is not None:
if not isinstance(market_prices, pd.DataFrame):
warnings.warn("market prices are not in a dataframe", RuntimeWarning)
market_prices = pd.DataFrame(market_prices)
market_returns = returns_from_prices(market_prices, log_returns)
# Use the equally-weighted dataset as a proxy for the market
if market_returns is None: