From 479808efab47f00cf49e37765b1ed86c8473f131 Mon Sep 17 00:00:00 2001 From: Guillem Date: Wed, 17 Apr 2024 03:28:54 +0200 Subject: [PATCH] Update utils.py --- quantstats/utils.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/quantstats/utils.py b/quantstats/utils.py index 51eff8db..726b636f 100644 --- a/quantstats/utils.py +++ b/quantstats/utils.py @@ -397,7 +397,7 @@ def make_index( # drop when all are NaN index.dropna(how="all", inplace=True) - return index[index.index <= last_day].sum(axis=1) + return index[index.index <= last_day].drop('break', axis=1).sum(axis=1) def make_portfolio(returns, start_balance=1e5, mode="comp", round_to=None):