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Rolling return was passing frequency object

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instea of frequency.symbol
This commit is contained in:
Gourav Kumar 2022-02-21 08:27:01 +05:30
parent 81856b2c1a
commit 053a93900a
1 changed files with 1 additions and 1 deletions
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2
fincal/fincal.py
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@ -200,7 +200,7 @@ class TimeSeries(TimeSeriesCore):
except AttributeError:
raise ValueError(f"Invalid argument for frequency {frequency}")
dates = create_date_series(from_date, to_date, frequency)
dates = create_date_series(from_date, to_date, frequency.symbol)
if frequency == AllFrequencies.D:
dates = [i for i in dates if i in self.time_series]